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BSPIX vs. VWNEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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BSPIX vs. VWNEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VWNEX
Vanguard Windsor Fund Admiral Shares
-3.74%13.40%9.64%15.11%-3.05%27.92%7.45%30.53%-12.39%18.19%

Returns By Period

In the year-to-date period, BSPIX achieves a -7.08% return, which is significantly lower than VWNEX's -3.74% return. Over the past 10 years, BSPIX has outperformed VWNEX with an annualized return of 13.55%, while VWNEX has yielded a comparatively lower 10.99% 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%

VWNEX

1D
-0.01%
1M
-6.87%
YTD
-3.74%
6M
1.42%
1Y
9.29%
3Y*
10.21%
5Y*
8.68%
10Y*
10.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSPIX vs. VWNEX - Expense Ratio Comparison

BSPIX has a 0.10% expense ratio, which is lower than VWNEX's 0.20% 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%.


Return for Risk

BSPIX vs. VWNEX — Risk / Return Rank

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

BSPIX
BSPIX Risk / Return Rank: 4343
Overall Rank
BSPIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BSPIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
BSPIX Omega Ratio Rank: 4646
Omega Ratio Rank
BSPIX Calmar Ratio Rank: 4040
Calmar Ratio Rank
BSPIX Martin Ratio Rank: 5151
Martin Ratio Rank

VWNEX
VWNEX Risk / Return Rank: 2424
Overall Rank
VWNEX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VWNEX Sortino Ratio Rank: 2525
Sortino Ratio Rank
VWNEX Omega Ratio Rank: 2424
Omega Ratio Rank
VWNEX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VWNEX Martin Ratio Rank: 2626
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.

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.


BSPIXVWNEXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.58

+0.25

Sortino ratio

Return per unit of downside risk

1.29

0.93

+0.36

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

1.05

0.67

+0.38

Martin ratio

Return relative to average drawdown

5.09

2.79

+2.31

BSPIX vs. VWNEX - Sharpe Ratio Comparison

The current BSPIX Sharpe Ratio is 0.83, which is higher than the VWNEX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of BSPIX and VWNEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSPIXVWNEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.58

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.50

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.56

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.40

+0.32

Correlation

The correlation between BSPIX and VWNEX is 0.86, 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. VWNEX - Dividend Comparison

BSPIX's dividend yield for the trailing twelve months is around 1.53%, less than VWNEX's 8.21% yield.


TTM20252024202320222021202020192018201720162015
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%
VWNEX
Vanguard Windsor Fund Admiral Shares
8.21%7.90%12.60%8.34%15.50%11.57%8.47%10.36%13.30%3.56%4.99%8.62%

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

-12.11%

-12.62%

+0.51%

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

-8.91%

-7.89%

-1.02%

Average Drawdown

Average peak-to-trough decline

-3.98%

-9.92%

+5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

3.02%

-0.53%

Volatility

BSPIX vs. VWNEX - Volatility Comparison

iShares S&P 500 Index Fund Institutional Class (BSPIX) has a higher volatility of 4.24% compared to Vanguard Windsor Fund Admiral Shares (VWNEX) at 3.64%. 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

4.24%

3.64%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

9.25%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

17.35%

+0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

17.34%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

19.66%

-1.67%