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

Performance

LIRIX vs. WFSPX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, LIRIX achieves a 5.84% return, which is significantly lower than WFSPX's 11.69% return. Over the past 10 years, LIRIX has underperformed WFSPX with an annualized return of 5.96%, while WFSPX has yielded a comparatively higher 15.54% annualized return.


LIRIX

1D
0.19%
1M
2.20%
YTD
5.84%
6M
6.03%
1Y
14.64%
3Y*
10.12%
5Y*
4.21%
10Y*
5.96%

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)

LIRIX vs. WFSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LIRIX
BlackRock LifePath Index Retirement Fund
5.84%12.41%6.04%11.50%-15.31%6.69%11.40%15.84%-3.54%10.68%
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 LIRIX and WFSPX is 0.85, 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

0.85

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

0.80

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

0.82

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

0.84

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

0.85

The correlation between LIRIX and WFSPX has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

LIRIX vs. WFSPX — Risk / Return Rank

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

LIRIX
LIRIX Risk / Return Rank: 8181
Overall Rank
LIRIX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
LIRIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
LIRIX Omega Ratio Rank: 8080
Omega Ratio Rank
LIRIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
LIRIX Martin Ratio Rank: 8383
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.

LIRIX vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Index Retirement Fund (LIRIX) 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.


LIRIXWFSPXDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.52

1.46

+0.07

Calmar ratioReturn relative to maximum drawdown

3.50

3.35

+0.15

Martin ratioReturn relative to average drawdown

15.60

15.65

-0.05

LIRIX vs. WFSPX - Sharpe Ratio Comparison

The current LIRIX Sharpe Ratio is 2.65, which is comparable to the WFSPX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of LIRIX 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.


Loading charts...

Sharpe Ratios by Period


LIRIXWFSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

2.52

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.85

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.87

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.13

+0.66

Drawdowns

LIRIX vs. WFSPX - Drawdown Comparison

The maximum LIRIX drawdown since its inception was -20.49%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for LIRIX and WFSPX.


Loading charts...

Drawdown Indicators


LIRIXWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-20.49%

-58.21%

+37.72%

Max Drawdown (1Y)

Largest decline over 1 year

-4.23%

-8.90%

+4.67%

Max Drawdown (3Y)

Largest decline over 3 years

-7.56%

-18.74%

+11.18%

Max Drawdown (5Y)

Largest decline over 5 years

-20.49%

-24.51%

+4.02%

Max Drawdown (10Y)

Largest decline over 10 years

-20.49%

-33.74%

+13.25%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.86%

-12.77%

+9.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

1.90%

-0.95%

Volatility

LIRIX vs. WFSPX - Volatility Comparison

The current volatility for BlackRock LifePath Index Retirement Fund (LIRIX) is 2.02%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 2.82%. This indicates that LIRIX 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 charts...

Volatility by Period


LIRIXWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.02%

2.82%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

4.57%

8.97%

-4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

5.57%

11.85%

-6.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.83%

16.88%

-9.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.50%

18.02%

-10.52%

LIRIX vs. WFSPX - Expense Ratio Comparison

LIRIX has a 0.11% 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

LIRIX vs. WFSPX - Dividend Comparison

LIRIX's dividend yield for the trailing twelve months is around 3.62%, more than WFSPX's 1.56% yield.


PositionTTM20252024202320222021202020192018201720162015
LIRIX
BlackRock LifePath Index Retirement Fund
3.62%3.83%2.02%2.62%2.69%2.68%1.93%2.43%2.44%2.22%2.47%2.92%
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


LIRIX and WFSPX have a correlation of 0.85, 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 LIRIX (2.02%). In terms of maximum drawdown, LIRIX dropped -20.49% vs WFSPX's -58.21%.

LIRIX currently has the higher Sharpe Ratio (2.65 vs 2.52), 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.

Portfolio Optimizer

Find the right allocation for LIRIX and WFSPX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer