PFSLX vs. MASPX
PFSLX (Paradigm Select Fund) and MASPX (BlackRock Advantage SMID Cap Fund, Inc.) are both Mid Cap Blend Equities funds. Over the past 10 years, PFSLX returned 16.28%/yr vs 11.98%/yr for MASPX. Their correlation of 0.91 means they have usually moved in the same direction. PFSLX charges 1.16%/yr vs 0.48%/yr for MASPX.
Performance
PFSLX vs. MASPX - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
PFSLX Paradigm Select Fund | $0.00 | $0.00 | $0.00 |
PFSLX vs. MASPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
PFSLX
MASPX
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.
| PFSLX | MASPX | Difference | |
|---|---|---|---|
| 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 |
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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
| PFSLX | MASPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -83.33% | -2.73% | -80.60% |
Average DrawdownAverage peak-to-trough decline | -14.24% | -9.83% | -4.41% |
Ulcer IndexDepth 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
| PFSLX | MASPX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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