BIGPX vs. SPYV
Compare and contrast key facts about BlackRock 60/40 Target Allocation Fund Class I (BIGPX) and SPDR Portfolio S&P 500 Value ETF (SPYV).
BIGPX is managed by BlackRock. It was launched on Dec 21, 2006. SPYV is a passively managed fund by State Street that tracks the performance of the S&P 500 Value. It was launched on Sep 25, 2000.
Performance
BIGPX vs. SPYV - Performance Comparison
Loading graphics...
BIGPX vs. SPYV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIGPX BlackRock 60/40 Target Allocation Fund Class I | -1.73% | 16.08% | 2.52% | 15.92% | -15.80% | 7.38% | 21.62% | 21.03% | -3.65% | 14.68% |
SPYV SPDR Portfolio S&P 500 Value ETF | 0.09% | 13.18% | 12.24% | 22.20% | -5.28% | 24.91% | 1.38% | 31.70% | -9.01% | 15.40% |
Returns By Period
In the year-to-date period, BIGPX achieves a -1.73% return, which is significantly lower than SPYV's 0.09% return. Over the past 10 years, BIGPX has underperformed SPYV with an annualized return of 7.70%, while SPYV has yielded a comparatively higher 11.42% annualized return.
BIGPX
- 1D
- 2.18%
- 1M
- -4.50%
- YTD
- -1.73%
- 6M
- 0.05%
- 1Y
- 14.45%
- 3Y*
- 9.11%
- 5Y*
- 4.18%
- 10Y*
- 7.70%
SPYV
- 1D
- 0.12%
- 1M
- -4.32%
- YTD
- 0.09%
- 6M
- 3.04%
- 1Y
- 13.08%
- 3Y*
- 13.89%
- 5Y*
- 10.49%
- 10Y*
- 11.42%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BIGPX vs. SPYV - Expense Ratio Comparison
BIGPX has a 0.43% expense ratio, which is higher than SPYV's 0.04% expense ratio.
Return for Risk
BIGPX vs. SPYV — Risk / Return Rank
BIGPX
SPYV
BIGPX vs. SPYV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock 60/40 Target Allocation Fund Class I (BIGPX) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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.
| BIGPX | SPYV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.85 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.89 | 1.27 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.19 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.08 | +0.68 |
Martin ratioReturn relative to average drawdown | 7.52 | 5.09 | +2.43 |
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
| BIGPX | SPYV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.85 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.73 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.68 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.41 | +0.05 |
Correlation
The correlation between BIGPX and SPYV is 0.84, 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
BIGPX vs. SPYV - Dividend Comparison
BIGPX's dividend yield for the trailing twelve months is around 8.11%, more than SPYV's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGPX BlackRock 60/40 Target Allocation Fund Class I | 8.11% | 7.97% | 0.00% | 3.02% | 2.59% | 7.60% | 3.76% | 3.77% | 9.80% | 3.20% | 1.76% | 9.89% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.82% | 1.77% | 2.29% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% |
Drawdowns
BIGPX vs. SPYV - Drawdown Comparison
The maximum BIGPX drawdown since its inception was -46.95%, smaller than the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for BIGPX and SPYV.
Loading graphics...
Drawdown Indicators
| BIGPX | SPYV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.95% | -58.45% | +11.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -12.03% | +4.12% |
Max Drawdown (5Y)Largest decline over 5 years | -21.88% | -17.89% | -3.99% |
Max Drawdown (10Y)Largest decline over 10 years | -22.34% | -36.89% | +14.55% |
Current DrawdownCurrent decline from peak | -5.24% | -4.43% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -8.77% | +2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 2.56% | -0.71% |
Volatility
BIGPX vs. SPYV - Volatility Comparison
BlackRock 60/40 Target Allocation Fund Class I (BIGPX) has a higher volatility of 4.62% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 3.79%. This indicates that BIGPX's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BIGPX | SPYV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 3.79% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 6.88% | 7.76% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.63% | 15.52% | -3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.84% | 14.43% | -2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.29% | 16.96% | -5.67% |