SHSAX vs. MXMGX
Compare and contrast key facts about BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX).
SHSAX is managed by Blackrock. It was launched on Dec 20, 1999. MXMGX is managed by T. Rowe Price. It was launched on Jul 1, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHSAX or MXMGX.
Key characteristics
| SHSAX | MXMGX | |
|---|---|---|
| YTD Return | 9.04% | 12.60% |
| 1Y Return | 16.38% | 26.58% |
| 3Y Return (Ann) | -2.80% | -2.02% |
| 5Y Return (Ann) | 3.04% | 6.20% |
| 10Y Return (Ann) | 3.53% | 5.43% |
| Sharpe Ratio | 1.17 | 1.82 |
| Sortino Ratio | 1.53 | 2.49 |
| Omega Ratio | 1.23 | 1.32 |
| Calmar Ratio | 0.60 | 0.92 |
| Martin Ratio | 5.24 | 8.38 |
| Ulcer Index | 2.68% | 3.01% |
| Daily Std Dev | 12.02% | 13.83% |
| Max Drawdown | -39.26% | -35.88% |
| Current Drawdown | -10.97% | -8.01% |
Correlation
The correlation between SHSAX and MXMGX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SHSAX vs. MXMGX - Performance Comparison
In the year-to-date period, SHSAX achieves a 9.04% return, which is significantly lower than MXMGX's 12.60% return. Over the past 10 years, SHSAX has underperformed MXMGX with an annualized return of 3.53%, while MXMGX has yielded a comparatively higher 5.43% 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. MXMGX - Expense Ratio Comparison
SHSAX has a 1.09% expense ratio, which is higher than MXMGX's 1.02% expense ratio.
Risk-Adjusted Performance
SHSAX vs. MXMGX - Risk-Adjusted Performance Comparison
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.
Dividends
SHSAX vs. MXMGX - Dividend Comparison
SHSAX's dividend yield for the trailing twelve months is around 0.24%, while MXMGX has not paid dividends to shareholders.
| 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% |
MXMGX Great-West T. Rowe Price Mid Cap Growth Fund | 0.00% | 0.00% | 0.02% | 0.18% | 0.00% | 0.01% | 0.10% | 0.31% | 0.05% | 0.02% | 0.82% | 0.05% |
Drawdowns
SHSAX vs. MXMGX - Drawdown Comparison
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.
Volatility
SHSAX vs. MXMGX - Volatility Comparison
The current volatility for BlackRock Health Sciences Opportunities Portfolio (SHSAX) is 3.33%, while Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) has a volatility of 3.65%. 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.