SPFFX vs. BKTSX
SPFFX (Sphere 500 Fossil Free Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 3 years, SPFFX returned 21.26%/yr vs 20.59%/yr for BKTSX. With a 0.98 correlation, they move nearly in lockstep. SPFFX charges 0.11%/yr vs 0.02%/yr for BKTSX.
Performance
SPFFX vs. BKTSX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with SPFFX having a 8.22% return and BKTSX slightly higher at 8.63%.
SPFFX
- 1D
- -1.59%
- 1M
- -1.27%
- YTD
- 8.22%
- 6M
- 6.81%
- 1Y
- 22.42%
- 3Y*
- 21.26%
- 5Y*
- —
- 10Y*
- —
BKTSX
- 1D
- -1.32%
- 1M
- -0.85%
- YTD
- 8.63%
- 6M
- 7.18%
- 1Y
- 22.45%
- 3Y*
- 20.59%
- 5Y*
- 12.00%
- 10Y*
- 15.16%
SPFFX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SPFFX Sphere 500 Fossil Free Fund | 8.22% | 18.12% | 25.13% | 29.48% | -20.03% | 9.04% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 8.63% | 17.15% | 23.83% | 26.02% | -19.05% | 9.38% |
Correlation
The correlation between SPFFX and BKTSX is 0.98 - 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 | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2021 | 0.98 |
The correlation between SPFFX and BKTSX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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
SPFFX vs. BKTSX — Risk / Return Rank
SPFFX
BKTSX
SPFFX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sphere 500 Fossil Free Fund (SPFFX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
| SPFFX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 2.70 | -0.46 |
| Martin ratioReturn relative to average drawdown | 9.44 | 12.02 | -2.58 |
Loading charts...
Drawdowns
SPFFX vs. BKTSX - Drawdown Comparison
The maximum SPFFX drawdown since its inception was -25.11%, smaller than the maximum BKTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for SPFFX and BKTSX.
Loading charts...
Drawdown Indicators
| SPFFX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.11% | -34.97% | +9.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.75% | -8.87% | -1.88% |
Max Drawdown (3Y)Largest decline over 3 years | -19.97% | -19.29% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.97% | — |
Current DrawdownCurrent decline from peak | -3.53% | -2.77% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -6.35% | -4.51% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 1.99% | +0.56% |
Volatility
SPFFX vs. BKTSX - Volatility Comparison
Sphere 500 Fossil Free Fund (SPFFX) has a higher volatility of 5.59% compared to iShares Total U.S. Stock Market Index Fund Class K (BKTSX) at 4.89%. This indicates that SPFFX's price experiences larger fluctuations and is considered to be riskier than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SPFFX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 4.89% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 10.04% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.03% | 12.82% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 17.46% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 18.42% | -1.18% |
SPFFX vs. BKTSX - Expense Ratio Comparison
SPFFX has a 0.11% expense ratio, which is higher than BKTSX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SPFFX vs. BKTSX - Dividend Comparison
SPFFX's dividend yield for the trailing twelve months is around 6.28%, more than BKTSX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.07% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% |
SPFFX Sphere 500 Fossil Free Fund | 6.28% | 6.80% | 1.06% | 1.32% | 0.73% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.98, SPFFX and BKTSX 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.
SPFFX has higher volatility (5.59%) compared to BKTSX (4.89%). In terms of maximum drawdown, SPFFX dropped -25.11% vs BKTSX's -34.97%.
BKTSX currently has the higher Sharpe Ratio (1.88 vs 1.72), 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 SPFFX and BKTSX
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