SFBPX vs. BRUFX
SFBPX (Great-West SecureFoundation Balanced ETF Fund) and BRUFX (Bruce Fund) are both Diversified Portfolio funds. Over the past 10 years, SFBPX returned 7.28%/yr vs 7.56%/yr for BRUFX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. SFBPX charges 0.23%/yr vs 0.68%/yr for BRUFX.
Performance
SFBPX vs. BRUFX - Performance Comparison
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Returns By Period
In the year-to-date period, SFBPX achieves a 7.46% return, which is significantly lower than BRUFX's 16.02% return. Both investments have delivered pretty close results over the past 10 years, with SFBPX having a 7.28% annualized return and BRUFX not far ahead at 7.56%.
SFBPX
- 1D
- 1.06%
- 1M
- -0.80%
- 6M
- 5.00%
- YTD
- 7.46%
- 1Y
- 15.06%
- 3Y*
- 11.35%
- 5Y*
- 5.82%
- 10Y*
- 7.28%
- ALL TIME*
- 6.87%
BRUFX
- 1D
- -0.39%
- 1M
- 0.09%
- 6M
- 11.25%
- YTD
- 16.02%
- 1Y
- 29.17%
- 3Y*
- 12.15%
- 5Y*
- 5.98%
- 10Y*
- 7.56%
- ALL TIME*
- 9.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BRUFX Bruce Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
SFBPX vs. BRUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFBPX Great-West SecureFoundation Balanced ETF Fund | 7.46% | 14.49% | 8.93% | 13.80% | -23.41% | 22.72% | 13.37% | 18.83% | -6.02% | 13.08% |
BRUFX Bruce Fund | 16.02% | 14.89% | 4.45% | -0.74% | -8.80% | 17.35% | 12.06% | 22.42% | -3.99% | 12.48% |
Correlation
The correlation between SFBPX and BRUFX is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.67 |
The correlation between SFBPX and BRUFX shifts across timeframes, from 0.52 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SFBPX vs. BRUFX — Risk / Return Rank
SFBPX
BRUFX
SFBPX vs. BRUFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West SecureFoundation Balanced ETF Fund (SFBPX) and Bruce Fund (BRUFX). 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.
| SFBPX | BRUFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.49 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 3.78 | -1.45 |
| Martin ratioReturn relative to average drawdown | 9.55 | 17.01 | -7.46 |
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Drawdowns
SFBPX vs. BRUFX - Drawdown Comparison
The maximum SFBPX drawdown since its inception was -49.54%, which is greater than BRUFX's maximum drawdown of -44.50%. Use the drawdown chart below to compare losses from any high point for SFBPX and BRUFX.
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Drawdown Indicators
| SFBPX | BRUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.54% | -44.50% | -5.04% |
Max Drawdown (1Y)Largest decline over 1 year | -6.38% | -7.67% | +1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -10.69% | -9.66% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -28.50% | -17.91% | -10.59% |
Max Drawdown (10Y)Largest decline over 10 years | -49.54% | -25.44% | -24.10% |
Current DrawdownCurrent decline from peak | -1.35% | -1.71% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -18.10% | -9.04% | -9.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 1.70% | -0.16% |
Volatility
SFBPX vs. BRUFX - Volatility Comparison
Great-West SecureFoundation Balanced ETF Fund (SFBPX) and Bruce Fund (BRUFX) have volatilities of 2.49% and 2.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFBPX | BRUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 2.42% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 8.50% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.34% | 10.65% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.13% | 10.58% | +2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.20% | 11.65% | +31.55% |
SFBPX vs. BRUFX - Expense Ratio Comparison
SFBPX has a 0.23% expense ratio, which is lower than BRUFX's 0.68% expense ratio.
Dividends
SFBPX vs. BRUFX - Dividend Comparison
SFBPX's dividend yield for the trailing twelve months is around 8.43%, more than BRUFX's 5.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRUFX Bruce Fund | 5.48% | 6.35% | 5.01% | 6.46% | 13.31% | 9.25% | 5.83% | 2.03% | 2.49% | 4.11% | 6.26% | 4.63% |
SFBPX Great-West SecureFoundation Balanced ETF Fund | 8.43% | 9.06% | 8.51% | 5.49% | 8.61% | 11.50% | 12.95% | 9.17% | 9.07% | 5.26% | 0.00% | 0.00% |
Frequently Asked Questions
SFBPX and BRUFX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFBPX has higher volatility (2.49%) compared to BRUFX (2.42%). In terms of maximum drawdown, SFBPX dropped -49.54% vs BRUFX's -44.50%.
BRUFX currently has the higher Sharpe Ratio (2.73 vs 1.59), 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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