MAEFX vs. WFSPX
MAEFX (BlackRock EuroFund Fund) and WFSPX (iShares S&P 500 Index Fund Class K) are both mutual funds - MAEFX is a Europe Equities fund managed by BlackRock, while WFSPX is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, MAEFX returned 9.17%/yr vs 15.68%/yr for WFSPX. A 0.61 correlation means they provide meaningful diversification when combined. MAEFX charges 1.10%/yr vs 0.03%/yr for WFSPX.
Performance
MAEFX vs. WFSPX - Performance Comparison
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Returns By Period
In the year-to-date period, MAEFX achieves a 12.58% return, which is significantly higher than WFSPX's 9.77% return. Over the past 10 years, MAEFX has underperformed WFSPX with an annualized return of 9.17%, while WFSPX has yielded a comparatively higher 15.68% annualized return.
MAEFX
- 1D
- 1.39%
- 1M
- 9.27%
- YTD
- 12.58%
- 6M
- 12.13%
- 1Y
- 16.96%
- 3Y*
- 15.05%
- 5Y*
- 7.05%
- 10Y*
- 9.17%
WFSPX
- 1D
- -0.36%
- 1M
- 0.10%
- YTD
- 9.77%
- 6M
- 8.77%
- 1Y
- 25.45%
- 3Y*
- 21.35%
- 5Y*
- 13.57%
- 10Y*
- 15.68%
MAEFX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAEFX BlackRock EuroFund Fund | 12.58% | 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 Class K | 9.77% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Correlation
The correlation between MAEFX and WFSPX is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 1993 | 0.61 |
Over the past year, MAEFX and WFSPX have become more correlated (0.82) than their long-term average of 0.61, meaning their price movements have been converging.
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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 Class K (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MAEFX | WFSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.39 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 3.01 | -1.95 |
| Martin ratioReturn relative to average drawdown | 3.40 | 13.58 | -10.18 |
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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% | -8.90% | -8.24% |
Max Drawdown (3Y)Largest decline over 3 years | -20.00% | -18.74% | -1.26% |
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 | 0.00% | -1.72% | +1.72% |
Average DrawdownAverage peak-to-trough decline | -11.62% | -12.76% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.33% | 1.97% | +3.36% |
Volatility
MAEFX vs. WFSPX - Volatility Comparison
BlackRock EuroFund Fund (MAEFX) has a higher volatility of 7.99% compared to iShares S&P 500 Index Fund Class K (WFSPX) at 4.67%. 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 | 7.99% | 4.67% | +3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 18.61% | 9.83% | +8.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.41% | 12.49% | +8.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.58% | 16.97% | +5.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.61% | 18.07% | +3.54% |
MAEFX vs. WFSPX - Expense Ratio Comparison
MAEFX has a 1.10% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Dividends
MAEFX vs. WFSPX - Dividend Comparison
MAEFX's dividend yield for the trailing twelve months is around 10.29%, more than WFSPX's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAEFX BlackRock EuroFund Fund | 10.29% | 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 Class K | 1.59% | 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
MAEFX and WFSPX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MAEFX has higher volatility (7.99%) compared to WFSPX (4.67%). In terms of maximum drawdown, MAEFX dropped -62.58% vs WFSPX's -58.21%.
WFSPX currently has the higher Sharpe Ratio (2.15 vs 0.85), 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.
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