CII vs. WFSPX
Compare and contrast key facts about BlackRock Enhanced Large Cap Core Fund (CII) and iShares S&P 500 Index Fund (WFSPX).
CII is an actively managed fund by BlackRock. It was launched on Apr 27, 2004. 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
CII vs. WFSPX - Performance Comparison
Loading graphics...
CII vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund | -6.35% | 37.78% | 12.70% | 18.47% | -13.21% | 34.26% | 8.11% | 30.46% | -8.60% | 27.73% |
WFSPX iShares S&P 500 Index Fund | -4.63% | 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, CII achieves a -6.35% return, which is significantly lower than WFSPX's -4.63% return. Both investments have delivered pretty close results over the past 10 years, with CII having a 13.37% annualized return and WFSPX not far ahead at 13.92%.
CII
- 1D
- 2.19%
- 1M
- -4.29%
- YTD
- -6.35%
- 6M
- 5.12%
- 1Y
- 37.23%
- 3Y*
- 17.39%
- 5Y*
- 12.10%
- 10Y*
- 13.37%
WFSPX
- 1D
- 2.62%
- 1M
- -5.31%
- YTD
- -4.63%
- 6M
- -2.47%
- 1Y
- 16.96%
- 3Y*
- 18.15%
- 5Y*
- 11.69%
- 10Y*
- 13.92%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CII vs. WFSPX - Expense Ratio Comparison
CII has a 0.91% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
CII vs. WFSPX — Risk / Return Rank
CII
WFSPX
CII vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Large Cap Core Fund (CII) 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.
| CII | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 0.96 | +0.90 |
Sortino ratioReturn per unit of downside risk | 2.56 | 1.47 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.22 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 3.18 | 1.49 | +1.69 |
Martin ratioReturn relative to average drawdown | 11.66 | 7.15 | +4.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CII | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 0.96 | +0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.70 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.78 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.13 | +0.37 |
Correlation
The correlation between CII and WFSPX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CII vs. WFSPX - Dividend Comparison
CII's dividend yield for the trailing twelve months is around 18.11%, more than WFSPX's 1.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund | 18.11% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
WFSPX iShares S&P 500 Index Fund | 1.54% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
CII vs. WFSPX - Drawdown Comparison
The maximum CII drawdown since its inception was -56.43%, roughly equal to the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for CII and WFSPX.
Loading graphics...
Drawdown Indicators
| CII | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.43% | -58.21% | +1.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -12.11% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -22.32% | -24.51% | +2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -40.56% | -33.74% | -6.82% |
Current DrawdownCurrent decline from peak | -7.53% | -6.51% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -12.84% | +6.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.53% | +0.68% |
Volatility
CII vs. WFSPX - Volatility Comparison
BlackRock Enhanced Large Cap Core Fund (CII) has a higher volatility of 7.67% compared to iShares S&P 500 Index Fund (WFSPX) at 5.17%. This indicates that CII'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.
Loading graphics...
Volatility by Period
| CII | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.67% | 5.17% | +2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 12.84% | 9.44% | +3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.10% | 18.21% | +1.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 16.88% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 18.00% | +0.46% |