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CREDX vs. WFSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CREDX vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Credit Strategies Fund (CREDX) and iShares S&P 500 Index Fund (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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CREDX vs. WFSPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CREDX
BlackRock Credit Strategies Fund
-0.76%5.55%8.41%12.18%-12.08%1.03%
WFSPX
iShares S&P 500 Index Fund
-4.63%17.83%24.94%26.25%-18.14%30.56%

Returns By Period

In the year-to-date period, CREDX achieves a -0.76% return, which is significantly higher than WFSPX's -4.63% return.


CREDX

1D
-0.25%
1M
-0.74%
YTD
-0.76%
6M
-0.85%
1Y
3.98%
3Y*
7.17%
5Y*
2.17%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CREDX vs. WFSPX - Expense Ratio Comparison

CREDX has a 2.19% expense ratio, which is higher than WFSPX's 0.03% expense ratio.


Return for Risk

CREDX vs. WFSPX — Risk / Return Rank

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

CREDX
CREDX Risk / Return Rank: 6868
Overall Rank
CREDX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
CREDX Sortino Ratio Rank: 7373
Sortino Ratio Rank
CREDX Omega Ratio Rank: 7070
Omega Ratio Rank
CREDX Calmar Ratio Rank: 7777
Calmar Ratio Rank
CREDX Martin Ratio Rank: 6464
Martin Ratio Rank

WFSPX
WFSPX Risk / Return Rank: 5858
Overall Rank
WFSPX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 5151
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 5454
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 6262
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 7474
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.

CREDX vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Credit Strategies Fund (CREDX) 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.


CREDXWFSPXDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.96

+0.17

Sortino ratio

Return per unit of downside risk

1.97

1.47

+0.50

Omega ratio

Gain probability vs. loss probability

1.29

1.22

+0.06

Calmar ratio

Return relative to maximum drawdown

2.04

1.49

+0.55

Martin ratio

Return relative to average drawdown

6.98

7.15

-0.17

CREDX vs. WFSPX - Sharpe Ratio Comparison

The current CREDX Sharpe Ratio is 1.13, which is comparable to the WFSPX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of CREDX and WFSPX, 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


CREDXWFSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.96

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.70

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.13

+0.59

Correlation

The correlation between CREDX and WFSPX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CREDX vs. WFSPX - Dividend Comparison

CREDX's dividend yield for the trailing twelve months is around 8.45%, more than WFSPX's 1.54% yield.


TTM20252024202320222021202020192018201720162015
CREDX
BlackRock Credit Strategies Fund
8.45%9.16%9.78%9.98%3.41%5.69%0.00%0.00%0.00%0.00%0.00%0.00%
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

CREDX vs. WFSPX - Drawdown Comparison

The maximum CREDX drawdown since its inception was -15.13%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for CREDX and WFSPX.


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Drawdown Indicators


CREDXWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-15.13%

-58.21%

+43.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-12.11%

+10.07%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

-24.51%

+9.38%

Max Drawdown (10Y)

Largest decline over 10 years

-33.74%

Current Drawdown

Current decline from peak

-1.45%

-6.51%

+5.06%

Average Drawdown

Average peak-to-trough decline

-3.90%

-12.84%

+8.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

2.53%

-1.90%

Volatility

CREDX vs. WFSPX - Volatility Comparison

The current volatility for BlackRock Credit Strategies Fund (CREDX) is 0.60%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 5.17%. This indicates that CREDX experiences smaller price fluctuations and is considered to be less risky 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


CREDXWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

5.17%

-4.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

9.44%

-6.95%

Volatility (1Y)

Calculated over the trailing 1-year period

3.46%

18.21%

-14.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.38%

16.88%

-13.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.34%

18.00%

-14.66%