BKT vs. WFSPX
BKT (BlackRock Income Trust) and WFSPX (iShares S&P 500 Index Fund Class K) are both mutual funds - BKT is a fund fund managed by BlackRock, while WFSPX is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, BKT returned 1.19%/yr vs 15.14%/yr for WFSPX. At a 0.07 correlation, their price movements are largely independent. BKT charges 2.06%/yr vs 0.03%/yr for WFSPX.
Performance
BKT vs. WFSPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BKT achieves a 0.35% return, which is significantly lower than WFSPX's 11.30% return. Over the past 10 years, BKT has underperformed WFSPX with an annualized return of 1.19%, while WFSPX has yielded a comparatively higher 15.14% annualized return.
BKT
- 1D
- -0.48%
- 1M
- 0.46%
- 6M
- -0.46%
- YTD
- 0.35%
- 1Y
- -0.18%
- 3Y*
- 4.32%
- 5Y*
- -3.03%
- 10Y*
- 1.19%
WFSPX
- 1D
- 0.39%
- 1M
- 0.88%
- 6M
- 9.66%
- YTD
- 11.30%
- 1Y
- 22.27%
- 3Y*
- 20.44%
- 5Y*
- 13.42%
- 10Y*
- 15.14%
BKT vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BKT BlackRock Income Trust | 0.35% | 5.92% | 3.33% | 7.69% | -21.51% | -0.44% | 7.36% | 14.91% | -2.59% | 2.58% |
WFSPX iShares S&P 500 Index Fund Class K | 11.30% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Correlation
The correlation between BKT and WFSPX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 1993 | 0.08 |
Over the past year, BKT and WFSPX have become more correlated (0.33) than their long-term average of 0.07, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BKT vs. WFSPX — Risk / Return Rank
BKT
WFSPX
BKT vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Income Trust (BKT) 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.
| BKT | WFSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.33 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 2.56 | -2.59 |
| Martin ratioReturn relative to average drawdown | -0.06 | 11.22 | -11.28 |
Loading charts...
Drawdowns
BKT vs. WFSPX - Drawdown Comparison
The maximum BKT drawdown since its inception was -48.86%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for BKT and WFSPX.
Loading charts...
Drawdown Indicators
| BKT | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.86% | -58.21% | +9.35% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -8.90% | +2.66% |
Max Drawdown (3Y)Largest decline over 3 years | -11.89% | -18.74% | +6.85% |
Max Drawdown (5Y)Largest decline over 5 years | -35.70% | -24.51% | -11.19% |
Max Drawdown (10Y)Largest decline over 10 years | -35.70% | -33.74% | -1.96% |
Current DrawdownCurrent decline from peak | -17.28% | -0.35% | -16.93% |
Average DrawdownAverage peak-to-trough decline | -14.76% | -12.74% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.03% | +0.94% |
Volatility
BKT vs. WFSPX - Volatility Comparison
The current volatility for BlackRock Income Trust (BKT) is 2.66%, while iShares S&P 500 Index Fund Class K (WFSPX) has a volatility of 3.61%. This indicates that BKT 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.
Loading charts...
Volatility by Period
| BKT | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 3.61% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 5.38% | 9.98% | -4.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.03% | 12.54% | -5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.18% | 16.99% | -5.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.75% | 18.01% | -8.26% |
BKT vs. WFSPX - Expense Ratio Comparison
BKT has a 2.06% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Dividends
BKT vs. WFSPX - Dividend Comparison
BKT's dividend yield for the trailing twelve months is around 10.11%, more than WFSPX's 1.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKT BlackRock Income Trust | 10.11% | 9.53% | 9.19% | 8.69% | 8.35% | 7.31% | 6.80% | 6.82% | 6.48% | 5.15% | 5.09% | 5.89% |
WFSPX iShares S&P 500 Index Fund Class K | 1.64% | 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
BKT and WFSPX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WFSPX has higher volatility (3.61%) compared to BKT (2.66%). In terms of maximum drawdown, BKT dropped -48.86% vs WFSPX's -58.21%.
WFSPX currently has the higher Sharpe Ratio (1.82 vs -0.03), 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.
Find the right allocation for BKT and WFSPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer