MASKX vs. BX
MASKX (iShares Russell 2000 Small-Cap Index Fund) is Small Cap Blend Equities fund managed by BlackRock, while BX (Blackstone Inc.) is a stock. Over the past 10 years, MASKX returned 11.12%/yr vs 20.78%/yr for BX. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
MASKX vs. BX - Performance Comparison
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Returns By Period
In the year-to-date period, MASKX achieves a 18.62% return, which is significantly higher than BX's -26.95% return. Over the past 10 years, MASKX has underperformed BX with an annualized return of 11.12%, while BX has yielded a comparatively higher 20.78% annualized return.
MASKX
- 1D
- 0.89%
- 1M
- 4.97%
- YTD
- 18.62%
- 6M
- 17.33%
- 1Y
- 41.04%
- 3Y*
- 18.52%
- 5Y*
- 6.53%
- 10Y*
- 11.12%
BX
- 1D
- -4.03%
- 1M
- -10.41%
- YTD
- -26.95%
- 6M
- -25.69%
- 1Y
- -17.79%
- 3Y*
- 10.78%
- 5Y*
- 7.01%
- 10Y*
- 20.78%
MASKX vs. BX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 18.62% | 12.76% | 11.35% | 16.99% | -20.39% | 14.54% | 19.99% | 25.54% | -11.03% | 14.61% |
BX Blackstone Inc. | -26.95% | -7.84% | 35.07% | 82.75% | -40.01% | 107.11% | 19.78% | 96.33% | 0.10% | 27.34% |
Correlation
The correlation between MASKX and BX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2007 | 0.60 |
The correlation between MASKX and BX shifts across timeframes, from 0.56 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MASKX vs. BX — Risk / Return Rank
MASKX
BX
MASKX vs. BX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund (MASKX) and Blackstone Inc. (BX). 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.
| MASKX | BX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.81 | ||
| Sortino ratioReturn per unit of downside risk | +3.69 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.93 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 3.95 | -0.40 | +4.35 |
| Martin ratioReturn relative to average drawdown | 14.03 | -0.76 | +14.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MASKX | BX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | -0.53 | +2.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.18 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.58 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.27 | +0.09 |
Drawdowns
MASKX vs. BX - Drawdown Comparison
The maximum MASKX drawdown since its inception was -59.06%, smaller than the maximum BX drawdown of -87.62%. Use the drawdown chart below to compare losses from any high point for MASKX and BX.
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Drawdown Indicators
| MASKX | BX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.06% | -87.62% | +28.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -44.76% | +33.75% |
Max Drawdown (3Y)Largest decline over 3 years | -27.53% | -46.50% | +18.97% |
Max Drawdown (5Y)Largest decline over 5 years | -31.98% | -49.29% | +17.31% |
Max Drawdown (10Y)Largest decline over 10 years | -41.68% | -49.29% | +7.61% |
Current DrawdownCurrent decline from peak | -0.13% | -41.69% | +41.56% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -25.70% | +14.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 23.49% | -20.40% |
Volatility
MASKX vs. BX - Volatility Comparison
The current volatility for iShares Russell 2000 Small-Cap Index Fund (MASKX) is 5.60%, while Blackstone Inc. (BX) has a volatility of 8.58%. This indicates that MASKX experiences smaller price fluctuations and is considered to be less risky than BX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MASKX | BX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 8.58% | -2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 13.57% | 27.10% | -13.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.10% | 33.63% | -14.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.16% | 39.18% | -16.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.70% | 35.67% | -11.97% |
Dividends
MASKX vs. BX - Dividend Comparison
MASKX's dividend yield for the trailing twelve months is around 2.64%, less than BX's 4.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BX Blackstone Inc. | 4.51% | 3.04% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 6.14% | 11.76% |
MASKX iShares Russell 2000 Small-Cap Index Fund | 2.64% | 3.13% | 4.81% | 2.92% | 1.70% | 7.64% | 1.42% | 3.43% | 4.26% | 3.15% | 4.60% | 3.63% |
Frequently Asked Questions
MASKX and BX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BX has higher volatility (8.58%) compared to MASKX (5.60%). In terms of maximum drawdown, MASKX dropped -59.06% vs BX's -87.62%.
MASKX currently has the higher Sharpe Ratio (2.28 vs -0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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