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STLAX vs. WFSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STLAX vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock LifePath Dynamic Retirement Fund (STLAX) and iShares S&P 500 Index Fund (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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STLAX vs. WFSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STLAX
BlackRock LifePath Dynamic Retirement Fund
-1.32%12.00%8.16%12.51%-14.86%6.87%12.83%16.91%-3.65%10.96%
WFSPX
iShares S&P 500 Index Fund
-7.06%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, STLAX achieves a -1.32% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, STLAX has underperformed WFSPX with an annualized return of 6.01%, while WFSPX has yielded a comparatively higher 13.63% annualized return.


STLAX

1D
0.10%
1M
-4.60%
YTD
-1.32%
6M
0.03%
1Y
9.70%
3Y*
8.62%
5Y*
3.99%
10Y*
6.01%

WFSPX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.63%
1Y
14.40%
3Y*
17.13%
5Y*
11.37%
10Y*
13.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STLAX vs. WFSPX - Expense Ratio Comparison

STLAX has a 0.51% expense ratio, which is higher than WFSPX's 0.03% expense ratio.


Return for Risk

STLAX vs. WFSPX — Risk / Return Rank

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

STLAX
STLAX Risk / Return Rank: 6868
Overall Rank
STLAX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
STLAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
STLAX Omega Ratio Rank: 6565
Omega Ratio Rank
STLAX Calmar Ratio Rank: 6767
Calmar Ratio Rank
STLAX Martin Ratio Rank: 7575
Martin Ratio Rank

WFSPX
WFSPX Risk / Return Rank: 4646
Overall Rank
WFSPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 5050
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 4141
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 5353
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.

STLAX vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Dynamic Retirement Fund (STLAX) 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.


STLAXWFSPXDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.84

+0.36

Sortino ratio

Return per unit of downside risk

1.69

1.30

+0.39

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.56

1.06

+0.50

Martin ratio

Return relative to average drawdown

7.18

5.13

+2.05

STLAX vs. WFSPX - Sharpe Ratio Comparison

The current STLAX Sharpe Ratio is 1.20, which is higher than the WFSPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of STLAX and WFSPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


STLAXWFSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.84

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.68

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.76

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.13

+0.70

Correlation

The correlation between STLAX and WFSPX is 0.84, 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

STLAX vs. WFSPX - Dividend Comparison

STLAX's dividend yield for the trailing twelve months is around 4.90%, more than WFSPX's 1.58% yield.


TTM20252024202320222021202020192018201720162015
STLAX
BlackRock LifePath Dynamic Retirement Fund
4.90%4.83%11.22%8.31%1.14%14.51%6.38%2.55%9.46%8.75%1.47%5.58%
WFSPX
iShares S&P 500 Index Fund
1.58%1.72%1.41%1.50%2.02%1.82%1.66%1.99%2.00%1.62%2.37%2.49%

Drawdowns

STLAX vs. WFSPX - Drawdown Comparison

The maximum STLAX drawdown since its inception was -25.68%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for STLAX and WFSPX.


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Drawdown Indicators


STLAXWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-25.68%

-58.21%

+32.53%

Max Drawdown (1Y)

Largest decline over 1 year

-5.78%

-12.11%

+6.33%

Max Drawdown (5Y)

Largest decline over 5 years

-20.58%

-24.51%

+3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-20.58%

-33.74%

+13.16%

Current Drawdown

Current decline from peak

-4.60%

-8.90%

+4.30%

Average Drawdown

Average peak-to-trough decline

-2.39%

-12.84%

+10.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

2.49%

-1.24%

Volatility

STLAX vs. WFSPX - Volatility Comparison

The current volatility for BlackRock LifePath Dynamic Retirement Fund (STLAX) is 3.05%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 4.24%. This indicates that STLAX 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


STLAXWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

4.24%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

4.97%

9.08%

-4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

8.25%

18.06%

-9.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.17%

16.84%

-6.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.81%

17.98%

-9.17%