MALVX vs. WFSPX
Compare and contrast key facts about BlackRock Advantage Large Cap Value Fund (MALVX) and iShares S&P 500 Index Fund (WFSPX).
MALVX is managed by BlackRock. It was launched on Dec 22, 1999. 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
MALVX vs. WFSPX - Performance Comparison
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MALVX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MALVX BlackRock Advantage Large Cap Value Fund | 0.21% | 18.38% | 15.39% | 13.74% | -8.68% | 26.51% | 3.91% | 24.74% | -7.74% | 15.82% |
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, MALVX achieves a 0.21% return, which is significantly higher than WFSPX's -4.63% return. Over the past 10 years, MALVX has underperformed WFSPX with an annualized return of 11.11%, while WFSPX has yielded a comparatively higher 13.92% annualized return.
MALVX
- 1D
- -0.43%
- 1M
- -6.53%
- YTD
- 0.21%
- 6M
- 5.65%
- 1Y
- 17.32%
- 3Y*
- 15.35%
- 5Y*
- 10.12%
- 10Y*
- 11.11%
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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MALVX vs. WFSPX - Expense Ratio Comparison
MALVX has a 0.54% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
MALVX vs. WFSPX — Risk / Return Rank
MALVX
WFSPX
MALVX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Large Cap Value Fund (MALVX) 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.
| MALVX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 0.96 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.47 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.49 | -0.06 |
Martin ratioReturn relative to average drawdown | 7.25 | 7.15 | +0.10 |
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
| MALVX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.96 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.70 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.78 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.13 | +0.32 |
Correlation
The correlation between MALVX and WFSPX is 0.91, 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
MALVX vs. WFSPX - Dividend Comparison
MALVX's dividend yield for the trailing twelve months is around 9.21%, more than WFSPX's 1.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MALVX BlackRock Advantage Large Cap Value Fund | 9.21% | 9.23% | 14.33% | 2.84% | 5.96% | 17.48% | 1.68% | 3.92% | 12.95% | 0.43% | 1.38% | 1.01% |
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
MALVX vs. WFSPX - Drawdown Comparison
The maximum MALVX drawdown since its inception was -55.21%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for MALVX and WFSPX.
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Drawdown Indicators
| MALVX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.21% | -58.21% | +3.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -12.11% | +0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -19.73% | -24.51% | +4.78% |
Max Drawdown (10Y)Largest decline over 10 years | -37.12% | -33.74% | -3.38% |
Current DrawdownCurrent decline from peak | -6.53% | -6.51% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -8.81% | -12.84% | +4.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.53% | -0.21% |
Volatility
MALVX vs. WFSPX - Volatility Comparison
The current volatility for BlackRock Advantage Large Cap Value Fund (MALVX) is 3.72%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 5.17%. This indicates that MALVX 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
| MALVX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 5.17% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.87% | 9.44% | -1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.09% | 18.21% | -3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 16.88% | -2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 18.00% | -0.70% |