NTKLX vs. WFSPX
NTKLX (Voya Multi-Manager International Small Cap Fund) and WFSPX (iShares S&P 500 Index Fund Class K) are both mutual funds - NTKLX is a Foreign Small & Mid Cap Equities fund managed by BlackRock, while WFSPX is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, NTKLX returned 9.75%/yr vs 15.03%/yr for WFSPX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. NTKLX charges 1.53%/yr vs 0.03%/yr for WFSPX.
Performance
NTKLX vs. WFSPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NTKLX achieves a 9.09% return, which is significantly lower than WFSPX's 10.11% return. Over the past 10 years, NTKLX has underperformed WFSPX with an annualized return of 9.75%, while WFSPX has yielded a comparatively higher 15.03% annualized return.
NTKLX
- 1D
- -0.57%
- 1M
- -0.59%
- 6M
- 2.56%
- YTD
- 9.09%
- 1Y
- 21.06%
- 3Y*
- 17.61%
- 5Y*
- 7.78%
- 10Y*
- 9.75%
- ALL TIME*
- 9.39%
WFSPX
- 1D
- 0.71%
- 1M
- 0.14%
- 6M
- 7.96%
- YTD
- 10.11%
- 1Y
- 21.43%
- 3Y*
- 19.37%
- 5Y*
- 12.81%
- 10Y*
- 15.03%
- ALL TIME*
- 16.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
NTKLX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NTKLX Voya Multi-Manager International Small Cap Fund | 9.09% | 38.63% | 5.55% | 13.93% | -18.71% | 15.50% | 15.38% | 24.29% | -22.21% | 34.93% |
WFSPX iShares S&P 500 Index Fund Class K | 10.11% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Correlation
The correlation between NTKLX and WFSPX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 1994 | 0.60 |
The correlation between NTKLX and WFSPX shifts across timeframes, from 0.60 (all time) to 0.74 (10 years), 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.
Return for Risk
NTKLX vs. WFSPX — Risk / Return Rank
NTKLX
WFSPX
NTKLX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Multi-Manager International Small Cap Fund (NTKLX) 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.
| NTKLX | WFSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.27 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 2.20 | -0.40 |
| Martin ratioReturn relative to average drawdown | 6.19 | 9.44 | -3.26 |
Loading charts...
Drawdowns
NTKLX vs. WFSPX - Drawdown Comparison
The maximum NTKLX drawdown since its inception was -68.61%, which is greater than WFSPX's maximum drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for NTKLX and WFSPX.
Loading charts...
Drawdown Indicators
| NTKLX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -58.21% | -10.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -8.90% | -3.88% |
Max Drawdown (3Y)Largest decline over 3 years | -13.10% | -18.74% | +5.64% |
Max Drawdown (5Y)Largest decline over 5 years | -34.03% | -24.51% | -9.52% |
Max Drawdown (10Y)Largest decline over 10 years | -44.56% | -33.74% | -10.82% |
Current DrawdownCurrent decline from peak | -4.28% | -1.41% | -2.87% |
Average DrawdownAverage peak-to-trough decline | -19.49% | -12.72% | -6.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 2.07% | +1.51% |
Volatility
NTKLX vs. WFSPX - Volatility Comparison
Voya Multi-Manager International Small Cap Fund (NTKLX) has a higher volatility of 5.15% compared to iShares S&P 500 Index Fund Class K (WFSPX) at 3.52%. This indicates that NTKLX's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NTKLX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 3.52% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.17% | 10.11% | +4.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.61% | 12.86% | +3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.11% | 16.99% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 18.03% | -1.19% |
NTKLX vs. WFSPX - Expense Ratio Comparison
NTKLX has a 1.53% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Dividends
NTKLX vs. WFSPX - Dividend Comparison
NTKLX's dividend yield for the trailing twelve months is around 7.66%, more than WFSPX's 1.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTKLX Voya Multi-Manager International Small Cap Fund | 7.66% | 8.36% | 2.33% | 1.67% | 2.27% | 12.31% | 1.29% | 2.05% | 12.01% | 0.88% | 0.56% | 0.76% |
WFSPX iShares S&P 500 Index Fund Class K | 1.66% | 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
NTKLX and WFSPX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTKLX has higher volatility (5.15%) compared to WFSPX (3.52%). In terms of maximum drawdown, NTKLX dropped -68.61% vs WFSPX's -58.21%.
WFSPX currently has the higher Sharpe Ratio (1.52 vs 1.38), 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.
Find the right allocation for NTKLX and WFSPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer