LVAFX vs. WFSPX
Compare and contrast key facts about LSV Global Managed Volatility Fund (LVAFX) and iShares S&P 500 Index Fund (WFSPX).
LVAFX is managed by BlackRock. It was launched on Jun 24, 2014. 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
LVAFX vs. WFSPX - Performance Comparison
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LVAFX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LVAFX LSV Global Managed Volatility Fund | 4.47% | 22.33% | 16.10% | 9.81% | -4.04% | 17.36% | -5.16% | 17.54% | -6.47% | 18.68% |
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, LVAFX achieves a 4.47% return, which is significantly higher than WFSPX's -4.63% return. Over the past 10 years, LVAFX has underperformed WFSPX with an annualized return of 9.05%, while WFSPX has yielded a comparatively higher 13.92% annualized return.
LVAFX
- 1D
- 1.48%
- 1M
- -3.23%
- YTD
- 4.47%
- 6M
- 8.98%
- 1Y
- 19.38%
- 3Y*
- 16.96%
- 5Y*
- 11.06%
- 10Y*
- 9.05%
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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LVAFX vs. WFSPX - Expense Ratio Comparison
LVAFX has a 1.00% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
LVAFX vs. WFSPX — Risk / Return Rank
LVAFX
WFSPX
LVAFX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LSV Global Managed Volatility Fund (LVAFX) 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.
| LVAFX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 0.96 | +0.78 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.47 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.22 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.49 | +0.59 |
Martin ratioReturn relative to average drawdown | 10.16 | 7.15 | +3.01 |
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
| LVAFX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 0.96 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.70 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.78 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.13 | +0.48 |
Correlation
The correlation between LVAFX and WFSPX is 0.78, 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
LVAFX vs. WFSPX - Dividend Comparison
LVAFX's dividend yield for the trailing twelve months is around 9.74%, more than WFSPX's 1.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVAFX LSV Global Managed Volatility Fund | 9.74% | 10.17% | 18.36% | 15.64% | 2.90% | 2.90% | 2.14% | 7.62% | 3.59% | 7.10% | 1.66% | 1.74% |
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
LVAFX vs. WFSPX - Drawdown Comparison
The maximum LVAFX drawdown since its inception was -33.69%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for LVAFX and WFSPX.
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Drawdown Indicators
| LVAFX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.69% | -58.21% | +24.52% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -12.11% | +2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -18.34% | -24.51% | +6.17% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | -33.74% | +0.05% |
Current DrawdownCurrent decline from peak | -3.87% | -6.51% | +2.64% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -12.84% | +8.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 2.53% | -0.60% |
Volatility
LVAFX vs. WFSPX - Volatility Comparison
The current volatility for LSV Global Managed Volatility Fund (LVAFX) is 3.42%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 5.17%. This indicates that LVAFX 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
| LVAFX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 5.17% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 6.26% | 9.44% | -3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.17% | 18.21% | -7.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.73% | 16.88% | -4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.33% | 18.00% | -4.67% |