SHSAX vs. MXMGX

In the year-to-date period, SHSAX achieves a 6.25% return, which is significantly higher than MXMGX's 3.53% return. Over the past 10 years, SHSAX has underperformed MXMGX with an annualized return of 3.02%, while MXMGX has yielded a comparatively higher 6.20% annualized return.

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SHSAX has a 1.09% expense ratio, which is higher than MXMGX's 1.02% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX). 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.

The current SHSAX Sharpe Ratio is -0.05, which is lower than the MXMGX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SHSAX and MXMGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SHSAX's dividend yield for the trailing twelve months is around 0.23%, while MXMGX has not paid dividends to shareholders.

The maximum SHSAX drawdown since its inception was -39.26%, which is greater than MXMGX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for SHSAX and MXMGX. For additional features, visit the drawdowns tool.

The current volatility for BlackRock Health Sciences Opportunities Portfolio (SHSAX) is 3.89%, while Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) has a volatility of 5.48%. This indicates that SHSAX experiences smaller price fluctuations and is considered to be less risky than MXMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.