BDHIX vs. WFSPX
Compare and contrast key facts about BlackRock Dynamic High Income Portfolio (BDHIX) and iShares S&P 500 Index Fund (WFSPX).
BDHIX is managed by BlackRock. It was launched on Nov 2, 2014. 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
BDHIX vs. WFSPX - Performance Comparison
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BDHIX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDHIX BlackRock Dynamic High Income Portfolio | -3.42% | 12.27% | 10.76% | 13.87% | -18.20% | 10.44% | 4.52% | 20.05% | -6.91% | 14.53% |
WFSPX iShares S&P 500 Index Fund | -7.06% | 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, BDHIX achieves a -3.42% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, BDHIX has underperformed WFSPX with an annualized return of 6.12%, while WFSPX has yielded a comparatively higher 13.63% annualized return.
BDHIX
- 1D
- 0.00%
- 1M
- -6.15%
- YTD
- -3.42%
- 6M
- -1.49%
- 1Y
- 8.04%
- 3Y*
- 9.55%
- 5Y*
- 3.79%
- 10Y*
- 6.12%
WFSPX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.63%
- 1Y
- 14.40%
- 3Y*
- 17.13%
- 5Y*
- 11.37%
- 10Y*
- 13.63%
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BDHIX vs. WFSPX - Expense Ratio Comparison
BDHIX has a 0.65% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
BDHIX vs. WFSPX — Risk / Return Rank
BDHIX
WFSPX
BDHIX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Dynamic High Income Portfolio (BDHIX) 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.
| BDHIX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.84 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.30 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.06 | +0.10 |
Martin ratioReturn relative to average drawdown | 4.99 | 5.13 | -0.14 |
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
| BDHIX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.84 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.68 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.76 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.13 | +0.44 |
Correlation
The correlation between BDHIX and WFSPX is 0.83, 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
BDHIX vs. WFSPX - Dividend Comparison
BDHIX's dividend yield for the trailing twelve months is around 7.40%, more than WFSPX's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDHIX BlackRock Dynamic High Income Portfolio | 7.40% | 7.54% | 7.62% | 5.96% | 5.17% | 6.58% | 5.20% | 5.68% | 7.40% | 6.14% | 6.33% | 7.19% |
WFSPX iShares S&P 500 Index Fund | 1.58% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
BDHIX vs. WFSPX - Drawdown Comparison
The maximum BDHIX drawdown since its inception was -29.13%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for BDHIX and WFSPX.
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Drawdown Indicators
| BDHIX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.13% | -58.21% | +29.08% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -12.11% | +4.97% |
Max Drawdown (5Y)Largest decline over 5 years | -23.55% | -24.51% | +0.96% |
Max Drawdown (10Y)Largest decline over 10 years | -29.13% | -33.74% | +4.61% |
Current DrawdownCurrent decline from peak | -6.15% | -8.90% | +2.75% |
Average DrawdownAverage peak-to-trough decline | -4.84% | -12.84% | +8.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.49% | -0.84% |
Volatility
BDHIX vs. WFSPX - Volatility Comparison
The current volatility for BlackRock Dynamic High Income Portfolio (BDHIX) is 2.97%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 4.24%. This indicates that BDHIX experiences smaller price fluctuations and is considered to be less risky 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
| BDHIX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 4.24% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 5.06% | 9.08% | -4.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.95% | 18.06% | -9.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.82% | 16.84% | -8.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.11% | 17.98% | -8.87% |