BICSX vs. WFSPX
Compare and contrast key facts about BlackRock Commodity Strategies Portfolio (BICSX) and iShares S&P 500 Index Fund (WFSPX).
BICSX is managed by BlackRock. It was launched on Oct 2, 2011. 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
BICSX vs. WFSPX - Performance Comparison
Loading graphics...
BICSX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BICSX BlackRock Commodity Strategies Portfolio | 19.23% | 28.70% | 4.38% | -4.32% | 11.90% | 22.44% | 6.80% | 11.60% | -14.50% | 8.28% |
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, BICSX achieves a 19.23% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, BICSX has underperformed WFSPX with an annualized return of 10.38%, while WFSPX has yielded a comparatively higher 13.63% annualized return.
BICSX
- 1D
- 0.24%
- 1M
- 0.65%
- YTD
- 19.23%
- 6M
- 26.56%
- 1Y
- 40.74%
- 3Y*
- 16.08%
- 5Y*
- 14.24%
- 10Y*
- 10.38%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BICSX vs. WFSPX - Expense Ratio Comparison
BICSX has a 0.72% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
BICSX vs. WFSPX — Risk / Return Rank
BICSX
WFSPX
BICSX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Commodity Strategies Portfolio (BICSX) 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.
| BICSX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.54 | 0.84 | +1.70 |
Sortino ratioReturn per unit of downside risk | 3.22 | 1.30 | +1.92 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.20 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 3.87 | 1.06 | +2.81 |
Martin ratioReturn relative to average drawdown | 19.67 | 5.13 | +14.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BICSX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | 0.84 | +1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.68 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.76 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.13 | +0.15 |
Correlation
The correlation between BICSX and WFSPX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BICSX vs. WFSPX - Dividend Comparison
BICSX's dividend yield for the trailing twelve months is around 2.59%, more than WFSPX's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BICSX BlackRock Commodity Strategies Portfolio | 2.59% | 3.09% | 3.60% | 9.39% | 9.05% | 2.68% | 0.80% | 2.03% | 2.12% | 0.65% | 0.94% | 0.00% |
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
BICSX vs. WFSPX - Drawdown Comparison
The maximum BICSX drawdown since its inception was -51.59%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for BICSX and WFSPX.
Loading graphics...
Drawdown Indicators
| BICSX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.59% | -58.21% | +6.62% |
Max Drawdown (1Y)Largest decline over 1 year | -10.53% | -12.11% | +1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -22.35% | -24.51% | +2.16% |
Max Drawdown (10Y)Largest decline over 10 years | -35.82% | -33.74% | -2.08% |
Current DrawdownCurrent decline from peak | -1.36% | -8.90% | +7.54% |
Average DrawdownAverage peak-to-trough decline | -20.75% | -12.84% | -7.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.49% | -0.42% |
Volatility
BICSX vs. WFSPX - Volatility Comparison
BlackRock Commodity Strategies Portfolio (BICSX) has a higher volatility of 4.48% compared to iShares S&P 500 Index Fund (WFSPX) at 4.24%. This indicates that BICSX'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.
Loading graphics...
Volatility by Period
| BICSX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 4.24% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.47% | 9.08% | +3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.34% | 18.06% | -1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 16.84% | -1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 17.98% | -2.86% |