SHSAX vs. MXDPX
Compare and contrast key facts about BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Great-West Moderately Conservative Profile Fund (MXDPX).
SHSAX is managed by Blackrock. It was launched on Dec 20, 1999. MXDPX is managed by Great-West. It was launched on Sep 26, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHSAX or MXDPX.
Key characteristics
| SHSAX | MXDPX | |
|---|---|---|
| YTD Return | 9.04% | 6.84% |
| 1Y Return | 16.38% | 13.93% |
| 3Y Return (Ann) | -2.80% | -2.04% |
| 5Y Return (Ann) | 3.04% | 2.27% |
| 10Y Return (Ann) | 3.53% | 1.27% |
| Sharpe Ratio | 1.17 | 1.98 |
| Sortino Ratio | 1.53 | 2.86 |
| Omega Ratio | 1.23 | 1.40 |
| Calmar Ratio | 0.60 | 0.76 |
| Martin Ratio | 5.24 | 12.13 |
| Ulcer Index | 2.68% | 1.10% |
| Daily Std Dev | 12.02% | 6.74% |
| Max Drawdown | -39.26% | -21.78% |
| Current Drawdown | -10.97% | -6.04% |
Correlation
The correlation between SHSAX and MXDPX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SHSAX vs. MXDPX - Performance Comparison
In the year-to-date period, SHSAX achieves a 9.04% return, which is significantly higher than MXDPX's 6.84% return. Over the past 10 years, SHSAX has outperformed MXDPX with an annualized return of 3.53%, while MXDPX has yielded a comparatively lower 1.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SHSAX vs. MXDPX - Expense Ratio Comparison
SHSAX has a 1.09% expense ratio, which is higher than MXDPX's 0.37% expense ratio.
Risk-Adjusted Performance
SHSAX vs. MXDPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Great-West Moderately Conservative Profile Fund (MXDPX). 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.
Dividends
SHSAX vs. MXDPX - Dividend Comparison
SHSAX's dividend yield for the trailing twelve months is around 0.24%, less than MXDPX's 1.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHSAX BlackRock Health Sciences Opportunities Portfolio | 0.24% | 0.26% | 0.34% | 0.00% | 0.00% | 0.30% | 0.11% | 0.00% | 0.00% | 1.38% | 0.04% | 0.08% |
MXDPX Great-West Moderately Conservative Profile Fund | 1.42% | 3.11% | 1.89% | 3.15% | 1.15% | 1.92% | 3.10% | 2.49% | 1.79% | 2.68% | 3.11% | 0.00% |
Drawdowns
SHSAX vs. MXDPX - Drawdown Comparison
The maximum SHSAX drawdown since its inception was -39.26%, which is greater than MXDPX's maximum drawdown of -21.78%. Use the drawdown chart below to compare losses from any high point for SHSAX and MXDPX. For additional features, visit the drawdowns tool.
Volatility
SHSAX vs. MXDPX - Volatility Comparison
BlackRock Health Sciences Opportunities Portfolio (SHSAX) has a higher volatility of 3.33% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 1.46%. This indicates that SHSAX's price experiences larger fluctuations and is considered to be riskier than MXDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.