CTRZX vs. WFSPX
Compare and contrast key facts about Multi-Manager Total Return Bond Strategies Fund (CTRZX) and iShares S&P 500 Index Fund (WFSPX).
CTRZX is managed by BlackRock. It was launched on Jan 3, 2017. 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
CTRZX vs. WFSPX - Performance Comparison
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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 | -0.65% | 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 | -7.06% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 18.95% |
Returns By Period
In the year-to-date period, CTRZX achieves a -0.65% return, which is significantly higher than WFSPX's -7.06% return.
CTRZX
- 1D
- 0.47%
- 1M
- -2.48%
- YTD
- -0.65%
- 6M
- 0.39%
- 1Y
- 3.89%
- 3Y*
- 3.71%
- 5Y*
- 0.21%
- 10Y*
- —
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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CTRZX vs. WFSPX - Expense Ratio Comparison
CTRZX has a 0.49% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
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 | 0.96 | 0.84 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.30 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.06 | +0.65 |
Martin ratioReturn relative to average drawdown | 4.93 | 5.13 | -0.20 |
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 | 0.96 | 0.84 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.68 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.13 | +0.24 |
Correlation
The correlation between CTRZX and WFSPX is 0.01, 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
CTRZX vs. WFSPX - Dividend Comparison
CTRZX's dividend yield for the trailing twelve months is around 4.08%, more than WFSPX's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTRZX Multi-Manager Total Return Bond Strategies Fund | 4.08% | 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 | 1.58% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
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 | -2.93% | -12.11% | +9.18% |
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 | -2.59% | -8.90% | +6.31% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -12.84% | +7.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 2.49% | -1.47% |
Volatility
CTRZX vs. WFSPX - Volatility Comparison
The current volatility for Multi-Manager Total Return Bond Strategies Fund (CTRZX) is 1.68%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 4.24%. 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 | 1.68% | 4.24% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 2.68% | 9.08% | -6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.60% | 18.06% | -13.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.97% | 16.84% | -10.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.12% | 17.98% | -12.86% |