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PSGIX vs. EMCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSGIX vs. EMCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Advantage Small Cap Growth Fund (PSGIX) and Empiric 2500 Fund (EMCAX). The values are adjusted to include any dividend payments, if applicable.

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PSGIX vs. EMCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSGIX
BlackRock Advantage Small Cap Growth Fund
-2.07%15.24%14.07%18.73%-24.93%2.95%33.47%33.92%-5.01%14.19%
EMCAX
Empiric 2500 Fund
-3.08%2.37%13.89%12.43%-16.06%16.07%27.81%19.10%-4.64%21.82%

Returns By Period

In the year-to-date period, PSGIX achieves a -2.07% return, which is significantly higher than EMCAX's -3.08% return. Over the past 10 years, PSGIX has outperformed EMCAX with an annualized return of 10.47%, while EMCAX has yielded a comparatively lower 9.33% annualized return.


PSGIX

1D
4.32%
1M
-7.04%
YTD
-2.07%
6M
-0.26%
1Y
25.82%
3Y*
13.17%
5Y*
2.09%
10Y*
10.47%

EMCAX

1D
-0.66%
1M
-8.52%
YTD
-3.08%
6M
-3.54%
1Y
3.83%
3Y*
7.60%
5Y*
1.98%
10Y*
9.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSGIX vs. EMCAX - Expense Ratio Comparison

PSGIX has a 0.50% expense ratio, which is lower than EMCAX's 1.96% expense ratio.


Return for Risk

PSGIX vs. EMCAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSGIX
PSGIX Risk / Return Rank: 5555
Overall Rank
PSGIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PSGIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PSGIX Omega Ratio Rank: 4242
Omega Ratio Rank
PSGIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
PSGIX Martin Ratio Rank: 6060
Martin Ratio Rank

EMCAX
EMCAX Risk / Return Rank: 1212
Overall Rank
EMCAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EMCAX Sortino Ratio Rank: 1111
Sortino Ratio Rank
EMCAX Omega Ratio Rank: 1010
Omega Ratio Rank
EMCAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
EMCAX Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSGIX vs. EMCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Small Cap Growth Fund (PSGIX) and Empiric 2500 Fund (EMCAX). 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.


PSGIXEMCAXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.28

+0.75

Sortino ratio

Return per unit of downside risk

1.56

0.52

+1.03

Omega ratio

Gain probability vs. loss probability

1.20

1.07

+0.13

Calmar ratio

Return relative to maximum drawdown

1.83

0.32

+1.51

Martin ratio

Return relative to average drawdown

6.28

1.32

+4.96

PSGIX vs. EMCAX - Sharpe Ratio Comparison

The current PSGIX Sharpe Ratio is 1.03, which is higher than the EMCAX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of PSGIX and EMCAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSGIXEMCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.28

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.11

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.46

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.44

-0.05

Correlation

The correlation between PSGIX and EMCAX is 0.82, 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.


Dividends

PSGIX vs. EMCAX - Dividend Comparison

PSGIX's dividend yield for the trailing twelve months is around 0.11%, less than EMCAX's 0.14% yield.


TTM20252024202320222021202020192018201720162015
PSGIX
BlackRock Advantage Small Cap Growth Fund
0.11%0.11%0.25%0.25%0.47%18.37%5.36%5.37%24.24%11.12%0.05%6.08%
EMCAX
Empiric 2500 Fund
0.14%0.13%0.13%0.00%0.00%0.51%7.46%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PSGIX vs. EMCAX - Drawdown Comparison

The maximum PSGIX drawdown since its inception was -77.50%, which is greater than EMCAX's maximum drawdown of -51.81%. Use the drawdown chart below to compare losses from any high point for PSGIX and EMCAX.


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Drawdown Indicators


PSGIXEMCAXDifference

Max Drawdown

Largest peak-to-trough decline

-77.50%

-51.81%

-25.69%

Max Drawdown (1Y)

Largest decline over 1 year

-13.78%

-10.15%

-3.63%

Max Drawdown (5Y)

Largest decline over 5 years

-40.55%

-30.60%

-9.95%

Max Drawdown (10Y)

Largest decline over 10 years

-41.59%

-42.79%

+1.20%

Current Drawdown

Current decline from peak

-10.01%

-8.60%

-1.41%

Average Drawdown

Average peak-to-trough decline

-25.38%

-13.34%

-12.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

2.47%

+1.55%

Volatility

PSGIX vs. EMCAX - Volatility Comparison

BlackRock Advantage Small Cap Growth Fund (PSGIX) has a higher volatility of 9.04% compared to Empiric 2500 Fund (EMCAX) at 4.73%. This indicates that PSGIX's price experiences larger fluctuations and is considered to be riskier than EMCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSGIXEMCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.04%

4.73%

+4.31%

Volatility (6M)

Calculated over the trailing 6-month period

16.82%

10.17%

+6.65%

Volatility (1Y)

Calculated over the trailing 1-year period

25.29%

17.35%

+7.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.41%

18.16%

+6.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.30%

20.19%

+4.11%