BIMPX vs. WFSPX
BIMPX (BlackRock 40/60 Target Allocation Fund) and WFSPX (iShares S&P 500 Index Fund) 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 6.87%/yr vs 15.54%/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 7.15% return, which is significantly lower than WFSPX's 11.69% return. Over the past 10 years, BIMPX has underperformed WFSPX with an annualized return of 6.87%, while WFSPX has yielded a comparatively higher 15.54% annualized return.
BIMPX
- 1D
- 0.27%
- 1M
- 3.82%
- YTD
- 7.15%
- 6M
- 7.40%
- 1Y
- 17.31%
- 3Y*
- 10.65%
- 5Y*
- 4.81%
- 10Y*
- 6.87%
WFSPX
- 1D
- 0.13%
- 1M
- 5.80%
- YTD
- 11.69%
- 6M
- 11.72%
- 1Y
- 28.93%
- 3Y*
- 22.71%
- 5Y*
- 14.24%
- 10Y*
- 15.54%
BIMPX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIMPX BlackRock 40/60 Target Allocation Fund | 7.15% | 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 | 11.69% | 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 0.89, 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 | 0.84 |
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 27, 2006 | 0.90 |
The correlation between BIMPX and WFSPX has been stable across timeframes, ranging from 0.84 to 0.90 - 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 (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.
| BIMPX | WFSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.46 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.35 | -0.27 |
| Martin ratioReturn relative to average drawdown | 13.47 | 15.65 | -2.18 |
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
| BIMPX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | 2.52 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.85 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.87 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.13 | +0.46 |
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 | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.78% | -12.77% | +7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 1.90% | -0.60% |
Volatility
BIMPX vs. WFSPX - Volatility Comparison
BlackRock 40/60 Target Allocation Fund (BIMPX) and iShares S&P 500 Index Fund (WFSPX) have volatilities of 2.70% and 2.82%, 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
| BIMPX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 2.82% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 5.94% | 8.97% | -3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.99% | 11.85% | -4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.19% | 16.88% | -7.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.57% | 18.02% | -9.45% |
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 5.30%, more than WFSPX's 1.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIMPX BlackRock 40/60 Target Allocation Fund | 5.30% | 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 | 1.56% | 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
BIMPX 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 (2.82%) compared to BIMPX (2.70%). In terms of maximum drawdown, BIMPX dropped -39.37% vs WFSPX's -58.21%.
BIMPX currently has the higher Sharpe Ratio (2.52 vs 2.52), 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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