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MAWIX vs. WFSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAWIX vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Strategic Global Bond Fund (MAWIX) and iShares S&P 500 Index Fund (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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MAWIX vs. WFSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAWIX
BlackRock Strategic Global Bond Fund
-2.25%8.49%0.43%6.58%-15.37%-1.07%9.05%8.35%-0.81%7.31%
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, MAWIX achieves a -2.25% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, MAWIX has underperformed WFSPX with an annualized return of 1.76%, while WFSPX has yielded a comparatively higher 13.63% annualized return.


MAWIX

1D
0.00%
1M
-4.39%
YTD
-2.25%
6M
-1.69%
1Y
4.18%
3Y*
3.66%
5Y*
-0.71%
10Y*
1.76%

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)

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MAWIX vs. WFSPX - Expense Ratio Comparison

MAWIX has a 0.57% expense ratio, which is higher than WFSPX's 0.03% expense ratio.


Return for Risk

MAWIX vs. WFSPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MAWIX
MAWIX Risk / Return Rank: 4545
Overall Rank
MAWIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MAWIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
MAWIX Omega Ratio Rank: 3838
Omega Ratio Rank
MAWIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
MAWIX Martin Ratio Rank: 4545
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.

MAWIX vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Strategic Global Bond Fund (MAWIX) 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.


MAWIXWFSPXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.84

+0.14

Sortino ratio

Return per unit of downside risk

1.38

1.30

+0.09

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.08

1.06

+0.03

Martin ratio

Return relative to average drawdown

4.52

5.13

-0.61

MAWIX vs. WFSPX - Sharpe Ratio Comparison

The current MAWIX Sharpe Ratio is 0.97, which is comparable to the WFSPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of MAWIX 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.


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Sharpe Ratios by Period


MAWIXWFSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.84

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.68

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.76

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.13

+0.49

Correlation

The correlation between MAWIX and WFSPX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MAWIX vs. WFSPX - Dividend Comparison

MAWIX's dividend yield for the trailing twelve months is around 4.21%, more than WFSPX's 1.58% yield.


TTM20252024202320222021202020192018201720162015
MAWIX
BlackRock Strategic Global Bond Fund
4.21%4.32%2.93%2.65%2.38%1.81%4.68%2.62%2.61%3.13%2.73%5.77%
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

MAWIX vs. WFSPX - Drawdown Comparison

The maximum MAWIX drawdown since its inception was -32.07%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for MAWIX and WFSPX.


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Drawdown Indicators


MAWIXWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-32.07%

-58.21%

+26.14%

Max Drawdown (1Y)

Largest decline over 1 year

-4.39%

-12.11%

+7.72%

Max Drawdown (5Y)

Largest decline over 5 years

-20.79%

-24.51%

+3.72%

Max Drawdown (10Y)

Largest decline over 10 years

-20.79%

-33.74%

+12.95%

Current Drawdown

Current decline from peak

-5.34%

-8.90%

+3.56%

Average Drawdown

Average peak-to-trough decline

-5.92%

-12.84%

+6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

2.49%

-1.44%

Volatility

MAWIX vs. WFSPX - Volatility Comparison

The current volatility for BlackRock Strategic Global Bond Fund (MAWIX) is 1.85%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 4.24%. This indicates that MAWIX 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


MAWIXWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

4.24%

-2.39%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

9.08%

-6.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.49%

18.06%

-13.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

16.84%

-11.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.81%

17.98%

-13.17%