MSTQX vs. WBREOX
MSTQX (Morningstar U.S. Equity Fund) and WBREOX (CIT: BlackRock Equity Index Fund Class 1) are both Large Cap Blend Equities funds. Over the past year, MSTQX returned -3.94% vs 21.05% for WBREOX. Their correlation of 0.85 suggests significant overlap in exposure. MSTQX charges 0.85%/yr vs 0.02%/yr for WBREOX.
Performance
MSTQX vs. WBREOX - Performance Comparison
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Returns By Period
In the year-to-date period, MSTQX achieves a 7.95% return, which is significantly lower than WBREOX's 10.74% return.
MSTQX
- 1D
- 0.31%
- 1M
- 3.53%
- 6M
- 4.96%
- YTD
- 7.95%
- 1Y
- -3.94%
- 3Y*
- 9.02%
- 5Y*
- 6.54%
- 10Y*
- —
WBREOX
- 1D
- -0.51%
- 1M
- 1.60%
- 6M
- 9.17%
- YTD
- 10.74%
- 1Y
- 21.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSTQX vs. WBREOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSTQX Morningstar U.S. Equity Fund | 7.95% | -5.42% |
WBREOX CIT: BlackRock Equity Index Fund Class 1 | 10.74% | 16.64% |
Correlation
The correlation between MSTQX and WBREOX is 0.79, 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 | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025 | 0.85 |
The correlation between MSTQX and WBREOX has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.
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Return for Risk
MSTQX vs. WBREOX — Risk / Return Rank
MSTQX
WBREOX
MSTQX vs. WBREOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morningstar U.S. Equity Fund (MSTQX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). 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.
| MSTQX | WBREOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.80 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.34 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 2.74 | -2.93 |
| Martin ratioReturn relative to average drawdown | -0.36 | 11.74 | -12.11 |
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Drawdowns
MSTQX vs. WBREOX - Drawdown Comparison
The maximum MSTQX drawdown since its inception was -36.23%, which is greater than WBREOX's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for MSTQX and WBREOX.
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Drawdown Indicators
| MSTQX | WBREOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.23% | -19.07% | -17.16% |
Max Drawdown (1Y)Largest decline over 1 year | -21.58% | -8.89% | -12.69% |
Max Drawdown (3Y)Largest decline over 3 years | -21.58% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.61% | — | — |
Current DrawdownCurrent decline from peak | -10.00% | -0.86% | -9.14% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -2.53% | -3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.19% | 1.97% | +8.22% |
Volatility
MSTQX vs. WBREOX - Volatility Comparison
The current volatility for Morningstar U.S. Equity Fund (MSTQX) is 2.89%, while CIT: BlackRock Equity Index Fund Class 1 (WBREOX) has a volatility of 3.26%. This indicates that MSTQX experiences smaller price fluctuations and is considered to be less risky than WBREOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSTQX | WBREOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 3.26% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 18.13% | 9.92% | +8.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 12.89% | +7.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.62% | 18.32% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.60% | 18.32% | +2.28% |
MSTQX vs. WBREOX - Expense Ratio Comparison
MSTQX has a 0.85% expense ratio, which is higher than WBREOX's 0.02% expense ratio.
Dividends
MSTQX vs. WBREOX - Dividend Comparison
MSTQX's dividend yield for the trailing twelve months is around 0.64%, while WBREOX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
MSTQX Morningstar U.S. Equity Fund | 0.64% | 0.69% | 10.80% | 4.21% | 9.79% | 15.98% | 2.15% | 2.04% | 0.17% |
WBREOX CIT: BlackRock Equity Index Fund Class 1 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MSTQX and WBREOX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WBREOX has higher volatility (3.26%) compared to MSTQX (2.89%). In terms of maximum drawdown, MSTQX dropped -36.23% vs WBREOX's -19.07%.
WBREOX currently has the higher Sharpe Ratio (1.89 vs -0.20), 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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