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SHSAX vs. MXDPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHSAX vs. MXDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Great-West Moderately Conservative Profile Fund (MXDPX). The values are adjusted to include any dividend payments, if applicable.

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SHSAX vs. MXDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHSAX
BlackRock Health Sciences Opportunities Portfolio
-4.62%15.85%3.73%3.59%-5.94%11.88%19.44%25.27%7.93%24.74%
MXDPX
Great-West Moderately Conservative Profile Fund
-0.12%10.02%6.17%10.19%-11.44%9.24%9.30%14.91%-5.19%8.25%

Returns By Period

In the year-to-date period, SHSAX achieves a -4.62% return, which is significantly lower than MXDPX's -0.12% return. Over the past 10 years, SHSAX has outperformed MXDPX with an annualized return of 9.98%, while MXDPX has yielded a comparatively lower 4.93% annualized return.


SHSAX

1D
2.49%
1M
-6.01%
YTD
-4.62%
6M
4.34%
1Y
8.48%
3Y*
6.77%
5Y*
4.48%
10Y*
9.98%

MXDPX

1D
1.21%
1M
-3.35%
YTD
-0.12%
6M
1.17%
1Y
8.54%
3Y*
7.61%
5Y*
3.82%
10Y*
4.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

SHSAX vs. MXDPX — Risk / Return Rank

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

SHSAX
SHSAX Risk / Return Rank: 1515
Overall Rank
SHSAX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SHSAX Sortino Ratio Rank: 1313
Sortino Ratio Rank
SHSAX Omega Ratio Rank: 1212
Omega Ratio Rank
SHSAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
SHSAX Martin Ratio Rank: 1515
Martin Ratio Rank

MXDPX
MXDPX Risk / Return Rank: 5050
Overall Rank
MXDPX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
MXDPX Sortino Ratio Rank: 4747
Sortino Ratio Rank
MXDPX Omega Ratio Rank: 5050
Omega Ratio Rank
MXDPX Calmar Ratio Rank: 5454
Calmar Ratio Rank
MXDPX Martin Ratio Rank: 5252
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.

SHSAX vs. MXDPX - Risk-Adjusted Trends 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.


SHSAXMXDPXDifference

Sharpe ratio

Return per unit of total volatility

0.41

1.04

-0.63

Sortino ratio

Return per unit of downside risk

0.68

1.49

-0.81

Omega ratio

Gain probability vs. loss probability

1.08

1.22

-0.14

Calmar ratio

Return relative to maximum drawdown

0.72

1.47

-0.75

Martin ratio

Return relative to average drawdown

1.68

5.70

-4.02

SHSAX vs. MXDPX - Sharpe Ratio Comparison

The current SHSAX Sharpe Ratio is 0.41, which is lower than the MXDPX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of SHSAX and MXDPX, 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


SHSAXMXDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

1.04

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.42

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.56

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.13

+0.60

Correlation

The correlation between SHSAX and MXDPX is 0.66, 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.


Dividends

SHSAX vs. MXDPX - Dividend Comparison

SHSAX's dividend yield for the trailing twelve months is around 11.15%, more than MXDPX's 5.28% yield.


TTM20252024202320222021202020192018201720162015
SHSAX
BlackRock Health Sciences Opportunities Portfolio
11.15%10.63%9.18%3.84%7.44%9.20%4.34%3.89%8.56%3.53%2.43%12.58%
MXDPX
Great-West Moderately Conservative Profile Fund
5.28%5.27%4.86%5.29%6.69%6.84%2.38%7.36%7.84%2.90%0.00%0.00%

Drawdowns

SHSAX vs. MXDPX - Drawdown Comparison

The maximum SHSAX drawdown since its inception was -35.49%, smaller than the maximum MXDPX drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for SHSAX and MXDPX.


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Drawdown Indicators


SHSAXMXDPXDifference

Max Drawdown

Largest peak-to-trough decline

-35.49%

-39.33%

+3.84%

Max Drawdown (1Y)

Largest decline over 1 year

-9.87%

-5.89%

-3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-17.99%

-20.55%

+2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-28.36%

-20.55%

-7.81%

Current Drawdown

Current decline from peak

-7.37%

-3.79%

-3.58%

Average Drawdown

Average peak-to-trough decline

-6.17%

-14.02%

+7.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

1.52%

+2.71%

Volatility

SHSAX vs. MXDPX - Volatility Comparison

BlackRock Health Sciences Opportunities Portfolio (SHSAX) has a higher volatility of 5.41% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 2.87%. 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.


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Volatility by Period


SHSAXMXDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

2.87%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

5.14%

+4.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

8.41%

+8.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

9.03%

+5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

8.87%

+7.67%