MASKX vs. EXTR

In the year-to-date period, MASKX achieves a -11.84% return, which is significantly higher than EXTR's -25.39% return. Over the past 10 years, MASKX has underperformed EXTR with an annualized return of 6.08%, while EXTR has yielded a comparatively higher 17.42% annualized return.

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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.

The current MASKX Sharpe Ratio is -0.04, which is lower than the EXTR Sharpe Ratio of 0.29. 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.

MASKX's dividend yield for the trailing twelve months is around 5.45%, while EXTR has not paid dividends to shareholders.

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. For additional features, visit the drawdowns tool.

The current volatility for iShares Russell 2000 Small-Cap Index Fund (MASKX) is 14.23%, while Extreme Networks, Inc. (EXTR) has a volatility of 24.08%. 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.