SHSAX vs. MXMGX

In the year-to-date period, SHSAX achieves a -3.19% return, which is significantly higher than MXMGX's -5.71% return. Over the past 10 years, SHSAX has outperformed MXMGX with an annualized return of 6.44%, while MXMGX has yielded a comparatively lower 4.22% 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 -0.38, which is lower than the MXMGX Sharpe Ratio of -0.26. 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 9.49%, more than MXMGX's 3.88% yield.

The maximum SHSAX drawdown since its inception was -31.69%, smaller than the maximum MXMGX drawdown of -60.97%. Use the drawdown chart below to compare losses from any high point for SHSAX and MXMGX. For additional features, visit the drawdowns tool.

BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) have volatilities of 6.52% and 6.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.