CMGIX vs. WFSPX
Compare and contrast key facts about BlackRock Mid-Cap Growth Equity Portfolio (CMGIX) and iShares S&P 500 Index Fund (WFSPX).
CMGIX is managed by BlackRock. It was launched on Dec 27, 1996. 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
CMGIX vs. WFSPX - Performance Comparison
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CMGIX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMGIX BlackRock Mid-Cap Growth Equity Portfolio | -8.46% | 0.49% | 12.44% | 28.24% | -37.36% | 14.51% | 46.13% | 36.19% | 2.88% | 34.59% |
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, CMGIX achieves a -8.46% return, which is significantly lower than WFSPX's -7.06% return. Over the past 10 years, CMGIX has underperformed WFSPX with an annualized return of 10.94%, while WFSPX has yielded a comparatively higher 13.63% annualized return.
CMGIX
- 1D
- -2.34%
- 1M
- -11.71%
- YTD
- -8.46%
- 6M
- -13.16%
- 1Y
- 6.17%
- 3Y*
- 6.01%
- 5Y*
- -0.87%
- 10Y*
- 10.94%
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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CMGIX vs. WFSPX - Expense Ratio Comparison
CMGIX has a 0.80% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
CMGIX vs. WFSPX — Risk / Return Rank
CMGIX
WFSPX
CMGIX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Mid-Cap Growth Equity Portfolio (CMGIX) 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.
| CMGIX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.22 | 0.84 | -0.62 |
Sortino ratioReturn per unit of downside risk | 0.50 | 1.30 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.20 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.10 | 1.06 | -0.95 |
Martin ratioReturn relative to average drawdown | 0.32 | 5.13 | -4.81 |
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
| CMGIX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 0.84 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.68 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.76 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.13 | +0.25 |
Correlation
The correlation between CMGIX and WFSPX is 0.85, 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
CMGIX vs. WFSPX - Dividend Comparison
CMGIX's dividend yield for the trailing twelve months is around 23.16%, more than WFSPX's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMGIX BlackRock Mid-Cap Growth Equity Portfolio | 23.16% | 21.20% | 0.00% | 0.00% | 0.00% | 4.94% | 0.00% | 0.39% | 4.72% | 3.31% | 0.00% | 2.57% |
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
CMGIX vs. WFSPX - Drawdown Comparison
The maximum CMGIX drawdown since its inception was -73.85%, which is greater than WFSPX's maximum drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for CMGIX and WFSPX.
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Drawdown Indicators
| CMGIX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.85% | -58.21% | -15.64% |
Max Drawdown (1Y)Largest decline over 1 year | -14.90% | -12.11% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -45.96% | -24.51% | -21.45% |
Max Drawdown (10Y)Largest decline over 10 years | -45.96% | -33.74% | -12.22% |
Current DrawdownCurrent decline from peak | -22.37% | -8.90% | -13.47% |
Average DrawdownAverage peak-to-trough decline | -28.76% | -12.84% | -15.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.72% | 2.49% | +2.23% |
Volatility
CMGIX vs. WFSPX - Volatility Comparison
BlackRock Mid-Cap Growth Equity Portfolio (CMGIX) has a higher volatility of 8.49% compared to iShares S&P 500 Index Fund (WFSPX) at 4.24%. This indicates that CMGIX'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
| CMGIX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.49% | 4.24% | +4.25% |
Volatility (6M)Calculated over the trailing 6-month period | 16.53% | 9.08% | +7.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.80% | 18.06% | +7.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.95% | 16.84% | +8.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 17.98% | +5.31% |