PortfoliosLab logoPortfoliosLab logo
HYT vs. WFSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYT vs. WFSPX - Performance Comparison

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

Loading graphics...

HYT vs. WFSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYT
BlackRock Corporate High Yield Fund
-1.34%0.06%14.43%19.92%-22.58%16.62%11.55%31.19%-7.81%8.99%
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%21.27%

Returns By Period

In the year-to-date period, HYT achieves a -1.34% return, which is significantly higher than WFSPX's -4.63% return. Over the past 10 years, HYT has underperformed WFSPX with an annualized return of 7.70%, while WFSPX has yielded a comparatively higher 13.92% annualized return.


HYT

1D
0.35%
1M
-1.62%
YTD
-1.34%
6M
-5.41%
1Y
-1.51%
3Y*
9.77%
5Y*
3.28%
10Y*
7.70%

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HYT vs. WFSPX - Expense Ratio Comparison

HYT has a 2.83% expense ratio, which is higher than WFSPX's 0.03% expense ratio.


Return for Risk

HYT vs. WFSPX — Risk / Return Rank

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

HYT
HYT Risk / Return Rank: 44
Overall Rank
HYT Sharpe Ratio Rank: 44
Sharpe Ratio Rank
HYT Sortino Ratio Rank: 44
Sortino Ratio Rank
HYT Omega Ratio Rank: 44
Omega Ratio Rank
HYT Calmar Ratio Rank: 55
Calmar Ratio Rank
HYT Martin Ratio Rank: 44
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.

HYT vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Corporate High Yield Fund (HYT) 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.


HYTWFSPXDifference

Sharpe ratio

Return per unit of total volatility

-0.09

0.96

-1.05

Sortino ratio

Return per unit of downside risk

-0.01

1.47

-1.48

Omega ratio

Gain probability vs. loss probability

1.00

1.22

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.11

1.49

-1.60

Martin ratio

Return relative to average drawdown

-0.33

7.15

-7.48

HYT vs. WFSPX - Sharpe Ratio Comparison

The current HYT Sharpe Ratio is -0.09, which is lower than the WFSPX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of HYT 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.


Loading graphics...

Sharpe Ratios by Period


HYTWFSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

0.96

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.70

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.78

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.13

+0.29

Correlation

The correlation between HYT and WFSPX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HYT vs. WFSPX - Dividend Comparison

HYT's dividend yield for the trailing twelve months is around 10.93%, more than WFSPX's 1.54% yield.


TTM20252024202320222021202020192018201720162015
HYT
BlackRock Corporate High Yield Fund
10.93%10.50%9.53%9.91%9.80%7.58%8.18%7.92%9.20%7.68%8.23%10.18%
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

HYT vs. WFSPX - Drawdown Comparison

The maximum HYT drawdown since its inception was -56.95%, roughly equal to the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for HYT and WFSPX.


Loading graphics...

Drawdown Indicators


HYTWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-56.95%

-58.21%

+1.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-12.11%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-29.05%

-24.51%

-4.54%

Max Drawdown (10Y)

Largest decline over 10 years

-42.59%

-33.74%

-8.85%

Current Drawdown

Current decline from peak

-7.28%

-6.51%

-0.77%

Average Drawdown

Average peak-to-trough decline

-5.91%

-12.84%

+6.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

2.53%

+1.46%

Volatility

HYT vs. WFSPX - Volatility Comparison

The current volatility for BlackRock Corporate High Yield Fund (HYT) is 4.61%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 5.17%. This indicates that HYT 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.


Loading graphics...

Volatility by Period


HYTWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

5.17%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

9.44%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

18.21%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

16.88%

-2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

18.00%

-1.08%