BIMBX vs. WFSPX
Compare and contrast key facts about BlackRock Systematic Multi-Strategy Class I (BIMBX) and iShares S&P 500 Index Fund (WFSPX).
BIMBX is managed by BlackRock. It was launched on May 19, 2015. 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
BIMBX vs. WFSPX - Performance Comparison
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BIMBX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIMBX BlackRock Systematic Multi-Strategy Class I | 0.96% | 5.00% | 6.83% | 6.43% | -2.95% | 6.18% | 3.57% | 8.43% | 1.83% | 9.89% |
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, BIMBX achieves a 0.96% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, BIMBX has underperformed WFSPX with an annualized return of 4.70%, while WFSPX has yielded a comparatively higher 13.63% annualized return.
BIMBX
- 1D
- 0.48%
- 1M
- -3.15%
- YTD
- 0.96%
- 6M
- 2.76%
- 1Y
- 3.06%
- 3Y*
- 6.50%
- 5Y*
- 4.19%
- 10Y*
- 4.70%
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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BIMBX vs. WFSPX - Expense Ratio Comparison
BIMBX has a 0.98% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
BIMBX vs. WFSPX — Risk / Return Rank
BIMBX
WFSPX
BIMBX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Systematic Multi-Strategy Class I (BIMBX) 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.
| BIMBX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.84 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.30 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.20 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.06 | -0.07 |
Martin ratioReturn relative to average drawdown | 3.57 | 5.13 | -1.56 |
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
| BIMBX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.84 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.19 | 0.68 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.34 | 0.76 | +0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.43 | 0.13 | +1.31 |
Correlation
The correlation between BIMBX and WFSPX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BIMBX vs. WFSPX - Dividend Comparison
BIMBX's dividend yield for the trailing twelve months is around 2.25%, more than WFSPX's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIMBX BlackRock Systematic Multi-Strategy Class I | 2.25% | 2.27% | 4.07% | 4.48% | 4.99% | 2.62% | 1.31% | 3.90% | 8.93% | 4.08% | 5.00% | 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
BIMBX vs. WFSPX - Drawdown Comparison
The maximum BIMBX drawdown since its inception was -8.73%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for BIMBX and WFSPX.
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Drawdown Indicators
| BIMBX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.73% | -58.21% | +49.48% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -12.11% | +8.50% |
Max Drawdown (5Y)Largest decline over 5 years | -6.50% | -24.51% | +18.01% |
Max Drawdown (10Y)Largest decline over 10 years | -8.73% | -33.74% | +25.01% |
Current DrawdownCurrent decline from peak | -3.15% | -8.90% | +5.75% |
Average DrawdownAverage peak-to-trough decline | -1.14% | -12.84% | +11.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 2.49% | -1.50% |
Volatility
BIMBX vs. WFSPX - Volatility Comparison
The current volatility for BlackRock Systematic Multi-Strategy Class I (BIMBX) is 1.54%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 4.24%. This indicates that BIMBX 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
| BIMBX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 4.24% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 9.08% | -6.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.03% | 18.06% | -14.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.53% | 16.84% | -13.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.52% | 17.98% | -14.46% |