RETSX vs. WFSPX
Compare and contrast key facts about Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) and iShares S&P 500 Index Fund (WFSPX).
RETSX is managed by BlackRock. It was launched on Oct 7, 1996. 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
RETSX vs. WFSPX - Performance Comparison
Loading graphics...
RETSX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RETSX Russell Investment Tax-Managed U.S. Large Cap Fund | -7.47% | 14.45% | 20.43% | 24.74% | -18.96% | 24.82% | 17.70% | 28.94% | -6.97% | 21.51% |
WFSPX iShares S&P 500 Index Fund | -4.63% | 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, RETSX achieves a -7.47% return, which is significantly lower than WFSPX's -4.63% return. Over the past 10 years, RETSX has underperformed WFSPX with an annualized return of 11.63%, while WFSPX has yielded a comparatively higher 13.92% annualized return.
RETSX
- 1D
- -0.28%
- 1M
- -7.60%
- YTD
- -7.47%
- 6M
- -5.43%
- 1Y
- 11.02%
- 3Y*
- 14.07%
- 5Y*
- 8.91%
- 10Y*
- 11.63%
WFSPX
- 1D
- 2.62%
- 1M
- -5.31%
- YTD
- -4.63%
- 6M
- -2.47%
- 1Y
- 16.96%
- 3Y*
- 18.15%
- 5Y*
- 11.69%
- 10Y*
- 13.92%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RETSX vs. WFSPX - Expense Ratio Comparison
RETSX has a 0.92% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
RETSX vs. WFSPX — Risk / Return Rank
RETSX
WFSPX
RETSX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) 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.
| RETSX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.96 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.47 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.49 | -0.72 |
Martin ratioReturn relative to average drawdown | 3.50 | 7.15 | -3.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RETSX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.96 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.70 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.78 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.13 | +0.30 |
Correlation
The correlation between RETSX and WFSPX is 0.98, 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
RETSX vs. WFSPX - Dividend Comparison
RETSX's dividend yield for the trailing twelve months is around 0.48%, less than WFSPX's 1.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RETSX Russell Investment Tax-Managed U.S. Large Cap Fund | 0.48% | 0.44% | 0.49% | 0.54% | 0.59% | 0.14% | 0.47% | 0.78% | 0.90% | 1.02% | 0.84% | 0.76% |
WFSPX iShares S&P 500 Index Fund | 1.54% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
RETSX vs. WFSPX - Drawdown Comparison
The maximum RETSX drawdown since its inception was -57.35%, roughly equal to the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for RETSX and WFSPX.
Loading graphics...
Drawdown Indicators
| RETSX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.35% | -58.21% | +0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -12.11% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.62% | -24.51% | -1.11% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | -33.74% | +0.22% |
Current DrawdownCurrent decline from peak | -9.29% | -6.51% | -2.78% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -12.84% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.53% | +0.15% |
Volatility
RETSX vs. WFSPX - Volatility Comparison
The current volatility for Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) is 4.12%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 5.17%. This indicates that RETSX experiences smaller price fluctuations and is considered to be less risky than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RETSX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 5.17% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 9.44% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 18.21% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 16.88% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.79% | 18.00% | -0.21% |