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MASKX vs. BX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.6

Performance

MASKX vs. BX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 Small-Cap Index Fund (MASKX) and The Blackstone Group Inc. (BX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
2.20%
31.27%
MASKX
BX

Key characteristics

Sharpe Ratio

MASKX:

0.82

BX:

1.98

Sortino Ratio

MASKX:

1.26

BX:

2.55

Omega Ratio

MASKX:

1.15

BX:

1.32

Calmar Ratio

MASKX:

0.70

BX:

3.36

Martin Ratio

MASKX:

3.73

BX:

9.61

Ulcer Index

MASKX:

4.61%

BX:

6.01%

Daily Std Dev

MASKX:

20.99%

BX:

29.19%

Max Drawdown

MASKX:

-67.66%

BX:

-87.65%

Current Drawdown

MASKX:

-12.21%

BX:

-9.60%

Returns By Period

In the year-to-date period, MASKX achieves a 2.05% return, which is significantly lower than BX's 4.37% return. Over the past 10 years, MASKX has underperformed BX with an annualized return of 5.74%, while BX has yielded a comparatively higher 24.63% annualized return.


MASKX

YTD

2.05%

1M

2.05%

6M

2.20%

1Y

16.55%

5Y*

5.05%

10Y*

5.74%

BX

YTD

4.37%

1M

4.80%

6M

31.27%

1Y

57.62%

5Y*

28.77%

10Y*

24.63%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MASKX vs. BX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MASKX
The Risk-Adjusted Performance Rank of MASKX is 4444
Overall Rank
The Sharpe Ratio Rank of MASKX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of MASKX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of MASKX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of MASKX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of MASKX is 4848
Martin Ratio Rank

BX
The Risk-Adjusted Performance Rank of BX is 9090
Overall Rank
The Sharpe Ratio Rank of BX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BX is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for MASKX, currently valued at 0.82, compared to the broader market-1.000.001.002.003.004.000.821.98
The chart of Sortino ratio for MASKX, currently valued at 1.26, compared to the broader market0.005.0010.001.262.55
The chart of Omega ratio for MASKX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.32
The chart of Calmar ratio for MASKX, currently valued at 0.70, compared to the broader market0.005.0010.0015.0020.000.703.36
The chart of Martin ratio for MASKX, currently valued at 3.73, compared to the broader market0.0020.0040.0060.0080.003.739.61
MASKX
BX

The current MASKX Sharpe Ratio is 0.82, which is lower than the BX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of MASKX and BX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
0.82
1.98
MASKX
BX

Dividends

MASKX vs. BX - Dividend Comparison

MASKX's dividend yield for the trailing twelve months is around 1.88%, less than BX's 1.92% yield.


TTM20242023202220212020201920182017201620152014
MASKX
iShares Russell 2000 Small-Cap Index Fund
1.88%1.92%1.54%1.41%1.14%1.04%1.38%1.17%1.04%1.22%0.93%1.57%
BX
The Blackstone Group Inc.
1.92%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.87%5.64%

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.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.21%
-9.60%
MASKX
BX

Volatility

MASKX vs. BX - Volatility Comparison

The current volatility for iShares Russell 2000 Small-Cap Index Fund (MASKX) is 6.48%, while The Blackstone Group Inc. (BX) has a volatility of 11.17%. 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.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.48%
11.17%
MASKX
BX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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