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MARFX vs. WFSPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MARFX vs. WFSPX

Last updated Jun 25, 2026

MARFX (BlackRock Mid-Cap Value Fund) and WFSPX (iShares S&P 500 Index Fund Class K) are both mutual funds - MARFX is a Mid Cap Value Equities fund managed by BlackRock, while WFSPX is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, MARFX returned 11.48%/yr vs 15.51%/yr for WFSPX. Their correlation of 0.86 suggests significant overlap in exposure. MARFX charges 0.74%/yr vs 0.03%/yr for WFSPX.

Performance

MARFX vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Mid-Cap Value Fund (MARFX) and iShares S&P 500 Index Fund Class K (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MARFX achieves a 11.88% return, which is significantly higher than WFSPX's 8.19% return. Over the past 10 years, MARFX has underperformed WFSPX with an annualized return of 11.48%, while WFSPX has yielded a comparatively higher 15.51% annualized return.

MARFX

1D
-0.70%
1M
3.65%
YTD
11.88%
6M
10.76%
1Y
21.95%
3Y*
13.82%
5Y*
8.81%
10Y*
11.48%

WFSPX

1D
-1.43%
1M
-1.34%
YTD
8.19%
6M
6.86%
1Y
22.29%
3Y*
20.77%
5Y*
13.11%
10Y*
15.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MARFX vs. WFSPX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MARFX
BlackRock Mid-Cap Value Fund		11.88%13.68%6.71%12.58%-4.06%26.43%7.21%29.57%-9.55%8.79%
WFSPX
iShares S&P 500 Index Fund Class K		8.19%17.83%24.94%26.25%-18.14%28.63%18.43%31.45%-4.83%21.27%

Correlation

The correlation between MARFX and WFSPX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Jan 31, 1995

0.86

The correlation between MARFX and WFSPX shifts across timeframes, from 0.69 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

BlackRock Mid-Cap Value Fund

iShares S&P 500 Index Fund Class K

Often compared with MARFX:
MARFX vs. ACMVXMARFX vs. VITAXMARFX vs. VSIAXMARFX vs. IMCGMARFX vs. OOSAXMARFX vs. VVOIXMARFX vs. SPMD
Often compared with WFSPX:
WFSPX vs. JLGMXWFSPX vs. VOOWFSPX vs. FSPGXWFSPX vs. FXAIXWFSPX vs. BRMKXWFSPX vs. IVVWFSPX vs. APGYX

Return for Risk

MARFX vs. WFSPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MARFX
MARFX Risk / Return Rank: 4747
Overall Rank
MARFX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MARFX Sortino Ratio Rank: 4747
Sortino Ratio Rank
MARFX Omega Ratio Rank: 4141
Omega Ratio Rank
MARFX Calmar Ratio Rank: 4949
Calmar Ratio Rank
MARFX Martin Ratio Rank: 4949
Martin Ratio Rank
WFSPX
WFSPX Risk / Return Rank: 5252
Overall Rank
WFSPX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 4747
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 5454
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MARFX vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Mid-Cap Value Fund (MARFX) 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.

MARFXWFSPXDifference
Sharpe ratioReturn per unit of total volatility
1.76
1.90

-0.14

Sortino ratioReturn per unit of downside risk
2.53
2.58

-0.05

Omega ratioGain probability vs. loss probability

1.30

1.34

-0.04

Calmar ratioReturn relative to maximum drawdown

2.44

2.67

-0.23

Martin ratioReturn relative to average drawdown

9.21

11.99

-2.78

MARFX vs. WFSPX - Sharpe Ratio Comparison

The current MARFX Sharpe Ratio is 1.76, which is comparable to the WFSPX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of MARFX and WFSPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

MARFX vs. WFSPX - Drawdown Comparison

The maximum MARFX drawdown since its inception was -55.39%, roughly equal to the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for MARFX and WFSPX.

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Drawdown Indicators

MARFXWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-55.39%

-58.21%

+2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-8.90%

-0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-20.07%

-18.74%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-20.07%

-24.51%

+4.44%

Max Drawdown (10Y)

Largest decline over 10 years

-42.09%

-33.74%

-8.35%

Current Drawdown

Current decline from peak

-1.50%

-3.13%

+1.63%

Average Drawdown

Average peak-to-trough decline

-7.99%

-12.76%

+4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

1.98%

+0.54%

Volatility

MARFX vs. WFSPX - Volatility Comparison

The current volatility for BlackRock Mid-Cap Value Fund (MARFX) is 4.36%, while iShares S&P 500 Index Fund Class K (WFSPX) has a volatility of 4.90%. This indicates that MARFX 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

MARFXWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

4.90%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

9.93%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

13.23%

12.56%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.09%

16.98%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%

18.04%

+0.92%

MARFX vs. WFSPX - Expense Ratio Comparison

MARFX has a 0.74% expense ratio, which is higher than WFSPX's 0.03% expense ratio.

Dividends

MARFX vs. WFSPX - Dividend Comparison

MARFX's dividend yield for the trailing twelve months is around 10.13%, more than WFSPX's 1.61% yield.

PositionTTM20252024202320222021202020192018201720162015
MARFX
BlackRock Mid-Cap Value Fund		10.13%11.33%7.46%3.70%4.50%11.16%2.13%3.95%8.41%22.19%5.43%15.72%
WFSPX
iShares S&P 500 Index Fund Class K		1.61%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

MARFX and WFSPX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WFSPX has higher volatility (4.90%) compared to MARFX (4.36%). In terms of maximum drawdown, MARFX dropped -55.39% vs WFSPX's -58.21%.

WFSPX currently has the higher Sharpe Ratio (1.90 vs 1.76), 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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