MASKX vs. EXTR

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Russell 2000 Small-Cap Index Fund (MASKX) and Extreme Networks, Inc. (EXTR).

MASKX is managed by BlackRock. It was launched on Apr 9, 1997.

Performance

MASKX vs. EXTR - Performance Comparison

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

MASKX vs. EXTR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MASKX iShares Russell 2000 Small-Cap Index Fund	-2.51%	12.76%	11.35%	16.99%	-20.39%	14.54%	19.99%	25.54%	-11.03%	14.61%
EXTR Extreme Networks, Inc.	-9.43%	-0.54%	-5.10%	-3.66%	16.62%	127.87%	-6.51%	20.82%	-51.28%	148.91%

Returns By Period

In the year-to-date period, MASKX achieves a -2.51% return, which is significantly higher than EXTR's -9.43% return. Over the past 10 years, MASKX has underperformed EXTR with an annualized return of 9.43%, while EXTR has yielded a comparatively higher 17.10% annualized return.

MASKX

• 1D: -1.48%
• 1M: -8.19%
• YTD: -2.51%
• 6M: -0.38%
• 1Y: 21.43%
• 3Y*: 11.69%
• 5Y*: 3.00%
• 10Y*: 9.43%

EXTR

• 1D: 0.73%
• 1M: 7.87%
• YTD: -9.43%
• 6M: -26.97%
• 1Y: 13.98%
• 3Y*: -7.61%
• 5Y*: 11.22%
• 10Y*: 17.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MASKX vs. EXTR — Risk / Return Rank

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

MASKX

MASKX Risk / Return Rank: 49
MASKX Sharpe Ratio Rank: 47
MASKX Sortino Ratio Rank: 51
MASKX Omega Ratio Rank: 40
MASKX Calmar Ratio Rank: 57
MASKX Martin Ratio Rank: 51

EXTR

EXTR Risk / Return Rank: 49
EXTR Sharpe Ratio Rank: 54
EXTR Sortino Ratio Rank: 49
EXTR Omega Ratio Rank: 50
EXTR Calmar Ratio Rank: 47
EXTR Martin Ratio Rank: 47

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MASKX vs. EXTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund (MASKX) and Extreme Networks, Inc. (EXTR). 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	EXTR	Difference
Sharpe ratio Return per unit of total volatility	0.91	0.32	+0.59
Sortino ratio Return per unit of downside risk	1.40	0.73	+0.66
Omega ratio Gain probability vs. loss probability	1.18	1.10	+0.07
Calmar ratio Return relative to maximum drawdown	1.32	0.21	+1.11
Martin ratio Return relative to average drawdown	5.00	0.41	+4.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MASKX vs. EXTR - Sharpe Ratio Comparison

The current MASKX Sharpe Ratio is 0.91, which is higher than the EXTR Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of MASKX and EXTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MASKX	EXTR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	0.32	+0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.13	0.24	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	0.32	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	-0.03	+0.37

Correlation

The correlation between MASKX and EXTR is 0.54, 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.

Dividends

MASKX vs. EXTR - Dividend Comparison

MASKX's dividend yield for the trailing twelve months is around 3.22%, while EXTR has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MASKX iShares Russell 2000 Small-Cap Index Fund	3.22%	3.13%	4.81%	2.92%	1.70%	7.64%	1.42%	3.43%	4.26%	3.15%	4.60%	3.63%
EXTR Extreme Networks, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

MASKX vs. EXTR - Drawdown Comparison

The maximum MASKX drawdown since its inception was -59.06%, smaller than the maximum EXTR drawdown of -99.15%. Use the drawdown chart below to compare losses from any high point for MASKX and EXTR.

Drawdown Indicators

	MASKX	EXTR	Difference
Max Drawdown Largest peak-to-trough decline	-59.06%	-99.15%	+40.09%
Max Drawdown (1Y) Largest decline over 1 year	-13.89%	-39.87%	+25.98%
Max Drawdown (5Y) Largest decline over 5 years	-31.98%	-67.21%	+35.23%
Max Drawdown (10Y) Largest decline over 10 years	-41.68%	-87.53%	+45.85%
Current Drawdown Current decline from peak	-11.01%	-87.84%	+76.83%
Average Drawdown Average peak-to-trough decline	-11.69%	-89.05%	+77.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.68%	20.53%	-16.85%

Volatility

MASKX vs. EXTR - Volatility Comparison

The current volatility for iShares Russell 2000 Small-Cap Index Fund (MASKX) is 6.63%, while Extreme Networks, Inc. (EXTR) has a volatility of 7.91%. This indicates that MASKX experiences smaller price fluctuations and is considered to be less risky than EXTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MASKX	EXTR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.63%	7.91%	-1.28%
Volatility (6M) Calculated over the trailing 6-month period	14.09%	28.55%	-14.46%
Volatility (1Y) Calculated over the trailing 1-year period	23.10%	43.99%	-20.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.14%	46.14%	-23.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.63%	53.33%	-29.70%