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iShares S&P 500 Index Fund Investor P Shares (BSPP...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US0669232367
CUSIP
066923236
Issuer
iShares
Inception Date
Aug 6, 2018
Category
S&P 500
Index Tracked
S&P 500 Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares S&P 500 Index Fund Investor P Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

iShares S&P 500 Index Fund Investor P Shares (BSPPX) has returned -7.14% so far this year and 14.04% over the past 12 months.


iShares S&P 500 Index Fund Investor P Shares

1D
-0.40%
1M
-7.71%
YTD
-7.14%
6M
-4.78%
1Y
14.04%
3Y*
16.76%
5Y*
11.02%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 28, 2018, BSPPX's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, your investment would double in approximately 5.3 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -12.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BSPPX closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -11.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.42%-0.79%-7.71%-7.14%
20252.75%-1.34%-5.65%-0.69%6.25%5.06%2.22%2.00%3.62%2.29%0.22%0.02%17.46%
20241.64%5.31%3.19%-4.12%4.92%3.56%1.18%2.39%2.10%-0.94%5.84%-2.42%24.54%
20236.25%-2.46%3.64%1.53%0.40%6.58%3.18%-1.61%-4.80%-2.14%9.10%4.52%25.85%
2022-5.20%-3.02%3.67%-8.74%0.15%-8.28%9.18%-4.11%-9.23%8.07%5.56%-5.78%-18.40%
2021-1.04%2.73%4.35%5.30%0.67%2.30%2.35%3.01%-4.68%6.97%-0.72%4.45%28.23%

Benchmark Metrics

iShares S&P 500 Index Fund Investor P Shares has an annualized alpha of 1.33%, beta of 0.99, and R² of 0.99 versus S&P 500 Index. Calculated based on daily prices since October 01, 2018.

  • This fund captured 103.35% of S&P 500 Index gains but only 98.19% of its losses — a favorable profile for investors.
  • With beta of 0.99 and R² of 0.99, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.33%
Beta
0.99
0.99
Upside Capture
103.35%
Downside Capture
98.19%

Expense Ratio

BSPPX has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BSPPX ranks 41 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


BSPPX Risk / Return Rank: 4141
Overall Rank
BSPPX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BSPPX Sortino Ratio Rank: 3939
Sortino Ratio Rank
BSPPX Omega Ratio Rank: 4242
Omega Ratio Rank
BSPPX Calmar Ratio Rank: 3737
Calmar Ratio Rank
BSPPX Martin Ratio Rank: 4949
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares S&P 500 Index Fund Investor P Shares (BSPPX) and compare them to a chosen benchmark (S&P 500 Index).


BSPPXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.90

-0.08

Sortino ratio

Return per unit of downside risk

1.27

1.39

-0.12

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.03

1.40

-0.37

Martin ratio

Return relative to average drawdown

4.96

6.61

-1.64

Explore BSPPX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

iShares S&P 500 Index Fund Investor P Shares provided a 1.34% dividend yield over the last twelve months, with an annual payout of $9.91 per share. The fund has been increasing its distributions for 2 consecutive years.


1.10%1.20%1.30%1.40%1.50%1.60%1.70%$0.00$2.00$4.00$6.00$8.00$10.00$12.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$9.91$11.38$7.67$6.80$7.52$8.57$6.13$6.49$4.00

Dividend yield

1.34%1.43%1.12%1.22%1.67%1.53%1.38%1.70%1.35%

Monthly Dividends

The table displays the monthly dividend distributions for iShares S&P 500 Index Fund Investor P Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$1.46$0.00$0.00$2.12$0.00$0.00$1.68$0.00$0.00$6.12$11.38
2024$0.00$0.00$1.72$0.00$0.00$1.79$0.00$0.00$1.64$0.00$0.00$2.53$7.67
2023$0.00$0.00$1.64$0.00$0.00$1.60$0.00$0.00$1.47$0.00$0.00$2.09$6.80
2022$0.00$0.00$1.44$0.00$0.00$1.47$1.18$0.00$1.47$0.00$0.00$1.95$7.52
2021$0.00$0.00$1.38$0.00$0.00$1.26$0.00$0.00$1.32$0.00$0.00$4.61$8.57

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares S&P 500 Index Fund Investor P Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares S&P 500 Index Fund Investor P Shares was 33.76%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current iShares S&P 500 Index Fund Investor P Shares drawdown is 8.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.76%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.7%Jan 4, 2022196Oct 12, 2022295Dec 14, 2023491
-19.29%Oct 4, 201856Dec 24, 201875Apr 12, 2019131
-18.77%Feb 20, 202534Apr 8, 202554Jun 26, 202588
-9.54%Sep 3, 202014Sep 23, 202037Nov 13, 202051

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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