MASKX vs. ^GSPC
Compare and contrast key facts about iShares Russell 2000 Small-Cap Index Fund (MASKX) and S&P 500 (^GSPC).
MASKX is managed by Blackrock. It was launched on Apr 9, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MASKX or ^GSPC.
Correlation
The correlation between MASKX and ^GSPC is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
MASKX vs. ^GSPC - Performance Comparison
Key characteristics
MASKX:
0.40
^GSPC:
1.62
MASKX:
0.70
^GSPC:
2.20
MASKX:
1.08
^GSPC:
1.30
MASKX:
0.34
^GSPC:
2.46
MASKX:
1.52
^GSPC:
10.01
MASKX:
5.27%
^GSPC:
2.08%
MASKX:
20.23%
^GSPC:
12.88%
MASKX:
-67.66%
^GSPC:
-56.78%
MASKX:
-15.21%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, MASKX achieves a -1.43% return, which is significantly lower than ^GSPC's 2.24% return. Over the past 10 years, MASKX has underperformed ^GSPC with an annualized return of 4.81%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.
MASKX
-1.43%
-4.60%
-2.94%
7.48%
4.55%
4.81%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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Risk-Adjusted Performance
MASKX vs. ^GSPC — Risk-Adjusted Performance Rank
MASKX
^GSPC
MASKX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund (MASKX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
MASKX vs. ^GSPC - Drawdown Comparison
The maximum MASKX drawdown since its inception was -67.66%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MASKX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
MASKX vs. ^GSPC - Volatility Comparison
iShares Russell 2000 Small-Cap Index Fund (MASKX) has a higher volatility of 4.71% compared to S&P 500 (^GSPC) at 3.43%. This indicates that MASKX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.