PSGIX vs. WFSPX
Compare and contrast key facts about BlackRock Advantage Small Cap Growth Fund (PSGIX) and iShares S&P 500 Index Fund (WFSPX).
PSGIX is managed by BlackRock. It was launched on Sep 14, 1993. 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
PSGIX vs. WFSPX - Performance Comparison
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PSGIX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSGIX BlackRock Advantage Small Cap Growth Fund | -6.12% | 15.24% | 14.07% | 18.73% | -24.93% | 2.95% | 33.47% | 33.92% | -5.01% | 14.19% |
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, PSGIX achieves a -6.12% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, PSGIX has underperformed WFSPX with an annualized return of 10.01%, while WFSPX has yielded a comparatively higher 13.63% annualized return.
PSGIX
- 1D
- -2.20%
- 1M
- -9.88%
- YTD
- -6.12%
- 6M
- -4.31%
- 1Y
- 20.62%
- 3Y*
- 11.58%
- 5Y*
- 1.57%
- 10Y*
- 10.01%
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%
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PSGIX vs. WFSPX - Expense Ratio Comparison
PSGIX has a 0.50% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
PSGIX vs. WFSPX — Risk / Return Rank
PSGIX
WFSPX
PSGIX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Small Cap Growth Fund (PSGIX) 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.
| PSGIX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.84 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.30 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.06 | +0.21 |
Martin ratioReturn relative to average drawdown | 4.38 | 5.13 | -0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSGIX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.84 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.68 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.76 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.13 | +0.25 |
Correlation
The correlation between PSGIX and WFSPX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PSGIX vs. WFSPX - Dividend Comparison
PSGIX's dividend yield for the trailing twelve months is around 0.12%, less than WFSPX's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSGIX BlackRock Advantage Small Cap Growth Fund | 0.12% | 0.11% | 0.25% | 0.25% | 0.47% | 18.37% | 5.36% | 5.37% | 24.24% | 11.12% | 0.05% | 6.08% |
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
PSGIX vs. WFSPX - Drawdown Comparison
The maximum PSGIX drawdown since its inception was -77.50%, which is greater than WFSPX's maximum drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for PSGIX and WFSPX.
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Drawdown Indicators
| PSGIX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -58.21% | -19.29% |
Max Drawdown (1Y)Largest decline over 1 year | -13.78% | -12.11% | -1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -40.55% | -24.51% | -16.04% |
Max Drawdown (10Y)Largest decline over 10 years | -41.59% | -33.74% | -7.85% |
Current DrawdownCurrent decline from peak | -13.74% | -8.90% | -4.84% |
Average DrawdownAverage peak-to-trough decline | -25.39% | -12.84% | -12.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 2.49% | +1.48% |
Volatility
PSGIX vs. WFSPX - Volatility Comparison
BlackRock Advantage Small Cap Growth Fund (PSGIX) has a higher volatility of 7.85% compared to iShares S&P 500 Index Fund (WFSPX) at 4.24%. This indicates that PSGIX'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.
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Volatility by Period
| PSGIX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.85% | 4.24% | +3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 9.08% | +7.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.98% | 18.06% | +6.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.36% | 16.84% | +7.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.27% | 17.98% | +6.29% |