PSGIX vs. MASKX
PSGIX (BlackRock Advantage Small Cap Growth Fund) and MASKX (iShares Russell 2000 Small-Cap Index Fund) are both mutual funds - PSGIX is a Small Cap Growth Equities fund managed by BlackRock, while MASKX is a Small Cap Blend Equities fund managed by BlackRock. Over the past 10 years, PSGIX returned 12.06%/yr vs 10.89%/yr for MASKX. Their correlation of 0.93 suggests significant overlap in exposure. PSGIX charges 0.50%/yr vs 0.12%/yr for MASKX.
Performance
PSGIX vs. MASKX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with PSGIX having a 20.95% return and MASKX slightly lower at 20.57%. Over the past 10 years, PSGIX has outperformed MASKX with an annualized return of 12.06%, while MASKX has yielded a comparatively lower 10.89% annualized return.
PSGIX
- 1D
- -1.09%
- 1M
- 1.02%
- 6M
- 13.93%
- YTD
- 20.95%
- 1Y
- 38.60%
- 3Y*
- 19.01%
- 5Y*
- 6.16%
- 10Y*
- 12.06%
MASKX
- 1D
- -0.49%
- 1M
- 1.16%
- 6M
- 13.55%
- YTD
- 20.57%
- 1Y
- 34.69%
- 3Y*
- 17.38%
- 5Y*
- 6.86%
- 10Y*
- 10.89%
PSGIX vs. MASKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSGIX BlackRock Advantage Small Cap Growth Fund | 20.95% | 15.24% | 14.07% | 18.73% | -24.93% | 2.95% | 33.47% | 33.92% | -5.01% | 14.19% |
MASKX iShares Russell 2000 Small-Cap Index Fund | 20.57% | 12.76% | 11.35% | 16.99% | -20.39% | 14.54% | 19.99% | 25.54% | -11.03% | 14.61% |
Correlation
The correlation between PSGIX and MASKX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 1997 | 0.93 |
The correlation between PSGIX and MASKX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.
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Return for Risk
PSGIX vs. MASKX — Risk / Return Rank
PSGIX
MASKX
PSGIX vs. MASKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Small Cap Growth Fund (PSGIX) and iShares Russell 2000 Small-Cap Index Fund (MASKX). 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.
| PSGIX | MASKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 3.01 | -0.35 |
| Martin ratioReturn relative to average drawdown | 9.87 | 10.67 | -0.79 |
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Drawdowns
PSGIX vs. MASKX - Drawdown Comparison
The maximum PSGIX drawdown since its inception was -77.50%, which is greater than MASKX's maximum drawdown of -59.06%. Use the drawdown chart below to compare losses from any high point for PSGIX and MASKX.
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Drawdown Indicators
| PSGIX | MASKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -59.06% | -18.44% |
Max Drawdown (1Y)Largest decline over 1 year | -13.74% | -11.01% | -2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -27.77% | -27.53% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -40.55% | -31.98% | -8.57% |
Max Drawdown (10Y)Largest decline over 10 years | -41.59% | -41.68% | +0.09% |
Current DrawdownCurrent decline from peak | -2.58% | -1.53% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -25.18% | -11.59% | -13.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 3.11% | +0.60% |
Volatility
PSGIX vs. MASKX - Volatility Comparison
BlackRock Advantage Small Cap Growth Fund (PSGIX) has a higher volatility of 6.42% compared to iShares Russell 2000 Small-Cap Index Fund (MASKX) at 4.85%. This indicates that PSGIX's price experiences larger fluctuations and is considered to be riskier than MASKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSGIX | MASKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 4.85% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 16.90% | 14.20% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.31% | 19.49% | +2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.62% | 23.20% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.39% | 23.66% | +0.73% |
PSGIX vs. MASKX - Expense Ratio Comparison
PSGIX has a 0.50% expense ratio, which is higher than MASKX's 0.12% expense ratio.
Dividends
PSGIX vs. MASKX - Dividend Comparison
PSGIX's dividend yield for the trailing twelve months is around 0.09%, less than MASKX's 2.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 2.60% | 3.13% | 4.81% | 2.92% | 1.70% | 7.64% | 1.42% | 3.43% | 4.26% | 3.15% | 4.60% | 3.63% |
PSGIX BlackRock Advantage Small Cap Growth Fund | 0.09% | 0.11% | 0.25% | 0.25% | 0.47% | 18.37% | 5.36% | 5.37% | 24.24% | 11.12% | 0.05% | 6.08% |
Frequently Asked Questions
With a correlation of 0.97, PSGIX and MASKX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PSGIX has higher volatility (6.42%) compared to MASKX (4.85%). In terms of maximum drawdown, PSGIX dropped -77.50% vs MASKX's -59.06%.
MASKX currently has the higher Sharpe Ratio (1.70 vs 1.64), 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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