CAPEX vs. WFSPX
Compare and contrast key facts about Eaton Vance Tax Managed Growth 1.0 Fund (CAPEX) and iShares S&P 500 Index Fund (WFSPX).
CAPEX is managed by BlackRock. It was launched on Mar 28, 1966. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
CAPEX vs. WFSPX - Performance Comparison
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CAPEX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAPEX Eaton Vance Tax Managed Growth 1.0 Fund | -8.46% | 16.83% | 25.45% | 28.62% | -19.92% | 25.05% | 23.49% | 29.70% | -4.95% | 22.72% |
WFSPX iShares S&P 500 Index Fund | -7.06% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, CAPEX achieves a -8.46% return, which is significantly lower than WFSPX's -7.06% return. Both investments have delivered pretty close results over the past 10 years, with CAPEX having a 13.40% annualized return and WFSPX not far ahead at 13.63%.
CAPEX
- 1D
- -0.15%
- 1M
- -8.01%
- YTD
- -8.46%
- 6M
- -6.22%
- 1Y
- 11.44%
- 3Y*
- 16.79%
- 5Y*
- 10.42%
- 10Y*
- 13.40%
WFSPX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.63%
- 1Y
- 14.40%
- 3Y*
- 17.13%
- 5Y*
- 11.37%
- 10Y*
- 13.63%
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CAPEX vs. WFSPX - Expense Ratio Comparison
CAPEX has a 0.45% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
CAPEX vs. WFSPX — Risk / Return Rank
CAPEX
WFSPX
CAPEX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax Managed Growth 1.0 Fund (CAPEX) and iShares S&P 500 Index Fund (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.
| CAPEX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.84 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.30 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 1.06 | -0.23 |
Martin ratioReturn relative to average drawdown | 3.57 | 5.13 | -1.56 |
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
| CAPEX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.84 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.68 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.76 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.13 | +0.41 |
Correlation
The correlation between CAPEX and WFSPX is 0.98, 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
CAPEX vs. WFSPX - Dividend Comparison
CAPEX's dividend yield for the trailing twelve months is around 3.64%, more than WFSPX's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAPEX Eaton Vance Tax Managed Growth 1.0 Fund | 3.64% | 3.19% | 2.40% | 0.83% | 0.97% | 0.63% | 0.88% | 1.15% | 1.36% | 1.20% | 1.41% | 1.39% |
WFSPX iShares S&P 500 Index Fund | 1.58% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
CAPEX vs. WFSPX - Drawdown Comparison
The maximum CAPEX drawdown since its inception was -51.71%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for CAPEX and WFSPX.
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Drawdown Indicators
| CAPEX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.71% | -58.21% | +6.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -12.11% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -25.87% | -24.51% | -1.36% |
Max Drawdown (10Y)Largest decline over 10 years | -32.94% | -33.74% | +0.80% |
Current DrawdownCurrent decline from peak | -10.52% | -8.90% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -8.42% | -12.84% | +4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.49% | +0.22% |
Volatility
CAPEX vs. WFSPX - Volatility Comparison
Eaton Vance Tax Managed Growth 1.0 Fund (CAPEX) has a higher volatility of 4.49% compared to iShares S&P 500 Index Fund (WFSPX) at 4.24%. This indicates that CAPEX's price experiences larger fluctuations and is considered to be riskier 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
| CAPEX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 4.24% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 9.08% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.24% | 18.06% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 16.84% | +0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 17.98% | +0.32% |