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PFSLX vs. MASPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFSLX vs. MASPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Paradigm Select Fund (PFSLX) and BlackRock Advantage SMID Cap Fund, Inc. (MASPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFSLX achieves a 37.75% return, which is significantly higher than MASPX's 21.10% return. Over the past 10 years, PFSLX has outperformed MASPX with an annualized return of 16.28%, while MASPX has yielded a comparatively lower 11.98% annualized return.


PFSLX

1D
0.45%
1M
-3.66%
6M
29.21%
YTD
37.75%
1Y
69.07%
3Y*
23.97%
5Y*
13.06%
10Y*
16.28%
ALL TIME*
11.78%

MASPX

1D
-0.13%
1M
-1.57%
6M
14.67%
YTD
21.10%
1Y
35.84%
3Y*
16.93%
5Y*
9.18%
10Y*
11.98%
ALL TIME*
12.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

PFSLX vs. MASPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFSLX
Paradigm Select Fund
37.75%13.27%16.73%26.94%-26.44%31.16%26.05%38.32%-9.93%16.13%
MASPX
BlackRock Advantage SMID Cap Fund, Inc.
21.10%11.36%12.11%18.89%-15.73%13.56%19.79%28.86%-6.52%8.80%

Correlation

The correlation between PFSLX and MASPX is 0.86, 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.

0.86

Correlation (3Y)
Balances recent behavior with more history.

0.86

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.89

Correlation (10Y)
Provides a long-term view across more market conditions.

0.88

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2005

0.91

The correlation between PFSLX and MASPX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

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Return for Risk

PFSLX vs. MASPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PFSLX
PFSLX Risk / Return Rank: 9191
Overall Rank
PFSLX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PFSLX Sortino Ratio Rank: 8787
Sortino Ratio Rank
PFSLX Omega Ratio Rank: 8282
Omega Ratio Rank
PFSLX Calmar Ratio Rank: 9898
Calmar Ratio Rank
PFSLX Martin Ratio Rank: 9797
Martin Ratio Rank

MASPX
MASPX Risk / Return Rank: 8282
Overall Rank
MASPX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MASPX Sortino Ratio Rank: 7575
Sortino Ratio Rank
MASPX Omega Ratio Rank: 6969
Omega Ratio Rank
MASPX Calmar Ratio Rank: 9393
Calmar Ratio Rank
MASPX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PFSLX vs. MASPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Paradigm Select Fund (PFSLX) and BlackRock Advantage SMID Cap Fund, Inc. (MASPX). 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.


PFSLXMASPXDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.40

1.32

+0.07

Calmar ratioReturn relative to maximum drawdown

5.78

3.98

+1.79

Martin ratioReturn relative to average drawdown

18.65

14.60

+4.05

PFSLX vs. MASPX - Sharpe Ratio Comparison

The current PFSLX Sharpe Ratio is 2.50, which is higher than the MASPX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of PFSLX and MASPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PFSLX vs. MASPX - Drawdown Comparison

The maximum PFSLX drawdown since its inception was -91.83%, which is greater than MASPX's maximum drawdown of -63.74%. Use the drawdown chart below to compare losses from any high point for PFSLX and MASPX.


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Drawdown Indicators


PFSLXMASPXDifference

Max Drawdown

Largest peak-to-trough decline

-91.83%

-63.74%

-28.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-8.38%

-3.31%

Max Drawdown (3Y)

Largest decline over 3 years

-91.83%

-25.41%

-66.42%

Max Drawdown (5Y)

Largest decline over 5 years

-91.83%

-26.87%

-64.96%

Max Drawdown (10Y)

Largest decline over 10 years

-91.83%

-34.82%

-57.01%

Current Drawdown

Current decline from peak

-83.33%

-2.73%

-80.60%

Average Drawdown

Average peak-to-trough decline

-14.24%

-9.83%

-4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

2.29%

+1.32%

Volatility

PFSLX vs. MASPX - Volatility Comparison

Paradigm Select Fund (PFSLX) has a higher volatility of 7.37% compared to BlackRock Advantage SMID Cap Fund, Inc. (MASPX) at 3.39%. This indicates that PFSLX's price experiences larger fluctuations and is considered to be riskier than MASPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFSLXMASPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

3.39%

+3.98%

Volatility (6M)

Calculated over the trailing 6-month period

22.17%

13.45%

+8.72%

Volatility (1Y)

Calculated over the trailing 1-year period

27.18%

17.77%

+9.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

146.10%

21.19%

+124.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

104.47%

20.90%

+83.57%

PFSLX vs. MASPX - Expense Ratio Comparison

PFSLX has a 1.16% expense ratio, which is higher than MASPX's 0.48% expense ratio.


Dividends

PFSLX vs. MASPX - Dividend Comparison

PFSLX's dividend yield for the trailing twelve months is around 0.10%, less than MASPX's 3.92% yield.


PositionTTM20252024202320222021202020192018201720162015
MASPX
BlackRock Advantage SMID Cap Fund, Inc.
3.92%5.09%1.41%0.95%2.04%40.63%4.79%2.73%27.75%16.25%3.40%3.26%
PFSLX
Paradigm Select Fund
0.10%0.14%0.02%0.31%0.01%0.17%0.11%0.58%2.93%3.89%0.74%9.40%

Frequently Asked Questions


PFSLX and MASPX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFSLX has higher volatility (7.37%) compared to MASPX (3.39%). In terms of maximum drawdown, PFSLX dropped -91.83% vs MASPX's -63.74%.

PFSLX currently has the higher Sharpe Ratio (2.50 vs 1.88), 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.

Portfolio Optimizer

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