SHSAX vs. FSTEX
Compare and contrast key facts about BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Invesco Energy Fund (FSTEX).
SHSAX is managed by BlackRock. It was launched on Dec 20, 1999. FSTEX is managed by Invesco. It was launched on Jan 18, 1984.
Performance
SHSAX vs. FSTEX - Performance Comparison
Loading graphics...
SHSAX vs. FSTEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHSAX BlackRock Health Sciences Opportunities Portfolio | -6.94% | 15.85% | 3.73% | 3.59% | -5.94% | 11.88% | 19.44% | 25.27% | 7.93% | 24.74% |
FSTEX Invesco Energy Fund | 38.85% | 12.31% | 6.00% | 0.28% | 52.85% | 55.99% | -32.13% | 4.78% | -26.82% | -8.26% |
Returns By Period
In the year-to-date period, SHSAX achieves a -6.94% return, which is significantly lower than FSTEX's 38.85% return. Over the past 10 years, SHSAX has outperformed FSTEX with an annualized return of 9.71%, while FSTEX has yielded a comparatively lower 8.77% annualized return.
SHSAX
- 1D
- 0.28%
- 1M
- -9.11%
- YTD
- -6.94%
- 6M
- 3.97%
- 1Y
- 4.06%
- 3Y*
- 5.89%
- 5Y*
- 4.02%
- 10Y*
- 9.71%
FSTEX
- 1D
- -0.55%
- 1M
- 13.19%
- YTD
- 38.85%
- 6M
- 42.88%
- 1Y
- 43.71%
- 3Y*
- 20.07%
- 5Y*
- 25.80%
- 10Y*
- 8.77%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SHSAX vs. FSTEX - Expense Ratio Comparison
SHSAX has a 1.09% expense ratio, which is lower than FSTEX's 1.36% expense ratio.
Return for Risk
SHSAX vs. FSTEX — Risk / Return Rank
SHSAX
FSTEX
SHSAX vs. FSTEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Invesco Energy Fund (FSTEX). 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.
| SHSAX | FSTEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.28 | 2.04 | -1.76 |
Sortino ratioReturn per unit of downside risk | 0.50 | 2.54 | -2.05 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.37 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.40 | 2.31 | -1.91 |
Martin ratioReturn relative to average drawdown | 0.94 | 8.35 | -7.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SHSAX | FSTEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 2.04 | -1.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 1.03 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.30 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.27 | +0.45 |
Correlation
The correlation between SHSAX and FSTEX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SHSAX vs. FSTEX - Dividend Comparison
SHSAX's dividend yield for the trailing twelve months is around 11.43%, more than FSTEX's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHSAX BlackRock Health Sciences Opportunities Portfolio | 11.43% | 10.63% | 9.18% | 3.84% | 7.44% | 9.20% | 4.34% | 3.89% | 8.56% | 3.53% | 2.43% | 12.58% |
FSTEX Invesco Energy Fund | 1.60% | 2.22% | 4.03% | 2.11% | 0.89% | 1.80% | 2.21% | 1.53% | 3.05% | 2.22% | 1.10% | 1.58% |
Drawdowns
SHSAX vs. FSTEX - Drawdown Comparison
The maximum SHSAX drawdown since its inception was -35.49%, smaller than the maximum FSTEX drawdown of -83.31%. Use the drawdown chart below to compare losses from any high point for SHSAX and FSTEX.
Loading graphics...
Drawdown Indicators
| SHSAX | FSTEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.49% | -83.31% | +47.82% |
Max Drawdown (1Y)Largest decline over 1 year | -9.87% | -18.57% | +8.70% |
Max Drawdown (5Y)Largest decline over 5 years | -17.99% | -26.88% | +8.89% |
Max Drawdown (10Y)Largest decline over 10 years | -28.36% | -73.41% | +45.05% |
Current DrawdownCurrent decline from peak | -9.62% | -0.55% | -9.07% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -25.28% | +19.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 5.13% | -0.93% |
Volatility
SHSAX vs. FSTEX - Volatility Comparison
BlackRock Health Sciences Opportunities Portfolio (SHSAX) has a higher volatility of 4.60% compared to Invesco Energy Fund (FSTEX) at 4.36%. This indicates that SHSAX's price experiences larger fluctuations and is considered to be riskier than FSTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SHSAX | FSTEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 4.36% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 12.75% | -3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.30% | 22.29% | -5.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.18% | 25.29% | -11.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 29.77% | -13.24% |