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LIPIX vs. WFSPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LIPIX vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock LifePath Index 2050 Fund Institutional (LIPIX) and iShares S&P 500 Index Fund (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LIPIX achieves a 12.45% return, which is significantly higher than WFSPX's 11.69% return. Over the past 10 years, LIPIX has underperformed WFSPX with an annualized return of 11.99%, while WFSPX has yielded a comparatively higher 15.54% annualized return.


LIPIX

1D
0.43%
1M
5.32%
YTD
12.45%
6M
13.25%
1Y
28.60%
3Y*
20.09%
5Y*
10.56%
10Y*
11.99%

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

LIPIX vs. WFSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LIPIX
BlackRock LifePath Index 2050 Fund Institutional
12.45%20.70%15.61%21.25%-18.33%18.68%14.23%26.72%-7.86%21.38%
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%21.27%

Correlation

The correlation between LIPIX and WFSPX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2011

0.96

The correlation between LIPIX and WFSPX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

LIPIX vs. WFSPX — Risk / Return Rank

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

LIPIX
LIPIX Risk / Return Rank: 6767
Overall Rank
LIPIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
LIPIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
LIPIX Omega Ratio Rank: 6262
Omega Ratio Rank
LIPIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
LIPIX Martin Ratio Rank: 7474
Martin Ratio Rank

WFSPX
WFSPX Risk / Return Rank: 7373
Overall Rank
WFSPX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 6767
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 6767
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 7474
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 8383
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.

LIPIX vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Index 2050 Fund Institutional (LIPIX) 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.


LIPIXWFSPXDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.44

1.46

-0.02

Calmar ratioReturn relative to maximum drawdown

3.19

3.35

-0.16

Martin ratioReturn relative to average drawdown

14.10

15.65

-1.55

LIPIX vs. WFSPX - Sharpe Ratio Comparison

The current LIPIX Sharpe Ratio is 2.42, which is comparable to the WFSPX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of LIPIX and WFSPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LIPIXWFSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

2.52

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.85

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.87

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.13

+0.50

Drawdowns

LIPIX vs. WFSPX - Drawdown Comparison

The maximum LIPIX drawdown since its inception was -34.29%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for LIPIX and WFSPX.


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Drawdown Indicators


LIPIXWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-34.29%

-58.21%

+23.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-8.90%

-0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-15.98%

-18.74%

+2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-26.39%

-24.51%

-1.88%

Max Drawdown (10Y)

Largest decline over 10 years

-34.29%

-33.74%

-0.55%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.48%

-12.77%

+8.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

1.90%

+0.15%

Volatility

LIPIX vs. WFSPX - Volatility Comparison

BlackRock LifePath Index 2050 Fund Institutional (LIPIX) has a higher volatility of 3.76% compared to iShares S&P 500 Index Fund (WFSPX) at 2.82%. This indicates that LIPIX's price experiences larger fluctuations and is considered to be riskier 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


LIPIXWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

2.82%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

8.97%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

12.00%

11.85%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.50%

16.88%

-1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.51%

18.02%

-1.51%

LIPIX vs. WFSPX - Expense Ratio Comparison

LIPIX has a 0.14% expense ratio, which is higher than WFSPX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

LIPIX vs. WFSPX - Dividend Comparison

LIPIX's dividend yield for the trailing twelve months is around 2.47%, more than WFSPX's 1.56% yield.


PositionTTM20252024202320222021202020192018201720162015
LIPIX
BlackRock LifePath Index 2050 Fund Institutional
2.47%2.77%2.45%2.10%2.03%2.15%1.08%3.29%2.37%2.31%1.57%3.12%
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


With a correlation of 0.95, LIPIX and WFSPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

LIPIX has higher volatility (3.76%) compared to WFSPX (2.82%). In terms of maximum drawdown, LIPIX dropped -34.29% vs WFSPX's -58.21%.

WFSPX currently has the higher Sharpe Ratio (2.52 vs 2.42), 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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