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BORAX vs. WFSPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BORAX vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CollegeAdvantage 529 Savings Plan - BlackRock Inflation Protected Bond Option (BORAX) and iShares S&P 500 Index Fund Class K (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BORAX achieves a 1.00% return, which is significantly lower than WFSPX's 10.17% return.


BORAX

1D
0.20%
1M
0.27%
YTD
1.00%
6M
1.07%
1Y
3.56%
3Y*
3.22%
5Y*
0.70%
10Y*

WFSPX

1D
1.09%
1M
0.46%
YTD
10.17%
6M
9.66%
1Y
27.12%
3Y*
20.94%
5Y*
14.06%
10Y*
15.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BORAX vs. WFSPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BORAX
CollegeAdvantage 529 Savings Plan - BlackRock Inflation Protected Bond Option
1.00%6.40%1.30%3.58%-11.83%3.96%
WFSPX
iShares S&P 500 Index Fund Class K
10.17%17.83%24.94%26.25%-18.14%14.46%

Correlation

The correlation between BORAX and WFSPX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

0.19

The correlation between BORAX and WFSPX shifts across timeframes, from 0.19 (5 years) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BORAX vs. WFSPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BORAX
BORAX Risk / Return Rank: 2020
Overall Rank
BORAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BORAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
BORAX Omega Ratio Rank: 1818
Omega Ratio Rank
BORAX Calmar Ratio Rank: 2424
Calmar Ratio Rank
BORAX Martin Ratio Rank: 2323
Martin Ratio Rank

WFSPX
WFSPX Risk / Return Rank: 6666
Overall Rank
WFSPX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 5858
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 6060
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 6868
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BORAX vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CollegeAdvantage 529 Savings Plan - BlackRock Inflation Protected Bond Option (BORAX) 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.


BORAXWFSPXDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.21

1.39

-0.19

Calmar ratioReturn relative to maximum drawdown

1.70

3.03

-1.33

Martin ratioReturn relative to average drawdown

5.32

13.70

-8.38

BORAX vs. WFSPX - Sharpe Ratio Comparison

The current BORAX Sharpe Ratio is 1.14, which is lower than the WFSPX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of BORAX and WFSPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BORAX vs. WFSPX - Drawdown Comparison

The maximum BORAX drawdown since its inception was -14.39%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for BORAX and WFSPX.


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Drawdown Indicators


BORAXWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-14.39%

-58.21%

+43.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.23%

-8.90%

+6.67%

Max Drawdown (3Y)

Largest decline over 3 years

-5.01%

-18.74%

+13.73%

Max Drawdown (5Y)

Largest decline over 5 years

-14.39%

-24.51%

+10.12%

Max Drawdown (10Y)

Largest decline over 10 years

-33.74%

Current Drawdown

Current decline from peak

-1.11%

-1.36%

+0.25%

Average Drawdown

Average peak-to-trough decline

-6.15%

-12.76%

+6.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

1.96%

-1.25%

Volatility

BORAX vs. WFSPX - Volatility Comparison

The current volatility for CollegeAdvantage 529 Savings Plan - BlackRock Inflation Protected Bond Option (BORAX) is 1.25%, while iShares S&P 500 Index Fund Class K (WFSPX) has a volatility of 4.77%. This indicates that BORAX 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


BORAXWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

4.77%

-3.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

9.90%

-7.38%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

12.46%

-9.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.22%

16.97%

-10.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.19%

18.07%

-11.88%

BORAX vs. WFSPX - Expense Ratio Comparison

BORAX has a 1.48% expense ratio, which is higher than WFSPX's 0.03% expense ratio.


Dividends

BORAX vs. WFSPX - Dividend Comparison

BORAX has not paid dividends to shareholders, while WFSPX's dividend yield for the trailing twelve months is around 1.59%.


PositionTTM20252024202320222021202020192018201720162015
BORAX
CollegeAdvantage 529 Savings Plan - BlackRock Inflation Protected Bond Option
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WFSPX
iShares S&P 500 Index Fund Class K
1.59%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


BORAX and WFSPX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WFSPX has higher volatility (4.77%) compared to BORAX (1.25%). In terms of maximum drawdown, BORAX dropped -14.39% vs WFSPX's -58.21%.

WFSPX currently has the higher Sharpe Ratio (2.16 vs 1.14), 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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