PortfoliosLab logoPortfoliosLab logo
MARFX vs. WFSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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 (WFSPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MARFX vs. WFSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MARFX
BlackRock Mid-Cap Value Fund
-3.99%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
-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, MARFX achieves a -3.99% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, MARFX has underperformed WFSPX with an annualized return of 9.89%, while WFSPX has yielded a comparatively higher 13.63% annualized return.


MARFX

1D
-0.14%
1M
-8.82%
YTD
-3.99%
6M
-1.58%
1Y
9.73%
3Y*
8.67%
5Y*
6.57%
10Y*
9.89%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


MARFX vs. WFSPX - Expense Ratio Comparison

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


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: 2525
Overall Rank
MARFX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MARFX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MARFX Omega Ratio Rank: 2323
Omega Ratio Rank
MARFX Calmar Ratio Rank: 2424
Calmar Ratio Rank
MARFX Martin Ratio Rank: 2727
Martin Ratio Rank

WFSPX
WFSPX Risk / Return Rank: 4646
Overall Rank
WFSPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 5050
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 4141
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 5353
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 (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.


MARFXWFSPXDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.84

-0.23

Sortino ratio

Return per unit of downside risk

0.96

1.30

-0.34

Omega ratio

Gain probability vs. loss probability

1.13

1.20

-0.07

Calmar ratio

Return relative to maximum drawdown

0.69

1.06

-0.36

Martin ratio

Return relative to average drawdown

2.94

5.13

-2.19

MARFX vs. WFSPX - Sharpe Ratio Comparison

The current MARFX Sharpe Ratio is 0.60, which is comparable to the WFSPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of MARFX and WFSPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MARFXWFSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.84

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.68

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.76

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.13

+0.32

Correlation

The correlation between MARFX and WFSPX is 0.86, 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

MARFX vs. WFSPX - Dividend Comparison

MARFX's dividend yield for the trailing twelve months is around 11.80%, more than WFSPX's 1.58% yield.


TTM20252024202320222021202020192018201720162015
MARFX
BlackRock Mid-Cap Value Fund
11.80%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
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

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.


Loading graphics...

Drawdown Indicators


MARFXWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-55.39%

-58.21%

+2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-12.11%

-0.64%

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

-9.50%

-8.90%

-0.60%

Average Drawdown

Average peak-to-trough decline

-8.04%

-12.84%

+4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

2.49%

+0.52%

Volatility

MARFX vs. WFSPX - Volatility Comparison

BlackRock Mid-Cap Value Fund (MARFX) and iShares S&P 500 Index Fund (WFSPX) have volatilities of 4.17% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MARFXWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

4.24%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

9.08%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

17.27%

18.06%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

16.84%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.00%

17.98%

+1.02%