MASPX vs. GVMCX
MASPX (BlackRock Advantage SMID Cap Fund, Inc.) and GVMCX (Government Street Opportunities Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, MASPX returned 11.85%/yr vs 13.15%/yr for GVMCX. Their correlation of 0.92 means they have usually moved in the same direction. MASPX charges 0.48%/yr vs 1.03%/yr for GVMCX.
Performance
MASPX vs. GVMCX - Performance Comparison
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Returns By Period
In the year-to-date period, MASPX achieves a 21.26% return, which is significantly higher than GVMCX's 11.23% return. Over the past 10 years, MASPX has underperformed GVMCX with an annualized return of 11.85%, while GVMCX has yielded a comparatively higher 13.15% annualized return.
MASPX
- 1D
- 1.09%
- 1M
- -1.44%
- 6M
- 16.13%
- YTD
- 21.26%
- 1Y
- 36.02%
- 3Y*
- 16.76%
- 5Y*
- 9.21%
- 10Y*
- 11.85%
- ALL TIME*
- 12.52%
GVMCX
- 1D
- 1.94%
- 1M
- -1.53%
- 6M
- 6.45%
- YTD
- 11.23%
- 1Y
- 18.11%
- 3Y*
- 15.69%
- 5Y*
- 10.29%
- 10Y*
- 13.15%
- ALL TIME*
- 10.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MASPX vs. GVMCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MASPX BlackRock Advantage SMID Cap Fund, Inc. | 21.26% | 11.36% | 12.11% | 18.89% | -15.73% | 13.56% | 19.79% | 28.86% | -6.52% | 8.80% |
GVMCX Government Street Opportunities Fund | 11.23% | 14.52% | 19.68% | 15.19% | -14.16% | 30.14% | 17.99% | 31.00% | -8.88% | 20.22% |
Correlation
The correlation between MASPX and GVMCX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2004 | 0.92 |
The correlation between MASPX and GVMCX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
MASPX vs. GVMCX — Risk / Return Rank
MASPX
GVMCX
MASPX vs. GVMCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage SMID Cap Fund, Inc. (MASPX) and Government Street Opportunities Fund (GVMCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MASPX | GVMCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.19 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.86 | 1.81 | +2.05 |
| Martin ratioReturn relative to average drawdown | 14.18 | 6.80 | +7.37 |
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Drawdowns
MASPX vs. GVMCX - Drawdown Comparison
The maximum MASPX drawdown since its inception was -63.74%, which is greater than GVMCX's maximum drawdown of -47.77%. Use the drawdown chart below to compare losses from any high point for MASPX and GVMCX.
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Drawdown Indicators
| MASPX | GVMCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.74% | -47.77% | -15.97% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -8.72% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -25.41% | -18.29% | -7.12% |
Max Drawdown (5Y)Largest decline over 5 years | -26.87% | -21.92% | -4.95% |
Max Drawdown (10Y)Largest decline over 10 years | -34.82% | -34.67% | -0.15% |
Current DrawdownCurrent decline from peak | -2.60% | -3.68% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -9.83% | -5.66% | -4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.32% | -0.03% |
Volatility
MASPX vs. GVMCX - Volatility Comparison
The current volatility for BlackRock Advantage SMID Cap Fund, Inc. (MASPX) is 3.42%, while Government Street Opportunities Fund (GVMCX) has a volatility of 4.41%. This indicates that MASPX experiences smaller price fluctuations and is considered to be less risky than GVMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MASPX | GVMCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 4.41% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 13.45% | 11.99% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.78% | 15.04% | +2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.20% | 16.79% | +4.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.90% | 17.46% | +3.44% |
MASPX vs. GVMCX - Expense Ratio Comparison
MASPX has a 0.48% expense ratio, which is lower than GVMCX's 1.03% expense ratio.
Dividends
MASPX vs. GVMCX - Dividend Comparison
MASPX's dividend yield for the trailing twelve months is around 3.91%, more than GVMCX's 2.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GVMCX Government Street Opportunities Fund | 2.09% | 3.80% | 5.42% | 1.91% | 4.43% | 3.36% | 3.35% | 4.68% | 2.00% | 4.84% | 4.54% | 5.77% |
MASPX BlackRock Advantage SMID Cap Fund, Inc. | 3.91% | 5.09% | 1.41% | 0.95% | 2.04% | 40.63% | 4.79% | 2.73% | 27.75% | 16.25% | 3.40% | 3.26% |
Frequently Asked Questions
MASPX and GVMCX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GVMCX has higher volatility (4.41%) compared to MASPX (3.42%). In terms of maximum drawdown, MASPX dropped -63.74% vs GVMCX's -47.77%.
MASPX currently has the higher Sharpe Ratio (1.82 vs 1.05), 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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