TANDX vs. WBREOX
TANDX (Castle Tandem Fund) and WBREOX (CIT: BlackRock Equity Index Fund Class 1) are both Large Cap Blend Equities funds. Over the past year, TANDX returned -11.96% vs 21.85% for WBREOX. At a 0.32 correlation, their price movements are largely independent. TANDX charges 1.59%/yr vs 0.02%/yr for WBREOX.
Performance
TANDX vs. WBREOX - Performance Comparison
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Returns By Period
In the year-to-date period, TANDX achieves a -10.05% return, which is significantly lower than WBREOX's 10.88% return.
TANDX
- 1D
- 0.57%
- 1M
- 2.00%
- 6M
- -11.19%
- YTD
- -10.05%
- 1Y
- -11.96%
- 3Y*
- 1.25%
- 5Y*
- 1.84%
- 10Y*
- —
WBREOX
- 1D
- 0.38%
- 1M
- 0.49%
- 6M
- 9.25%
- YTD
- 10.88%
- 1Y
- 21.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TANDX vs. WBREOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TANDX Castle Tandem Fund | -10.05% | 4.11% |
WBREOX CIT: BlackRock Equity Index Fund Class 1 | 10.88% | 16.64% |
Correlation
The correlation between TANDX and WBREOX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025 | 0.32 |
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Return for Risk
TANDX vs. WBREOX — Risk / Return Rank
TANDX
WBREOX
TANDX vs. WBREOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Castle Tandem Fund (TANDX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). 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.
| TANDX | WBREOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.06 | ||
| Sortino ratioReturn per unit of downside risk | -4.26 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.34 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 2.75 | -3.44 |
| Martin ratioReturn relative to average drawdown | -1.37 | 11.78 | -13.16 |
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Drawdowns
TANDX vs. WBREOX - Drawdown Comparison
The maximum TANDX drawdown since its inception was -93.98%, which is greater than WBREOX's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for TANDX and WBREOX.
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Drawdown Indicators
| TANDX | WBREOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.98% | -19.07% | -74.91% |
Max Drawdown (1Y)Largest decline over 1 year | -16.88% | -8.89% | -7.99% |
Max Drawdown (3Y)Largest decline over 3 years | -93.98% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -93.98% | — | — |
Current DrawdownCurrent decline from peak | -93.71% | -0.74% | -92.97% |
Average DrawdownAverage peak-to-trough decline | -21.41% | -2.54% | -18.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.47% | 1.97% | +6.50% |
Volatility
TANDX vs. WBREOX - Volatility Comparison
Castle Tandem Fund (TANDX) has a higher volatility of 4.21% compared to CIT: BlackRock Equity Index Fund Class 1 (WBREOX) at 3.62%. This indicates that TANDX's price experiences larger fluctuations and is considered to be riskier than WBREOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TANDX | WBREOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 3.62% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 9.92% | -1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.09% | 12.88% | -2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 596.04% | 18.37% | +577.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 492.61% | 18.37% | +474.24% |
TANDX vs. WBREOX - Expense Ratio Comparison
TANDX has a 1.59% expense ratio, which is higher than WBREOX's 0.02% expense ratio.
Dividends
TANDX vs. WBREOX - Dividend Comparison
TANDX's dividend yield for the trailing twelve months is around 6.86%, while WBREOX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
TANDX Castle Tandem Fund | 6.86% | 6.17% | 3.71% | 2.10% | 1.48% | 4.57% | 0.33% | 0.37% |
WBREOX CIT: BlackRock Equity Index Fund Class 1 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TANDX and WBREOX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TANDX has higher volatility (4.21%) compared to WBREOX (3.62%). In terms of maximum drawdown, TANDX dropped -93.98% vs WBREOX's -19.07%.
WBREOX currently has the higher Sharpe Ratio (1.90 vs -1.16), 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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