MYD vs. WFSPX

Last updated Apr 1, 2026

Compare and contrast key facts about BlackRock MuniYield Fund (MYD) and iShares S&P 500 Index Fund (WFSPX).

MYD is an actively managed fund by BlackRock. It was launched on Nov 29, 1991. 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

MYD vs. WFSPX - Performance Comparison

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

MYD vs. WFSPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MYD BlackRock MuniYield Fund	3.73%	7.56%	2.10%	8.31%	-25.47%	7.14%	1.71%	24.21%	-8.91%	8.76%
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

MYD

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

MYD vs. WFSPX - Expense Ratio Comparison

MYD has a 2.07% expense ratio, which is higher than WFSPX's 0.03% expense ratio.

MYD

BlackRock MuniYield Fund

WFSPX

iShares S&P 500 Index Fund

Return for Risk

MYD vs. WFSPX — Risk / Return Rank

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

WFSPX

WFSPX Risk / Return Rank: 46
WFSPX Sharpe Ratio Rank: 41
WFSPX Sortino Ratio Rank: 45
WFSPX Omega Ratio Rank: 50
WFSPX Calmar Ratio Rank: 41
WFSPX Martin Ratio Rank: 53

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.

MYD vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock MuniYield Fund (MYD) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	MYD	WFSPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.84	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.68	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.13	—

Correlation

The correlation between MYD and WFSPX is 0.14, 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

MYD vs. WFSPX - Dividend Comparison

MYD's dividend yield for the trailing twelve months is around 5.57%, more than WFSPX's 1.58% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MYD BlackRock MuniYield Fund	5.57%	6.23%	6.12%	4.29%	5.68%	4.53%	4.68%	4.66%	5.93%	5.85%	6.30%	6.27%
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

Drawdown Indicators

	MYD	WFSPX	Difference
Max Drawdown Largest peak-to-trough decline	—	-58.21%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-12.11%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.51%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.74%	—
Current Drawdown Current decline from peak	—	-8.90%	—
Average Drawdown Average peak-to-trough decline	—	-12.84%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.49%	—

Volatility

Volatility by Period

	MYD	WFSPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.24%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.08%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	18.06%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.84%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.98%	—