ATWYX vs. WFSPX
Compare and contrast key facts about AB Tax-Managed Wealth Appreciation Strategy (ATWYX) and iShares S&P 500 Index Fund (WFSPX).
ATWYX is managed by BlackRock. It was launched on Sep 1, 2003. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
ATWYX vs. WFSPX - Performance Comparison
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ATWYX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATWYX AB Tax-Managed Wealth Appreciation Strategy | -1.67% | 21.44% | 18.72% | 20.55% | -18.58% | 20.45% | 12.70% | 25.56% | -9.76% | 23.04% |
WFSPX iShares S&P 500 Index Fund | -4.63% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, ATWYX achieves a -1.67% return, which is significantly higher than WFSPX's -4.63% return. Over the past 10 years, ATWYX has underperformed WFSPX with an annualized return of 10.79%, while WFSPX has yielded a comparatively higher 13.92% annualized return.
ATWYX
- 1D
- 3.18%
- 1M
- -5.98%
- YTD
- -1.67%
- 6M
- 0.82%
- 1Y
- 21.55%
- 3Y*
- 17.03%
- 5Y*
- 9.31%
- 10Y*
- 10.79%
WFSPX
- 1D
- 2.62%
- 1M
- -5.31%
- YTD
- -4.63%
- 6M
- -2.47%
- 1Y
- 16.96%
- 3Y*
- 18.15%
- 5Y*
- 11.69%
- 10Y*
- 13.92%
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ATWYX vs. WFSPX - Expense Ratio Comparison
ATWYX has a 0.38% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
ATWYX vs. WFSPX — Risk / Return Rank
ATWYX
WFSPX
ATWYX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Tax-Managed Wealth Appreciation Strategy (ATWYX) and iShares S&P 500 Index Fund (WFSPX). 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.
| ATWYX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.96 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.47 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.22 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.49 | +0.42 |
Martin ratioReturn relative to average drawdown | 8.56 | 7.15 | +1.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ATWYX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.96 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.70 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.78 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.13 | +0.28 |
Correlation
The correlation between ATWYX and WFSPX is 0.96, 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.
Dividends
ATWYX vs. WFSPX - Dividend Comparison
ATWYX's dividend yield for the trailing twelve months is around 4.48%, more than WFSPX's 1.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATWYX AB Tax-Managed Wealth Appreciation Strategy | 4.48% | 4.41% | 2.49% | 1.84% | 5.88% | 5.81% | 1.23% | 4.93% | 5.57% | 12.93% | 3.16% | 7.84% |
WFSPX iShares S&P 500 Index Fund | 1.54% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
ATWYX vs. WFSPX - Drawdown Comparison
The maximum ATWYX drawdown since its inception was -59.14%, roughly equal to the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for ATWYX and WFSPX.
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Drawdown Indicators
| ATWYX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.14% | -58.21% | -0.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -12.11% | +0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -26.21% | -24.51% | -1.70% |
Max Drawdown (10Y)Largest decline over 10 years | -34.33% | -33.74% | -0.59% |
Current DrawdownCurrent decline from peak | -6.88% | -6.51% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -10.05% | -12.84% | +2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.53% | +0.07% |
Volatility
ATWYX vs. WFSPX - Volatility Comparison
AB Tax-Managed Wealth Appreciation Strategy (ATWYX) has a higher volatility of 6.28% compared to iShares S&P 500 Index Fund (WFSPX) at 5.17%. This indicates that ATWYX's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATWYX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 5.17% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 9.44% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 18.21% | -0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 16.88% | -0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 18.00% | -1.29% |