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STFAX vs. WFSPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STFAX vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Equity 500 Index Fund (STFAX) and iShares S&P 500 Index Fund Class K (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with STFAX having a 10.10% return and WFSPX slightly higher at 10.17%. Both investments have delivered pretty close results over the past 10 years, with STFAX having a 15.35% annualized return and WFSPX not far ahead at 15.46%.


STFAX

1D
1.08%
1M
0.46%
YTD
10.10%
6M
9.59%
1Y
26.95%
3Y*
20.77%
5Y*
13.89%
10Y*
15.35%

WFSPX

1D
1.09%
1M
0.46%
YTD
10.17%
6M
9.66%
1Y
27.12%
3Y*
20.94%
5Y*
14.06%
10Y*
15.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STFAX vs. WFSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STFAX
State Street Equity 500 Index Fund
10.10%17.63%24.80%26.09%-18.28%28.31%18.14%31.13%-4.52%21.43%
WFSPX
iShares S&P 500 Index Fund Class K
10.17%17.83%24.94%26.25%-18.14%28.63%18.43%31.45%-4.83%21.27%

Correlation

The correlation between STFAX and WFSPX is 1.00 - 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

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2001

0.99

The correlation between STFAX and WFSPX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

STFAX vs. WFSPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STFAX
STFAX Risk / Return Rank: 6565
Overall Rank
STFAX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
STFAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
STFAX Omega Ratio Rank: 5959
Omega Ratio Rank
STFAX Calmar Ratio Rank: 6767
Calmar Ratio Rank
STFAX Martin Ratio Rank: 7878
Martin Ratio Rank

WFSPX
WFSPX Risk / Return Rank: 6666
Overall Rank
WFSPX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 5858
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 6060
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 6868
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STFAX vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Equity 500 Index Fund (STFAX) 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.


STFAXWFSPXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.39

1.39

0.00

Calmar ratioReturn relative to maximum drawdown

3.01

3.03

-0.02

Martin ratioReturn relative to average drawdown

13.59

13.70

-0.11

STFAX vs. WFSPX - Sharpe Ratio Comparison

The current STFAX Sharpe Ratio is 2.15, which is comparable to the WFSPX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of STFAX and WFSPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

STFAX vs. WFSPX - Drawdown Comparison

The maximum STFAX drawdown since its inception was -57.29%, roughly equal to the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for STFAX and WFSPX.


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Drawdown Indicators


STFAXWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-57.29%

-58.21%

+0.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-8.90%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-18.76%

-18.74%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-24.57%

-24.51%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.76%

-33.74%

-0.02%

Current Drawdown

Current decline from peak

-1.36%

-1.36%

0.00%

Average Drawdown

Average peak-to-trough decline

-10.19%

-12.76%

+2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.96%

+0.01%

Volatility

STFAX vs. WFSPX - Volatility Comparison

State Street Equity 500 Index Fund (STFAX) and iShares S&P 500 Index Fund Class K (WFSPX) have volatilities of 4.76% and 4.77%, 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.


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Volatility by Period


STFAXWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

4.77%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

9.90%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

12.46%

12.46%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

16.97%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

18.07%

0.00%

STFAX vs. WFSPX - Expense Ratio Comparison

STFAX has a 0.17% expense ratio, which is higher than WFSPX's 0.03% 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

STFAX vs. WFSPX - Dividend Comparison

STFAX's dividend yield for the trailing twelve months is around 1.17%, less than WFSPX's 1.59% yield.


PositionTTM20252024202320222021202020192018201720162015
STFAX
State Street Equity 500 Index Fund
1.17%1.29%1.47%1.63%2.01%2.61%1.71%4.28%5.02%5.78%1.92%1.69%
WFSPX
iShares S&P 500 Index Fund Class K
1.59%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 1.00, STFAX 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 (4.77%) compared to STFAX (4.76%). In terms of maximum drawdown, STFAX dropped -57.29% vs WFSPX's -58.21%.

WFSPX currently has the higher Sharpe Ratio (2.16 vs 2.15), 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.

Portfolio Optimizer

Find the right allocation for STFAX 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.

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