MASKX vs. BX
Compare and contrast key facts about iShares Russell 2000 Small-Cap Index Fund (MASKX) and The Blackstone Group Inc. (BX).
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 BX.
Key characteristics
| MASKX | BX | |
|---|---|---|
| YTD Return | 17.88% | 42.23% |
| 1Y Return | 31.39% | 81.51% |
| 3Y Return (Ann) | -1.80% | 12.19% |
| 5Y Return (Ann) | 7.35% | 32.85% |
| 10Y Return (Ann) | 5.61% | 25.53% |
| Sharpe Ratio | 1.80 | 3.07 |
| Sortino Ratio | 2.61 | 3.78 |
| Omega Ratio | 1.31 | 1.46 |
| Calmar Ratio | 1.30 | 3.57 |
| Martin Ratio | 10.18 | 16.87 |
| Ulcer Index | 3.79% | 5.37% |
| Daily Std Dev | 21.48% | 29.51% |
| Max Drawdown | -67.66% | -87.65% |
| Current Drawdown | -6.46% | -0.87% |
Correlation
The correlation between MASKX and BX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MASKX vs. BX - Performance Comparison
In the year-to-date period, MASKX achieves a 17.88% return, which is significantly lower than BX's 42.23% return. Over the past 10 years, MASKX has underperformed BX with an annualized return of 5.61%, while BX has yielded a comparatively higher 25.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
MASKX vs. BX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund (MASKX) and The Blackstone Group 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.
Dividends
MASKX vs. BX - Dividend Comparison
MASKX's dividend yield for the trailing twelve months is around 1.42%, less than BX's 1.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 1.42% | 1.54% | 1.41% | 1.14% | 1.04% | 1.38% | 1.17% | 1.04% | 1.22% | 0.93% | 1.57% | 1.10% |
BX The Blackstone Group Inc. | 1.90% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.68% | 3.75% |
Drawdowns
MASKX vs. BX - Drawdown Comparison
The maximum MASKX drawdown since its inception was -67.66%, smaller than the maximum BX drawdown of -87.65%. Use the drawdown chart below to compare losses from any high point for MASKX and BX. For additional features, visit the drawdowns tool.
Volatility
MASKX vs. BX - Volatility Comparison
The current volatility for iShares Russell 2000 Small-Cap Index Fund (MASKX) is 7.52%, while The Blackstone Group Inc. (BX) has a volatility of 9.22%. 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.