MABAX vs. WFSPX
Compare and contrast key facts about BlackRock Large Cap Focus Value Fund (MABAX) and iShares S&P 500 Index Fund (WFSPX).
MABAX is managed by BlackRock. It was launched on Jul 1, 1977. 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
MABAX vs. WFSPX - Performance Comparison
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MABAX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MABAX BlackRock Large Cap Focus Value Fund | -5.86% | 25.33% | 10.30% | 16.22% | -4.59% | 21.48% | 3.48% | 24.17% | -7.63% | 6.74% |
WFSPX iShares S&P 500 Index Fund | -7.06% | 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, MABAX achieves a -5.86% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, MABAX has underperformed WFSPX with an annualized return of 9.86%, while WFSPX has yielded a comparatively higher 13.63% annualized return.
MABAX
- 1D
- 0.00%
- 1M
- -9.42%
- YTD
- -5.86%
- 6M
- 0.30%
- 1Y
- 14.21%
- 3Y*
- 13.63%
- 5Y*
- 9.28%
- 10Y*
- 9.86%
WFSPX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.63%
- 1Y
- 14.40%
- 3Y*
- 17.13%
- 5Y*
- 11.37%
- 10Y*
- 13.63%
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MABAX vs. WFSPX - Expense Ratio Comparison
MABAX has a 0.54% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
MABAX vs. WFSPX — Risk / Return Rank
MABAX
WFSPX
MABAX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Large Cap Focus Value Fund (MABAX) 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.
| MABAX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.84 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.30 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.06 | -0.03 |
Martin ratioReturn relative to average drawdown | 4.16 | 5.13 | -0.97 |
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
| MABAX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.84 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.68 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.76 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.13 | +0.57 |
Correlation
The correlation between MABAX and WFSPX is 0.89, 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
MABAX vs. WFSPX - Dividend Comparison
MABAX's dividend yield for the trailing twelve months is around 15.57%, more than WFSPX's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MABAX BlackRock Large Cap Focus Value Fund | 15.57% | 14.66% | 9.18% | 4.84% | 11.41% | 18.17% | 12.42% | 12.76% | 29.20% | 3.10% | 1.46% | 14.94% |
WFSPX iShares S&P 500 Index Fund | 1.58% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
MABAX vs. WFSPX - Drawdown Comparison
The maximum MABAX drawdown since its inception was -54.63%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for MABAX and WFSPX.
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Drawdown Indicators
| MABAX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.63% | -58.21% | +3.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -12.11% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -19.15% | -24.51% | +5.36% |
Max Drawdown (10Y)Largest decline over 10 years | -39.44% | -33.74% | -5.70% |
Current DrawdownCurrent decline from peak | -11.19% | -8.90% | -2.29% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -12.84% | +6.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.49% | +0.66% |
Volatility
MABAX vs. WFSPX - Volatility Comparison
BlackRock Large Cap Focus Value Fund (MABAX) has a higher volatility of 4.50% compared to iShares S&P 500 Index Fund (WFSPX) at 4.24%. This indicates that MABAX'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
| MABAX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 4.24% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 9.08% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.78% | 18.06% | -1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.77% | 16.84% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 17.98% | +0.42% |