BIMPX vs. WFSPX
BIMPX (BlackRock 40/60 Target Allocation Fund) and WFSPX (iShares S&P 500 Index Fund Class K) are both mutual funds - BIMPX is a Diversified Portfolio fund managed by BlackRock, while WFSPX is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, BIMPX returned 6.88%/yr vs 15.51%/yr for WFSPX. Their correlation of 0.90 suggests significant overlap in exposure. BIMPX charges 0.11%/yr vs 0.03%/yr for WFSPX.
Performance
BIMPX vs. WFSPX - Performance Comparison
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Returns By Period
In the year-to-date period, BIMPX achieves a 5.99% return, which is significantly lower than WFSPX's 8.19% return. Over the past 10 years, BIMPX has underperformed WFSPX with an annualized return of 6.88%, while WFSPX has yielded a comparatively higher 15.51% annualized return.
BIMPX
- 1D
- -0.89%
- 1M
- 0.62%
- YTD
- 5.99%
- 6M
- 5.36%
- 1Y
- 14.22%
- 3Y*
- 10.03%
- 5Y*
- 4.44%
- 10Y*
- 6.88%
WFSPX
- 1D
- -1.43%
- 1M
- -1.34%
- YTD
- 8.19%
- 6M
- 6.86%
- 1Y
- 22.29%
- 3Y*
- 20.77%
- 5Y*
- 13.11%
- 10Y*
- 15.51%
BIMPX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIMPX BlackRock 40/60 Target Allocation Fund | 5.99% | 13.43% | 4.93% | 12.41% | -14.84% | 3.51% | 19.76% | 16.65% | -3.77% | 11.77% |
WFSPX iShares S&P 500 Index Fund Class K | 8.19% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Correlation
The correlation between BIMPX and WFSPX is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Dec 26, 2006 | 0.90 |
The correlation between BIMPX and WFSPX has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
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Return for Risk
BIMPX vs. WFSPX — Risk / Return Rank
BIMPX
WFSPX
BIMPX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock 40/60 Target Allocation Fund (BIMPX) 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.
| BIMPX | WFSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 2.67 | -0.02 |
| Martin ratioReturn relative to average drawdown | 11.36 | 11.99 | -0.63 |
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Drawdowns
BIMPX vs. WFSPX - Drawdown Comparison
The maximum BIMPX drawdown since its inception was -39.37%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for BIMPX and WFSPX.
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Drawdown Indicators
| BIMPX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.37% | -58.21% | +18.84% |
Max Drawdown (1Y)Largest decline over 1 year | -5.74% | -8.90% | +3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -11.11% | -18.74% | +7.63% |
Max Drawdown (5Y)Largest decline over 5 years | -19.85% | -24.51% | +4.66% |
Max Drawdown (10Y)Largest decline over 10 years | -19.85% | -33.74% | +13.89% |
Current DrawdownCurrent decline from peak | -1.09% | -3.13% | +2.04% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -12.76% | +7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 1.98% | -0.65% |
Volatility
BIMPX vs. WFSPX - Volatility Comparison
The current volatility for BlackRock 40/60 Target Allocation Fund (BIMPX) is 3.17%, while iShares S&P 500 Index Fund Class K (WFSPX) has a volatility of 4.90%. This indicates that BIMPX 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
| BIMPX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.17% | 4.90% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 9.93% | -3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.51% | 12.56% | -5.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.27% | 16.98% | -7.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.60% | 18.04% | -9.44% |
BIMPX vs. WFSPX - Expense Ratio Comparison
BIMPX has a 0.11% expense ratio, which is higher than WFSPX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
BIMPX vs. WFSPX - Dividend Comparison
BIMPX's dividend yield for the trailing twelve months is around 5.36%, more than WFSPX's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIMPX BlackRock 40/60 Target Allocation Fund | 5.36% | 5.68% | 0.00% | 2.96% | 3.06% | 6.35% | 4.34% | 2.66% | 7.95% | 2.50% | 1.83% | 9.76% |
WFSPX iShares S&P 500 Index Fund Class K | 1.61% | 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
With a correlation of 0.91, BIMPX and WFSPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
WFSPX has higher volatility (4.90%) compared to BIMPX (3.17%). In terms of maximum drawdown, BIMPX dropped -39.37% vs WFSPX's -58.21%.
BIMPX currently has the higher Sharpe Ratio (2.03 vs 1.90), 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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