MXMGX vs. SHSAX
Compare and contrast key facts about Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) and BlackRock Health Sciences Opportunities Portfolio (SHSAX).
MXMGX is managed by T. Rowe Price. It was launched on Jul 1, 1997. SHSAX is managed by Blackrock. It was launched on Dec 20, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXMGX or SHSAX.
Key characteristics
| MXMGX | SHSAX | |
|---|---|---|
| YTD Return | 12.60% | 9.04% |
| 1Y Return | 26.58% | 16.38% |
| 3Y Return (Ann) | -2.02% | -2.80% |
| 5Y Return (Ann) | 6.20% | 3.04% |
| 10Y Return (Ann) | 5.43% | 3.53% |
| Sharpe Ratio | 1.82 | 1.17 |
| Sortino Ratio | 2.49 | 1.53 |
| Omega Ratio | 1.32 | 1.23 |
| Calmar Ratio | 0.92 | 0.60 |
| Martin Ratio | 8.38 | 5.24 |
| Ulcer Index | 3.01% | 2.68% |
| Daily Std Dev | 13.83% | 12.02% |
| Max Drawdown | -35.88% | -39.26% |
| Current Drawdown | -8.01% | -10.97% |
Correlation
The correlation between MXMGX and SHSAX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
MXMGX vs. SHSAX - Performance Comparison
In the year-to-date period, MXMGX achieves a 12.60% return, which is significantly higher than SHSAX's 9.04% return. Over the past 10 years, MXMGX has outperformed SHSAX with an annualized return of 5.43%, while SHSAX has yielded a comparatively lower 3.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MXMGX vs. SHSAX - Expense Ratio Comparison
MXMGX has a 1.02% expense ratio, which is lower than SHSAX's 1.09% expense ratio.
Risk-Adjusted Performance
MXMGX vs. SHSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) and BlackRock Health Sciences Opportunities Portfolio (SHSAX). 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
MXMGX vs. SHSAX - Dividend Comparison
MXMGX has not paid dividends to shareholders, while SHSAX's dividend yield for the trailing twelve months is around 0.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXMGX Great-West T. Rowe Price Mid Cap Growth Fund | 0.00% | 0.00% | 0.02% | 0.18% | 0.00% | 0.01% | 0.10% | 0.31% | 0.05% | 0.02% | 0.82% | 0.05% |
SHSAX BlackRock Health Sciences Opportunities Portfolio | 0.24% | 0.26% | 0.34% | 0.00% | 0.00% | 0.30% | 0.11% | 0.00% | 0.00% | 1.38% | 0.04% | 0.08% |
Drawdowns
MXMGX vs. SHSAX - Drawdown Comparison
The maximum MXMGX drawdown since its inception was -35.88%, smaller than the maximum SHSAX drawdown of -39.26%. Use the drawdown chart below to compare losses from any high point for MXMGX and SHSAX. For additional features, visit the drawdowns tool.
Volatility
MXMGX vs. SHSAX - Volatility Comparison
Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) has a higher volatility of 3.65% compared to BlackRock Health Sciences Opportunities Portfolio (SHSAX) at 3.33%. This indicates that MXMGX's price experiences larger fluctuations and is considered to be riskier than SHSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.