BIRIX vs. WFSPX
Compare and contrast key facts about BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) and iShares S&P 500 Index Fund (WFSPX).
BIRIX is managed by BlackRock. It was launched on Oct 5, 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
BIRIX vs. WFSPX - Performance Comparison
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BIRIX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIRIX BlackRock Sustainable Advantage Large Cap Core Fund | -3.73% | 18.97% | 21.83% | 25.55% | -19.73% | 28.16% | 22.41% | 31.19% | -5.94% | 20.95% |
WFSPX iShares S&P 500 Index Fund | -4.63% | 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, BIRIX achieves a -3.73% return, which is significantly higher than WFSPX's -4.63% return. Both investments have delivered pretty close results over the past 10 years, with BIRIX having a 13.94% annualized return and WFSPX not far behind at 13.92%.
BIRIX
- 1D
- 3.04%
- 1M
- -4.74%
- YTD
- -3.73%
- 6M
- -0.70%
- 1Y
- 20.08%
- 3Y*
- 17.74%
- 5Y*
- 10.72%
- 10Y*
- 13.94%
WFSPX
- 1D
- 2.62%
- 1M
- -5.31%
- YTD
- -4.63%
- 6M
- -2.47%
- 1Y
- 16.96%
- 3Y*
- 18.15%
- 5Y*
- 11.69%
- 10Y*
- 13.92%
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BIRIX vs. WFSPX - Expense Ratio Comparison
BIRIX has a 0.48% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
BIRIX vs. WFSPX — Risk / Return Rank
BIRIX
WFSPX
BIRIX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) 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.
| BIRIX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.96 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.68 | 1.47 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.49 | +0.23 |
Martin ratioReturn relative to average drawdown | 8.57 | 7.15 | +1.42 |
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
| BIRIX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.96 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.70 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.78 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.13 | +0.61 |
Correlation
The correlation between BIRIX and WFSPX is 0.99, 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
BIRIX vs. WFSPX - Dividend Comparison
BIRIX's dividend yield for the trailing twelve months is around 6.76%, more than WFSPX's 1.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIRIX BlackRock Sustainable Advantage Large Cap Core Fund | 6.76% | 6.51% | 15.58% | 1.01% | 1.22% | 5.79% | 3.69% | 2.95% | 8.26% | 4.89% | 2.78% | 0.00% |
WFSPX iShares S&P 500 Index Fund | 1.54% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
BIRIX vs. WFSPX - Drawdown Comparison
The maximum BIRIX drawdown since its inception was -34.67%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for BIRIX and WFSPX.
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Drawdown Indicators
| BIRIX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.67% | -58.21% | +23.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -12.11% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -25.88% | -24.51% | -1.37% |
Max Drawdown (10Y)Largest decline over 10 years | -34.67% | -33.74% | -0.93% |
Current DrawdownCurrent decline from peak | -5.68% | -6.51% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -12.84% | +7.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 2.53% | -0.06% |
Volatility
BIRIX vs. WFSPX - Volatility Comparison
BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) has a higher volatility of 5.49% compared to iShares S&P 500 Index Fund (WFSPX) at 5.17%. This indicates that BIRIX'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.
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Volatility by Period
| BIRIX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 5.17% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 9.44% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.53% | 18.21% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.56% | 16.88% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.03% | 18.00% | +1.03% |