BKTSX vs. WBREOX
BKTSX (iShares Total U.S. Stock Market Index Fund Class K) and WBREOX (CIT: BlackRock Equity Index Fund Class 1) are both Large Cap Blend Equities funds - BKTSX tracks the Russell 3000 Index while WBREOX tracks the S&P 500. Both are passively managed. Over the past year, BKTSX returned 27.14% vs 26.91% for WBREOX. A 0.79 correlation means they provide meaningful diversification when combined. Both charge a 0.02% expense ratio.
Performance
BKTSX vs. WBREOX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with BKTSX having a 10.44% return and WBREOX slightly lower at 10.18%.
BKTSX
- 1D
- 1.12%
- 1M
- 0.80%
- YTD
- 10.44%
- 6M
- 9.66%
- 1Y
- 27.14%
- 3Y*
- 20.61%
- 5Y*
- 12.95%
- 10Y*
- 15.08%
WBREOX
- 1D
- 1.09%
- 1M
- 0.46%
- YTD
- 10.18%
- 6M
- 9.68%
- 1Y
- 26.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BKTSX vs. WBREOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 10.44% | 17.32% |
WBREOX CIT: BlackRock Equity Index Fund Class 1 | 10.18% | 16.64% |
Correlation
The correlation between BKTSX and WBREOX is 0.86, 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 | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025 | 0.79 |
The correlation between BKTSX and WBREOX has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.
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Return for Risk
BKTSX vs. WBREOX — Risk / Return Rank
BKTSX
WBREOX
BKTSX vs. WBREOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund Class K (BKTSX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). 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.
| BKTSX | WBREOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.43 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 3.46 | -0.42 |
| Martin ratioReturn relative to average drawdown | 13.59 | 15.21 | -1.62 |
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Drawdowns
BKTSX vs. WBREOX - Drawdown Comparison
The maximum BKTSX drawdown since its inception was -34.97%, which is greater than WBREOX's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for BKTSX and WBREOX.
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Drawdown Indicators
| BKTSX | WBREOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -19.07% | -15.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -8.89% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -19.29% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | — | — |
Current DrawdownCurrent decline from peak | -1.16% | -1.36% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -2.58% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 1.92% | +0.06% |
Volatility
BKTSX vs. WBREOX - Volatility Comparison
iShares Total U.S. Stock Market Index Fund Class K (BKTSX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX) have volatilities of 4.82% and 4.65%, 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
| BKTSX | WBREOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 4.65% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 9.97% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.74% | 12.88% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 18.67% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.45% | 18.67% | -0.22% |
BKTSX vs. WBREOX - Expense Ratio Comparison
Both BKTSX and WBREOX have an expense ratio of 0.02%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
BKTSX vs. WBREOX - Dividend Comparison
BKTSX's dividend yield for the trailing twelve months is around 1.05%, while WBREOX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.05% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% |
WBREOX CIT: BlackRock Equity Index Fund Class 1 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BKTSX and WBREOX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BKTSX has higher volatility (4.82%) compared to WBREOX (4.65%). In terms of maximum drawdown, BKTSX dropped -34.97% vs WBREOX's -19.07%.
WBREOX currently has the higher Sharpe Ratio (2.39 vs 2.12), 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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