BFMSX vs. WFSPX
Compare and contrast key facts about BlackRock Low Duration Bond Portfolio (BFMSX) and iShares S&P 500 Index Fund (WFSPX).
BFMSX is managed by BlackRock. It was launched on Jul 17, 1992. 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
BFMSX vs. WFSPX - Performance Comparison
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BFMSX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BFMSX BlackRock Low Duration Bond Portfolio | -0.36% | 6.20% | 4.94% | 4.96% | -5.34% | -0.33% | 3.47% | 4.75% | 1.15% | 1.98% |
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, BFMSX achieves a -0.36% return, which is significantly higher than WFSPX's -4.63% return. Over the past 10 years, BFMSX has underperformed WFSPX with an annualized return of 2.21%, while WFSPX has yielded a comparatively higher 13.92% annualized return.
BFMSX
- 1D
- 0.22%
- 1M
- -0.98%
- YTD
- -0.36%
- 6M
- 0.82%
- 1Y
- 4.10%
- 3Y*
- 4.61%
- 5Y*
- 1.87%
- 10Y*
- 2.21%
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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BFMSX vs. WFSPX - Expense Ratio Comparison
BFMSX has a 0.41% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
BFMSX vs. WFSPX — Risk / Return Rank
BFMSX
WFSPX
BFMSX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Low Duration Bond Portfolio (BFMSX) 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.
| BFMSX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 0.96 | +1.25 |
Sortino ratioReturn per unit of downside risk | 3.86 | 1.47 | +2.40 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.22 | +0.38 |
Calmar ratioReturn relative to maximum drawdown | 3.09 | 1.49 | +1.60 |
Martin ratioReturn relative to average drawdown | 14.50 | 7.15 | +7.35 |
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
| BFMSX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 0.96 | +1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.70 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.06 | 0.78 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.59 | 0.13 | +1.46 |
Correlation
The correlation between BFMSX and WFSPX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
BFMSX vs. WFSPX - Dividend Comparison
BFMSX's dividend yield for the trailing twelve months is around 4.26%, more than WFSPX's 1.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BFMSX BlackRock Low Duration Bond Portfolio | 4.26% | 4.56% | 4.14% | 3.34% | 2.67% | 1.23% | 2.04% | 2.63% | 2.51% | 2.17% | 1.76% | 1.87% |
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
BFMSX vs. WFSPX - Drawdown Comparison
The maximum BFMSX drawdown since its inception was -12.70%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for BFMSX and WFSPX.
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Drawdown Indicators
| BFMSX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.70% | -58.21% | +45.51% |
Max Drawdown (1Y)Largest decline over 1 year | -1.52% | -12.11% | +10.59% |
Max Drawdown (5Y)Largest decline over 5 years | -7.96% | -24.51% | +16.55% |
Max Drawdown (10Y)Largest decline over 10 years | -7.96% | -33.74% | +25.78% |
Current DrawdownCurrent decline from peak | -1.20% | -6.51% | +5.31% |
Average DrawdownAverage peak-to-trough decline | -0.82% | -12.84% | +12.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.32% | 2.53% | -2.21% |
Volatility
BFMSX vs. WFSPX - Volatility Comparison
The current volatility for BlackRock Low Duration Bond Portfolio (BFMSX) is 0.77%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 5.17%. This indicates that BFMSX 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
| BFMSX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 5.17% | -4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 1.43% | 9.44% | -8.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.09% | 18.21% | -16.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.29% | 16.88% | -14.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.09% | 18.00% | -15.91% |