BIBDX vs. WFSPX
BIBDX (BlackRock Global Dividend Portfolio) and WFSPX (iShares S&P 500 Index Fund Class K) are both mutual funds - BIBDX is a Global Equities fund managed by BlackRock, while WFSPX is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, BIBDX returned 9.60%/yr vs 15.68%/yr for WFSPX. Their correlation of 0.88 suggests significant overlap in exposure. BIBDX charges 0.75%/yr vs 0.03%/yr for WFSPX.
Performance
BIBDX vs. WFSPX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with BIBDX having a 9.42% return and WFSPX slightly higher at 9.77%. Over the past 10 years, BIBDX has underperformed WFSPX with an annualized return of 9.60%, while WFSPX has yielded a comparatively higher 15.68% annualized return.
BIBDX
- 1D
- -0.31%
- 1M
- 1.18%
- YTD
- 9.42%
- 6M
- 9.24%
- 1Y
- 22.51%
- 3Y*
- 15.65%
- 5Y*
- 8.66%
- 10Y*
- 9.60%
WFSPX
- 1D
- -0.36%
- 1M
- 0.10%
- YTD
- 9.77%
- 6M
- 8.77%
- 1Y
- 25.45%
- 3Y*
- 21.35%
- 5Y*
- 13.57%
- 10Y*
- 15.68%
BIBDX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIBDX BlackRock Global Dividend Portfolio | 9.42% | 19.32% | 9.72% | 16.59% | -13.72% | 17.70% | 6.91% | 22.80% | -10.46% | 19.39% |
WFSPX iShares S&P 500 Index Fund Class K | 9.77% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Correlation
The correlation between BIBDX and WFSPX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2008 | 0.88 |
The correlation between BIBDX and WFSPX has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.
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Return for Risk
BIBDX vs. WFSPX — Risk / Return Rank
BIBDX
WFSPX
BIBDX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Dividend Portfolio (BIBDX) and iShares S&P 500 Index Fund Class K (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BIBDX | WFSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.39 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 3.01 | -0.73 |
| Martin ratioReturn relative to average drawdown | 9.57 | 13.58 | -4.01 |
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Drawdowns
BIBDX vs. WFSPX - Drawdown Comparison
The maximum BIBDX drawdown since its inception was -41.81%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for BIBDX and WFSPX.
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Drawdown Indicators
| BIBDX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.81% | -58.21% | +16.40% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -8.90% | -1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -15.07% | -18.74% | +3.67% |
Max Drawdown (5Y)Largest decline over 5 years | -24.44% | -24.51% | +0.07% |
Max Drawdown (10Y)Largest decline over 10 years | -33.15% | -33.74% | +0.59% |
Current DrawdownCurrent decline from peak | -1.45% | -1.72% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -12.76% | +7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 1.97% | +0.50% |
Volatility
BIBDX vs. WFSPX - Volatility Comparison
BlackRock Global Dividend Portfolio (BIBDX) and iShares S&P 500 Index Fund Class K (WFSPX) have volatilities of 4.52% and 4.67%, 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.
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Volatility by Period
| BIBDX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 4.67% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 9.83% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.59% | 12.49% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 16.97% | -2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.23% | 18.07% | -2.84% |
BIBDX vs. WFSPX - Expense Ratio Comparison
BIBDX has a 0.75% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Dividends
BIBDX vs. WFSPX - Dividend Comparison
BIBDX's dividend yield for the trailing twelve months is around 18.47%, more than WFSPX's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIBDX BlackRock Global Dividend Portfolio | 18.47% | 20.14% | 8.09% | 2.00% | 6.51% | 18.01% | 5.94% | 7.97% | 7.05% | 6.47% | 2.47% | 4.34% |
WFSPX iShares S&P 500 Index Fund Class K | 1.59% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Frequently Asked Questions
BIBDX and WFSPX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WFSPX has higher volatility (4.67%) compared to BIBDX (4.52%). In terms of maximum drawdown, BIBDX dropped -41.81% vs WFSPX's -58.21%.
WFSPX currently has the higher Sharpe Ratio (2.15 vs 1.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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