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LIZIX vs. WFSPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LIZIX and WFSPX is 0.95, 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.


-0.50.00.51.00.9

Performance

LIZIX vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock LifePath Index 2060 Fund (LIZIX) and iShares S&P 500 Index Fund (WFSPX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember
2.47%
6.88%
LIZIX
WFSPX

Key characteristics

Sharpe Ratio

LIZIX:

1.19

WFSPX:

1.93

Sortino Ratio

LIZIX:

1.66

WFSPX:

2.60

Omega Ratio

LIZIX:

1.22

WFSPX:

1.36

Calmar Ratio

LIZIX:

1.79

WFSPX:

2.90

Martin Ratio

LIZIX:

7.14

WFSPX:

12.59

Ulcer Index

LIZIX:

1.96%

WFSPX:

1.95%

Daily Std Dev

LIZIX:

11.76%

WFSPX:

12.69%

Max Drawdown

LIZIX:

-34.39%

WFSPX:

-89.72%

Current Drawdown

LIZIX:

-5.81%

WFSPX:

-3.36%

Returns By Period


LIZIX

YTD

0.00%

1M

-4.94%

6M

3.21%

1Y

14.01%

5Y*

8.94%

10Y*

N/A

WFSPX

YTD

24.85%

1M

-2.41%

6M

8.09%

1Y

24.85%

5Y*

14.26%

10Y*

12.80%

*Annualized

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


LIZIX vs. WFSPX - Expense Ratio Comparison

LIZIX has a 0.10% 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%.


LIZIX
BlackRock LifePath Index 2060 Fund
Expense ratio chart for LIZIX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for WFSPX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

LIZIX vs. WFSPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Index 2060 Fund (LIZIX) 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.


Sharpe ratio
The chart of Sharpe ratio for LIZIX, currently valued at 1.19, compared to the broader market-1.000.001.002.003.001.191.96
The chart of Sortino ratio for LIZIX, currently valued at 1.66, compared to the broader market-2.000.002.004.006.008.001.662.63
The chart of Omega ratio for LIZIX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.36
The chart of Calmar ratio for LIZIX, currently valued at 1.79, compared to the broader market0.002.004.006.008.0010.001.792.94
The chart of Martin ratio for LIZIX, currently valued at 7.14, compared to the broader market0.0010.0020.0030.0040.0050.007.1412.73
LIZIX
WFSPX

The current LIZIX Sharpe Ratio is 1.19, which is lower than the WFSPX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of LIZIX 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember
1.19
1.96
LIZIX
WFSPX

Dividends

LIZIX vs. WFSPX - Dividend Comparison

LIZIX has not paid dividends to shareholders, while WFSPX's dividend yield for the trailing twelve months is around 0.90%.


TTM2023202220212020201920182017201620152014
LIZIX
BlackRock LifePath Index 2060 Fund
0.00%2.02%1.82%1.96%1.53%2.49%2.22%2.05%1.58%0.00%0.00%
WFSPX
iShares S&P 500 Index Fund
0.90%1.44%1.69%1.25%1.55%1.99%2.03%1.74%2.07%1.95%1.84%

Drawdowns

LIZIX vs. WFSPX - Drawdown Comparison

The maximum LIZIX drawdown since its inception was -34.39%, smaller than the maximum WFSPX drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for LIZIX and WFSPX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-5.81%
-3.36%
LIZIX
WFSPX

Volatility

LIZIX vs. WFSPX - Volatility Comparison

The current volatility for BlackRock LifePath Index 2060 Fund (LIZIX) is 3.68%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 4.21%. This indicates that LIZIX 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember
3.68%
4.21%
LIZIX
WFSPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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