PEOPX vs. BSPGX
PEOPX (BNY Mellon S&P 500 Index Fund) and BSPGX (iShares S&P 500 Index Fund Class G) are both S&P 500 funds tracking the S&P 500 Index, from BNY Mellon and iShares respectively. Both are passively managed. Over the past 5 years, PEOPX returned 13.09%/yr vs 13.59%/yr for BSPGX. With a 0.99 correlation, they move nearly in lockstep. PEOPX charges 0.50%/yr vs 0.01%/yr for BSPGX.
Performance
PEOPX vs. BSPGX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with PEOPX having a 9.54% return and BSPGX slightly higher at 9.78%.
PEOPX
- 1D
- -0.37%
- 1M
- 0.06%
- YTD
- 9.54%
- 6M
- 8.54%
- 1Y
- 24.95%
- 3Y*
- 20.88%
- 5Y*
- 13.09%
- 10Y*
- 15.12%
BSPGX
- 1D
- -0.36%
- 1M
- 0.10%
- YTD
- 9.78%
- 6M
- 8.78%
- 1Y
- 25.47%
- 3Y*
- 21.37%
- 5Y*
- 13.59%
- 10Y*
- —
PEOPX vs. BSPGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PEOPX BNY Mellon S&P 500 Index Fund | 9.54% | 17.33% | 24.50% | 25.78% | -18.67% | 28.25% | 17.83% | 9.90% |
BSPGX iShares S&P 500 Index Fund Class G | 9.78% | 17.85% | 24.96% | 26.27% | -18.12% | 28.66% | 19.16% | 11.06% |
Correlation
The correlation between PEOPX and BSPGX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2019 | 0.99 |
The correlation between PEOPX and BSPGX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
PEOPX vs. BSPGX — Risk / Return Rank
PEOPX
BSPGX
PEOPX vs. BSPGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon S&P 500 Index Fund (PEOPX) and iShares S&P 500 Index Fund Class G (BSPGX). 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.
| PEOPX | BSPGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 3.01 | -0.09 |
| Martin ratioReturn relative to average drawdown | 13.17 | 13.60 | -0.44 |
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Drawdowns
PEOPX vs. BSPGX - Drawdown Comparison
The maximum PEOPX drawdown since its inception was -57.45%, which is greater than BSPGX's maximum drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for PEOPX and BSPGX.
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Drawdown Indicators
| PEOPX | BSPGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.45% | -33.74% | -23.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.97% | -8.90% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -18.80% | -18.73% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -24.79% | -24.50% | -0.29% |
Max Drawdown (10Y)Largest decline over 10 years | -33.85% | — | — |
Current DrawdownCurrent decline from peak | -1.76% | -1.72% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -10.50% | -5.06% | -5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.97% | +0.02% |
Volatility
PEOPX vs. BSPGX - Volatility Comparison
BNY Mellon S&P 500 Index Fund (PEOPX) and iShares S&P 500 Index Fund Class G (BSPGX) have volatilities of 4.68% and 4.67%, 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.
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Volatility by Period
| PEOPX | BSPGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 4.67% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 9.83% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.50% | 12.49% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 16.98% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 20.00% | -1.99% |
PEOPX vs. BSPGX - Expense Ratio Comparison
PEOPX has a 0.50% expense ratio, which is higher than BSPGX's 0.01% expense ratio.
Dividends
PEOPX vs. BSPGX - Dividend Comparison
PEOPX's dividend yield for the trailing twelve months is around 9.45%, more than BSPGX's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSPGX iShares S&P 500 Index Fund Class G | 1.61% | 1.74% | 1.43% | 1.52% | 2.04% | 1.83% | 2.09% | 2.25% | 0.00% | 0.00% | 0.00% | 0.00% |
PEOPX BNY Mellon S&P 500 Index Fund | 9.45% | 10.35% | 10.38% | 7.35% | 11.78% | 12.89% | 11.94% | 14.37% | 14.75% | 9.21% | 10.90% | 7.81% |
Frequently Asked Questions
With a correlation of 1.00, PEOPX and BSPGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PEOPX has higher volatility (4.68%) compared to BSPGX (4.67%). In terms of maximum drawdown, PEOPX dropped -57.45% vs BSPGX's -33.74%.
BSPGX currently has the higher Sharpe Ratio (2.15 vs 2.10), 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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