CZMVX vs. WFSPX
Compare and contrast key facts about Multi-Manager Value Strategies Fund (CZMVX) and iShares S&P 500 Index Fund (WFSPX).
CZMVX 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
CZMVX vs. WFSPX - Performance Comparison
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CZMVX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CZMVX Multi-Manager Value Strategies Fund | 2.83% | 12.82% | 12.90% | 11.85% | -7.94% | 25.55% | 5.88% | 28.61% | -9.10% | 17.86% |
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% | 18.95% |
Returns By Period
In the year-to-date period, CZMVX achieves a 2.83% return, which is significantly higher than WFSPX's -4.63% return.
CZMVX
- 1D
- 1.83%
- 1M
- -4.34%
- YTD
- 2.83%
- 6M
- 5.95%
- 1Y
- 13.95%
- 3Y*
- 13.56%
- 5Y*
- 8.58%
- 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%
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CZMVX vs. WFSPX - Expense Ratio Comparison
CZMVX has a 0.69% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
CZMVX vs. WFSPX — Risk / Return Rank
CZMVX
WFSPX
CZMVX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Multi-Manager Value Strategies Fund (CZMVX) 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.
| CZMVX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.96 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.47 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.49 | -0.20 |
Martin ratioReturn relative to average drawdown | 5.82 | 7.15 | -1.33 |
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
| CZMVX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.96 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.70 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.13 | +0.46 |
Correlation
The correlation between CZMVX and WFSPX is 0.87, 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
CZMVX vs. WFSPX - Dividend Comparison
CZMVX's dividend yield for the trailing twelve months is around 15.01%, more than WFSPX's 1.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CZMVX Multi-Manager Value Strategies Fund | 15.01% | 15.46% | 9.03% | 6.53% | 11.79% | 8.01% | 2.45% | 3.62% | 8.47% | 4.76% | 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
CZMVX vs. WFSPX - Drawdown Comparison
The maximum CZMVX drawdown since its inception was -37.43%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for CZMVX and WFSPX.
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Drawdown Indicators
| CZMVX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -58.21% | +20.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.62% | -12.11% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.85% | -24.51% | +4.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.74% | — |
Current DrawdownCurrent decline from peak | -4.52% | -6.51% | +1.99% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -12.84% | +8.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.53% | +0.05% |
Volatility
CZMVX vs. WFSPX - Volatility Comparison
The current volatility for Multi-Manager Value Strategies Fund (CZMVX) is 3.74%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 5.17%. This indicates that CZMVX 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
| CZMVX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 5.17% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 7.93% | 9.44% | -1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.50% | 18.21% | -2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.87% | 16.88% | -2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.80% | 18.00% | -0.20% |