STFAX vs. WFSPX
STFAX (State Street Equity 500 Index Fund) and WFSPX (iShares S&P 500 Index Fund Class K) are both mutual funds - STFAX is a Large Cap Blend Equities fund managed by State Street, while WFSPX is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, STFAX returned 14.92%/yr vs 15.03%/yr for WFSPX. Their 0.99 correlation means they have historically moved very closely together. STFAX charges 0.17%/yr vs 0.03%/yr for WFSPX.
Performance
STFAX vs. WFSPX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with STFAX having a 10.02% return and WFSPX slightly higher at 10.11%. Both investments have delivered pretty close results over the past 10 years, with STFAX having a 14.92% annualized return and WFSPX not far ahead at 15.03%.
STFAX
- 1D
- 0.71%
- 1M
- 0.14%
- 6M
- 7.88%
- YTD
- 10.02%
- 1Y
- 21.28%
- 3Y*
- 19.21%
- 5Y*
- 12.64%
- 10Y*
- 14.92%
- ALL TIME*
- 8.15%
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 |
STFAX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STFAX State Street Equity 500 Index Fund | 10.02% | 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 | 10.11% | 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 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 1.00 |
Correlation (3Y) Balances recent behavior with more history. | 1.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 1.00 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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
STFAX
WFSPX
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.
| STFAX | WFSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.20 | -0.02 |
| Martin ratioReturn relative to average drawdown | 9.35 | 9.44 | -0.09 |
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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
| STFAX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.44% | -1.41% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -12.72% | +2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.07% | +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 3.52% 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.
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Volatility by Period
| STFAX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 3.52% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 10.11% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 12.86% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 16.99% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 18.03% | +0.01% |
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 1.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.66% | 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 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 (3.52%) compared to STFAX (3.52%). In terms of maximum drawdown, STFAX dropped -57.29% vs WFSPX's -58.21%.
WFSPX currently has the higher Sharpe Ratio (1.52 vs 1.51), 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.
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