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BSPIX vs. VWNEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSPIX vs. VWNEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Index Fund Institutional Class (BSPIX) and Vanguard Windsor Fund Admiral Shares (VWNEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSPIX achieves a 9.29% return, which is significantly lower than VWNEX's 12.28% return. Over the past 10 years, BSPIX has outperformed VWNEX with an annualized return of 14.80%, while VWNEX has yielded a comparatively lower 12.22% annualized return.


BSPIX

1D
1.66%
1M
-0.56%
6M
7.74%
YTD
9.29%
1Y
20.49%
3Y*
18.91%
5Y*
12.58%
10Y*
14.80%
ALL TIME*
13.58%

VWNEX

1D
0.71%
1M
2.24%
6M
9.23%
YTD
12.28%
1Y
25.42%
3Y*
12.84%
5Y*
10.79%
10Y*
12.22%
ALL TIME*
8.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

BSPIX vs. VWNEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSPIX
iShares S&P 500 Index Fund Institutional Class
9.29%17.75%24.85%26.17%-18.20%28.55%18.35%31.35%-4.87%21.20%
VWNEX
Vanguard Windsor Fund Admiral Shares
12.28%13.40%9.64%15.11%-3.05%27.92%7.45%30.53%-12.39%18.19%

Correlation

The correlation between BSPIX and VWNEX is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.70

Correlation (3Y)
Balances recent behavior with more history.

0.72

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.81

Correlation (10Y)
Provides a long-term view across more market conditions.

0.83

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2014

0.85

The correlation between BSPIX and VWNEX shifts across timeframes, from 0.70 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BSPIX vs. VWNEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BSPIX
BSPIX Risk / Return Rank: 6060
Overall Rank
BSPIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BSPIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
BSPIX Omega Ratio Rank: 5454
Omega Ratio Rank
BSPIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
BSPIX Martin Ratio Rank: 7272
Martin Ratio Rank

VWNEX
VWNEX Risk / Return Rank: 8080
Overall Rank
VWNEX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VWNEX Sortino Ratio Rank: 7777
Sortino Ratio Rank
VWNEX Omega Ratio Rank: 7575
Omega Ratio Rank
VWNEX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VWNEX Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BSPIX vs. VWNEX - 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 Vanguard Windsor Fund Admiral Shares (VWNEX). 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.


BSPIXVWNEXDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.26

1.32

-0.07

Calmar ratioReturn relative to maximum drawdown

2.04

2.81

-0.76

Martin ratioReturn relative to average drawdown

8.77

10.36

-1.59

BSPIX vs. VWNEX - Sharpe Ratio Comparison

The current BSPIX Sharpe Ratio is 1.42, which is comparable to the VWNEX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of BSPIX and VWNEX, 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

BSPIX vs. VWNEX - Drawdown Comparison

The maximum BSPIX drawdown since its inception was -33.75%, smaller than the maximum VWNEX drawdown of -61.41%. Use the drawdown chart below to compare losses from any high point for BSPIX and VWNEX.


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Drawdown Indicators


BSPIXVWNEXDifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

-61.41%

+27.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-7.89%

-1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-18.74%

-21.72%

+2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-24.55%

-21.72%

-2.83%

Max Drawdown (10Y)

Largest decline over 10 years

-33.75%

-40.12%

+6.37%

Current Drawdown

Current decline from peak

-2.12%

-0.23%

-1.89%

Average Drawdown

Average peak-to-trough decline

-3.91%

-9.79%

+5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

2.15%

-0.07%

Volatility

BSPIX vs. VWNEX - Volatility Comparison

iShares S&P 500 Index Fund Institutional Class (BSPIX) has a higher volatility of 3.44% compared to Vanguard Windsor Fund Admiral Shares (VWNEX) at 3.25%. This indicates that BSPIX's price experiences larger fluctuations and is considered to be riskier than VWNEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSPIXVWNEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

3.25%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.09%

8.79%

+1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

12.38%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.00%

17.25%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

19.50%

-1.47%

BSPIX vs. VWNEX - Expense Ratio Comparison

BSPIX has a 0.10% expense ratio, which is lower than VWNEX's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BSPIX vs. VWNEX - Dividend Comparison

BSPIX's dividend yield for the trailing twelve months is around 1.60%, less than VWNEX's 6.94% yield.


PositionTTM20252024202320222021202020192018201720162015
BSPIX
iShares S&P 500 Index Fund Institutional Class
1.60%1.66%1.35%1.44%1.94%1.76%1.60%1.92%1.94%1.57%2.30%2.42%
VWNEX
Vanguard Windsor Fund Admiral Shares
6.94%7.90%12.60%8.34%15.50%11.57%8.47%10.36%13.30%3.56%4.99%8.62%

Frequently Asked Questions


BSPIX and VWNEX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSPIX has higher volatility (3.44%) compared to VWNEX (3.25%). In terms of maximum drawdown, BSPIX dropped -33.75% vs VWNEX's -61.41%.

VWNEX currently has the higher Sharpe Ratio (1.79 vs 1.42), 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.

Portfolio Optimizer

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