BSPGX vs. PUTW
BSPGX (iShares S&P 500 Index Fund Class G) and PUTW (WisdomTree Equity Premium Income Fund) are both mutual funds - BSPGX is a S&P 500 fund tracking the S&P 500 Index, while PUTW is a Derivative Income fund tracking the Volos U.S. Large Cap Target 2.5% PutWrite Index. Both are passively managed. Over the past 5 years, BSPGX returned 14.26%/yr vs 9.92%/yr for PUTW. Their correlation of 0.81 suggests significant overlap in exposure. BSPGX charges 0.01%/yr vs 0.44%/yr for PUTW.
Performance
BSPGX vs. PUTW - Performance Comparison
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Returns By Period
In the year-to-date period, BSPGX achieves a 11.70% return, which is significantly higher than PUTW's 4.26% return.
BSPGX
- 1D
- 0.13%
- 1M
- 5.80%
- YTD
- 11.70%
- 6M
- 11.73%
- 1Y
- 28.95%
- 3Y*
- 22.73%
- 5Y*
- 14.26%
- 10Y*
- —
PUTW
- 1D
- -0.18%
- 1M
- 1.94%
- YTD
- 4.26%
- 6M
- 4.65%
- 1Y
- 18.84%
- 3Y*
- 13.62%
- 5Y*
- 9.92%
- 10Y*
- 8.30%
BSPGX vs. PUTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BSPGX iShares S&P 500 Index Fund Class G | 11.70% | 17.85% | 24.96% | 26.27% | -18.12% | 28.66% | 19.16% | 11.06% |
PUTW WisdomTree Equity Premium Income Fund | 4.26% | 14.45% | 17.18% | 15.53% | -10.11% | 20.94% | 1.65% | 4.09% |
Correlation
The correlation between BSPGX and PUTW is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2019 | 0.81 |
The correlation between BSPGX and PUTW has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
BSPGX vs. PUTW — Risk / Return Rank
BSPGX
PUTW
BSPGX vs. PUTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund Class G (BSPGX) and WisdomTree Equity Premium Income Fund (PUTW). 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.
| BSPGX | PUTW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.43 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 2.65 | +0.71 |
| Martin ratioReturn relative to average drawdown | 15.67 | 12.69 | +2.98 |
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
| BSPGX | PUTW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | 2.14 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.82 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.65 | +0.19 |
Drawdowns
BSPGX vs. PUTW - Drawdown Comparison
The maximum BSPGX drawdown since its inception was -33.74%, which is greater than PUTW's maximum drawdown of -28.40%. Use the drawdown chart below to compare losses from any high point for BSPGX and PUTW.
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Drawdown Indicators
| BSPGX | PUTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.74% | -28.40% | -5.34% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -7.15% | -1.75% |
Max Drawdown (3Y)Largest decline over 3 years | -18.73% | -15.26% | -3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -16.56% | -7.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.40% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.27% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -3.44% | -1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.49% | +0.41% |
Volatility
BSPGX vs. PUTW - Volatility Comparison
iShares S&P 500 Index Fund Class G (BSPGX) has a higher volatility of 2.82% compared to WisdomTree Equity Premium Income Fund (PUTW) at 0.90%. This indicates that BSPGX's price experiences larger fluctuations and is considered to be riskier than PUTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSPGX | PUTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 0.90% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 8.97% | 7.00% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.85% | 8.86% | +2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 12.13% | +4.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.01% | 13.22% | +6.79% |
BSPGX vs. PUTW - Expense Ratio Comparison
BSPGX has a 0.01% expense ratio, which is lower than PUTW's 0.44% expense ratio.
Dividends
BSPGX vs. PUTW - Dividend Comparison
BSPGX's dividend yield for the trailing twelve months is around 1.58%, less than PUTW's 12.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BSPGX iShares S&P 500 Index Fund Class G | 1.58% | 1.74% | 1.43% | 1.52% | 2.04% | 1.83% | 2.09% | 2.25% | 0.00% | 0.00% | 0.00% |
PUTW WisdomTree Equity Premium Income Fund | 12.06% | 13.18% | 11.99% | 8.94% | 3.27% | 0.00% | 1.43% | 1.47% | 6.46% | 3.52% | 2.27% |
Frequently Asked Questions
BSPGX and PUTW have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSPGX has higher volatility (2.82%) compared to PUTW (0.90%). In terms of maximum drawdown, BSPGX dropped -33.74% vs PUTW's -28.40%.
BSPGX currently has the higher Sharpe Ratio (2.52 vs 2.14), 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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