CTRZX vs. WFSPX
CTRZX (Multi-Manager Total Return Bond Strategies Fund) and WFSPX (iShares S&P 500 Index Fund) are both mutual funds - CTRZX is a Intermediate Core-Plus Bond fund managed by BlackRock, while WFSPX is a S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, CTRZX returned 0.19%/yr vs 14.24%/yr for WFSPX. At a 0.03 correlation, their price movements are largely independent. CTRZX charges 0.49%/yr vs 0.03%/yr for WFSPX.
Performance
CTRZX vs. WFSPX - Performance Comparison
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Returns By Period
In the year-to-date period, CTRZX achieves a 0.41% return, which is significantly lower than WFSPX's 11.69% return.
CTRZX
- 1D
- 0.00%
- 1M
- 0.47%
- YTD
- 0.41%
- 6M
- 0.36%
- 1Y
- 5.69%
- 3Y*
- 4.43%
- 5Y*
- 0.19%
- 10Y*
- —
WFSPX
- 1D
- 0.13%
- 1M
- 5.80%
- YTD
- 11.69%
- 6M
- 11.72%
- 1Y
- 28.93%
- 3Y*
- 22.71%
- 5Y*
- 14.24%
- 10Y*
- 15.54%
CTRZX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CTRZX Multi-Manager Total Return Bond Strategies Fund | 0.41% | 7.48% | 2.03% | 5.78% | -14.46% | -0.95% | 8.47% | 9.07% | -0.96% | 3.79% |
WFSPX iShares S&P 500 Index Fund | 11.69% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 18.95% |
Correlation
The correlation between CTRZX and WFSPX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.03 |
Over the past year, CTRZX and WFSPX have become more correlated (0.24) than their long-term average of 0.03, meaning their price movements have been converging.
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Return for Risk
CTRZX vs. WFSPX — Risk / Return Rank
CTRZX
WFSPX
CTRZX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Multi-Manager Total Return Bond Strategies Fund (CTRZX) 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.
| CTRZX | WFSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.46 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 3.35 | -1.47 |
| Martin ratioReturn relative to average drawdown | 5.64 | 15.65 | -10.01 |
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
| CTRZX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 2.52 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.85 | -0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.13 | +0.25 |
Drawdowns
CTRZX vs. WFSPX - Drawdown Comparison
The maximum CTRZX drawdown since its inception was -19.33%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for CTRZX and WFSPX.
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Drawdown Indicators
| CTRZX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.33% | -58.21% | +38.88% |
Max Drawdown (1Y)Largest decline over 1 year | -3.03% | -8.90% | +5.87% |
Max Drawdown (3Y)Largest decline over 3 years | -6.14% | -18.74% | +12.60% |
Max Drawdown (5Y)Largest decline over 5 years | -19.33% | -24.51% | +5.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.74% | — |
Current DrawdownCurrent decline from peak | -1.54% | 0.00% | -1.54% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -12.77% | +7.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 1.90% | -0.89% |
Volatility
CTRZX vs. WFSPX - Volatility Comparison
The current volatility for Multi-Manager Total Return Bond Strategies Fund (CTRZX) is 1.44%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 2.82%. This indicates that CTRZX 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
| CTRZX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.44% | 2.82% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 2.97% | 8.97% | -6.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.11% | 11.85% | -7.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.00% | 16.88% | -10.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.11% | 18.02% | -12.91% |
CTRZX vs. WFSPX - Expense Ratio Comparison
CTRZX has a 0.49% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Dividends
CTRZX vs. WFSPX - Dividend Comparison
CTRZX's dividend yield for the trailing twelve months is around 4.40%, more than WFSPX's 1.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTRZX Multi-Manager Total Return Bond Strategies Fund | 4.40% | 4.39% | 4.61% | 3.47% | 2.70% | 2.13% | 4.69% | 3.32% | 2.89% | 2.22% | 0.00% | 0.00% |
WFSPX iShares S&P 500 Index Fund | 1.56% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Frequently Asked Questions
CTRZX and WFSPX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WFSPX has higher volatility (2.82%) compared to CTRZX (1.44%). In terms of maximum drawdown, CTRZX dropped -19.33% vs WFSPX's -58.21%.
WFSPX currently has the higher Sharpe Ratio (2.52 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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