BSPIX vs. MIEYX
Compare and contrast key facts about iShares S&P 500 Index Fund Institutional Class (BSPIX) and MM S&P 500 Index Fund (MIEYX).
BSPIX is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Apr 28, 1993. MIEYX is a passively managed fund by MassMutual that tracks the performance of the S&P 500 Index. It was launched on Feb 27, 1998. Both BSPIX and MIEYX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BSPIX vs. MIEYX - Performance Comparison
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BSPIX vs. MIEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSPIX iShares S&P 500 Index Fund Institutional Class | -7.08% | 17.75% | 24.85% | 26.17% | -18.20% | 28.55% | 18.35% | 31.35% | -4.87% | 21.20% |
MIEYX MM S&P 500 Index Fund | -7.16% | 17.27% | 24.36% | 25.76% | -18.63% | 28.02% | 17.87% | 30.98% | -5.26% | 18.90% |
Returns By Period
The year-to-date returns for both stocks are quite close, with BSPIX having a -7.08% return and MIEYX slightly lower at -7.16%. Over the past 10 years, BSPIX has outperformed MIEYX with an annualized return of 13.55%, while MIEYX has yielded a comparatively lower 12.71% annualized return.
BSPIX
- 1D
- -0.39%
- 1M
- -7.69%
- YTD
- -7.08%
- 6M
- -4.66%
- 1Y
- 14.32%
- 3Y*
- 17.05%
- 5Y*
- 11.30%
- 10Y*
- 13.55%
MIEYX
- 1D
- -0.38%
- 1M
- -7.69%
- YTD
- -7.16%
- 6M
- -4.84%
- 1Y
- 13.91%
- 3Y*
- 16.63%
- 5Y*
- 10.82%
- 10Y*
- 12.71%
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BSPIX vs. MIEYX - Expense Ratio Comparison
BSPIX has a 0.10% expense ratio, which is lower than MIEYX's 0.46% expense ratio.
Return for Risk
BSPIX vs. MIEYX — Risk / Return Rank
BSPIX
MIEYX
BSPIX vs. MIEYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund Institutional Class (BSPIX) and MM S&P 500 Index Fund (MIEYX). 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.
| BSPIX | MIEYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.80 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.25 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.00 | +0.04 |
Martin ratioReturn relative to average drawdown | 5.09 | 4.87 | +0.23 |
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
| BSPIX | MIEYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.80 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.43 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.57 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.37 | +0.36 |
Correlation
The correlation between BSPIX and MIEYX 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
BSPIX vs. MIEYX - Dividend Comparison
BSPIX's dividend yield for the trailing twelve months is around 1.53%, less than MIEYX's 18.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSPIX iShares S&P 500 Index Fund Institutional Class | 1.53% | 1.66% | 1.35% | 1.44% | 1.94% | 1.76% | 1.60% | 1.92% | 1.94% | 1.57% | 2.30% | 2.42% |
MIEYX MM S&P 500 Index Fund | 18.99% | 17.63% | 32.89% | 7.13% | 33.24% | 13.29% | 16.29% | 6.38% | 19.14% | 21.81% | 4.19% | 2.29% |
Drawdowns
BSPIX vs. MIEYX - Drawdown Comparison
The maximum BSPIX drawdown since its inception was -33.75%, smaller than the maximum MIEYX drawdown of -55.63%. Use the drawdown chart below to compare losses from any high point for BSPIX and MIEYX.
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Drawdown Indicators
| BSPIX | MIEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.75% | -55.63% | +21.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -12.18% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -24.55% | -36.63% | +12.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.75% | -36.63% | +2.88% |
Current DrawdownCurrent decline from peak | -8.91% | -18.72% | +9.81% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -12.60% | +8.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.51% | -0.02% |
Volatility
BSPIX vs. MIEYX - Volatility Comparison
iShares S&P 500 Index Fund Institutional Class (BSPIX) and MM S&P 500 Index Fund (MIEYX) have volatilities of 4.24% and 4.26%, 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
| BSPIX | MIEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.26% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 9.09% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.06% | 18.14% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 25.48% | -8.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 22.54% | -4.55% |