SPGTX vs. WFSPX
SPGTX (Symmetry Panoramic Tax-Managed Global Equity Fund) and WFSPX (iShares S&P 500 Index Fund Class K) are both mutual funds - SPGTX is a Global Equities fund managed by BlackRock, while WFSPX is a S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, SPGTX returned 10.68%/yr vs 12.81%/yr for WFSPX. Their correlation of 0.90 means they have usually moved in the same direction. SPGTX charges 0.42%/yr vs 0.03%/yr for WFSPX.
Performance
SPGTX vs. WFSPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPGTX achieves a 13.79% return, which is significantly higher than WFSPX's 10.11% return.
SPGTX
- 1D
- 1.72%
- 1M
- 0.34%
- 6M
- 9.06%
- YTD
- 13.79%
- 1Y
- 26.41%
- 3Y*
- 17.66%
- 5Y*
- 10.68%
- 10Y*
- —
- ALL TIME*
- 12.11%
WFSPX
- 1D
- 0.71%
- 1M
- 0.14%
- 6M
- 7.96%
- YTD
- 10.11%
- 1Y
- 21.43%
- 3Y*
- 19.37%
- 5Y*
- 12.81%
- 10Y*
- 15.03%
- ALL TIME*
- 16.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SPGTX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPGTX Symmetry Panoramic Tax-Managed Global Equity Fund | 13.79% | 22.41% | 10.43% | 20.78% | -14.10% | 19.43% | 8.53% | 24.65% | -6.33% |
WFSPX iShares S&P 500 Index Fund Class K | 10.11% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -9.56% |
Correlation
The correlation between SPGTX and WFSPX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2018 | 0.90 |
The correlation between SPGTX and WFSPX has been stable across timeframes, ranging from 0.89 to 0.92 - 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
SPGTX vs. WFSPX — Risk / Return Rank
SPGTX
WFSPX
SPGTX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic Tax-Managed Global Equity Fund (SPGTX) and iShares S&P 500 Index Fund Class K (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.
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.
| SPGTX | WFSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.27 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 2.20 | +0.58 |
| Martin ratioReturn relative to average drawdown | 11.58 | 9.44 | +2.14 |
Loading charts...
Drawdowns
SPGTX vs. WFSPX - Drawdown Comparison
The maximum SPGTX drawdown since its inception was -35.10%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for SPGTX and WFSPX.
Loading charts...
Drawdown Indicators
| SPGTX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -58.21% | +23.11% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -8.90% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -15.36% | -18.74% | +3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -23.61% | -24.51% | +0.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.74% | — |
Current DrawdownCurrent decline from peak | -0.91% | -1.41% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -12.72% | +7.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 2.07% | +0.05% |
Volatility
SPGTX vs. WFSPX - Volatility Comparison
Symmetry Panoramic Tax-Managed Global Equity Fund (SPGTX) and iShares S&P 500 Index Fund Class K (WFSPX) have volatilities of 3.48% and 3.52%, 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.
Loading charts...
Volatility by Period
| SPGTX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.48% | 3.52% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.52% | 10.11% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.83% | 12.86% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 16.99% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 18.03% | -1.65% |
SPGTX vs. WFSPX - Expense Ratio Comparison
SPGTX has a 0.42% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Dividends
SPGTX vs. WFSPX - Dividend Comparison
SPGTX's dividend yield for the trailing twelve months is around 3.18%, more than WFSPX's 1.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGTX Symmetry Panoramic Tax-Managed Global Equity Fund | 3.18% | 3.62% | 3.74% | 2.12% | 1.76% | 1.56% | 1.22% | 1.24% | 0.29% | 0.00% | 0.00% | 0.00% |
WFSPX iShares S&P 500 Index Fund Class K | 1.66% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Frequently Asked Questions
With a correlation of 0.92, SPGTX and WFSPX 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.
WFSPX has higher volatility (3.52%) compared to SPGTX (3.48%). In terms of maximum drawdown, SPGTX dropped -35.10% vs WFSPX's -58.21%.
SPGTX currently has the higher Sharpe Ratio (1.92 vs 1.52), 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 SPGTX and WFSPX
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