SABPX vs. WFSPX
Compare and contrast key facts about Principal Strategic Asset Management Balanced Portfolio (SABPX) and iShares S&P 500 Index Fund (WFSPX).
SABPX is managed by BlackRock. It was launched on Jul 24, 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
SABPX vs. WFSPX - Performance Comparison
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SABPX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SABPX Principal Strategic Asset Management Balanced Portfolio | -1.15% | 13.62% | 18.04% | 15.64% | -16.48% | 13.14% | 10.83% | 19.57% | -5.44% | 14.65% |
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, SABPX achieves a -1.15% return, which is significantly higher than WFSPX's -4.63% return. Over the past 10 years, SABPX has underperformed WFSPX with an annualized return of 8.14%, while WFSPX has yielded a comparatively higher 13.92% annualized return.
SABPX
- 1D
- 1.75%
- 1M
- -4.39%
- YTD
- -1.15%
- 6M
- 0.40%
- 1Y
- 12.17%
- 3Y*
- 13.68%
- 5Y*
- 6.78%
- 10Y*
- 8.14%
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%
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SABPX vs. WFSPX - Expense Ratio Comparison
SABPX has a 0.60% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
SABPX vs. WFSPX — Risk / Return Rank
SABPX
WFSPX
SABPX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Strategic Asset Management Balanced Portfolio (SABPX) 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.
| SABPX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.96 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.47 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.49 | +0.15 |
Martin ratioReturn relative to average drawdown | 7.30 | 7.15 | +0.14 |
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
| SABPX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.96 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.70 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.78 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.13 | +0.47 |
Correlation
The correlation between SABPX and WFSPX is 0.93, 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
SABPX vs. WFSPX - Dividend Comparison
SABPX's dividend yield for the trailing twelve months is around 10.65%, more than WFSPX's 1.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SABPX Principal Strategic Asset Management Balanced Portfolio | 10.65% | 10.71% | 11.81% | 1.64% | 8.16% | 9.60% | 3.13% | 4.05% | 9.79% | 6.97% | 3.58% | 8.20% |
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
SABPX vs. WFSPX - Drawdown Comparison
The maximum SABPX drawdown since its inception was -40.58%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for SABPX and WFSPX.
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Drawdown Indicators
| SABPX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.58% | -58.21% | +17.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -12.11% | +4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -22.41% | -24.51% | +2.10% |
Max Drawdown (10Y)Largest decline over 10 years | -25.29% | -33.74% | +8.45% |
Current DrawdownCurrent decline from peak | -5.01% | -6.51% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -12.84% | +7.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.53% | -0.78% |
Volatility
SABPX vs. WFSPX - Volatility Comparison
The current volatility for Principal Strategic Asset Management Balanced Portfolio (SABPX) is 4.16%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 5.17%. This indicates that SABPX 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.
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Volatility by Period
| SABPX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 5.17% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 6.42% | 9.44% | -3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 18.21% | -7.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 16.88% | -6.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.71% | 18.00% | -7.29% |