MAEFX vs. WFSPX
Compare and contrast key facts about BlackRock EuroFund Fund (MAEFX) and iShares S&P 500 Index Fund (WFSPX).
MAEFX is managed by BlackRock. It was launched on Oct 25, 1988. 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
MAEFX vs. WFSPX - Performance Comparison
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MAEFX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAEFX BlackRock EuroFund Fund | -10.68% | 20.07% | 7.21% | 20.70% | -23.85% | 19.53% | 19.34% | 25.17% | -19.83% | 22.42% |
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, MAEFX achieves a -10.68% return, which is significantly lower than WFSPX's -7.06% return. Over the past 10 years, MAEFX has underperformed WFSPX with an annualized return of 5.87%, while WFSPX has yielded a comparatively higher 13.63% annualized return.
MAEFX
- 1D
- -0.25%
- 1M
- -13.84%
- YTD
- -10.68%
- 6M
- -11.11%
- 1Y
- 3.71%
- 3Y*
- 6.43%
- 5Y*
- 4.30%
- 10Y*
- 5.87%
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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MAEFX vs. WFSPX - Expense Ratio Comparison
MAEFX has a 1.10% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
MAEFX vs. WFSPX — Risk / Return Rank
MAEFX
WFSPX
MAEFX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock EuroFund Fund (MAEFX) 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.
| MAEFX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.11 | 0.84 | -0.72 |
Sortino ratioReturn per unit of downside risk | 0.31 | 1.30 | -0.98 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.20 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 1.06 | -0.98 |
Martin ratioReturn relative to average drawdown | 0.28 | 5.13 | -4.84 |
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
| MAEFX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | 0.84 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.68 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.76 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.13 | +0.22 |
Correlation
The correlation between MAEFX and WFSPX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MAEFX vs. WFSPX - Dividend Comparison
MAEFX's dividend yield for the trailing twelve months is around 12.97%, more than WFSPX's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAEFX BlackRock EuroFund Fund | 12.97% | 11.58% | 1.29% | 1.24% | 0.76% | 0.00% | 0.00% | 0.45% | 2.81% | 1.19% | 2.32% | 1.64% |
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
MAEFX vs. WFSPX - Drawdown Comparison
The maximum MAEFX drawdown since its inception was -62.58%, which is greater than WFSPX's maximum drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for MAEFX and WFSPX.
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Drawdown Indicators
| MAEFX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.58% | -58.21% | -4.37% |
Max Drawdown (1Y)Largest decline over 1 year | -17.14% | -12.11% | -5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -40.47% | -24.51% | -15.96% |
Max Drawdown (10Y)Largest decline over 10 years | -40.51% | -33.74% | -6.77% |
Current DrawdownCurrent decline from peak | -17.14% | -8.90% | -8.24% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -12.84% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.80% | 2.49% | +2.31% |
Volatility
MAEFX vs. WFSPX - Volatility Comparison
BlackRock EuroFund Fund (MAEFX) has a higher volatility of 9.58% compared to iShares S&P 500 Index Fund (WFSPX) at 4.24%. This indicates that MAEFX'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
| MAEFX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.58% | 4.24% | +5.34% |
Volatility (6M)Calculated over the trailing 6-month period | 14.60% | 9.08% | +5.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.58% | 18.06% | +3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.95% | 16.84% | +5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.34% | 17.98% | +3.36% |