WBREOX vs. AFNIX

Last updated Jun 4, 2026

WBREOX (CIT: BlackRock Equity Index Fund Class 1) and AFNIX (AAM/Bahl & Gaynor Income Growth Fund Class I) are both Large Cap Blend Equities funds. At a 0.45 correlation, their price movements are largely independent. WBREOX charges 0.02%/yr vs 0.83%/yr for AFNIX.

Performance

WBREOX vs. AFNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CIT: BlackRock Equity Index Fund Class 1 (WBREOX) and AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WBREOX

• 1D: 0.13%
• 1M: 5.80%
• YTD: 11.70%
• 6M: 11.74%
• 1Y: 28.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AFNIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WBREOX vs. AFNIX - Yearly Performance Comparison

	2026 (YTD)	2025
WBREOX CIT: BlackRock Equity Index Fund Class 1	11.70%	16.64%
AFNIX AAM/Bahl & Gaynor Income Growth Fund Class I	1.74%	10.65%

Correlation

The correlation between WBREOX and AFNIX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (All Time) Calculated using the full available price history since Jan 6, 2025	0.45

Return for Risk

WBREOX vs. AFNIX — Risk / Return Rank

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

WBREOX

WBREOX Risk / Return Rank: 84
WBREOX Sharpe Ratio Rank: 86
WBREOX Sortino Ratio Rank: 83
WBREOX Omega Ratio Rank: 78
WBREOX Calmar Ratio Rank: 83
WBREOX Martin Ratio Rank: 88

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.

WBREOX vs. AFNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CIT: BlackRock Equity Index Fund Class 1 (WBREOX) and AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX). 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.

	WBREOX	AFNIX	Difference
Sharpe ratio: Return per unit of total volatility	2.80	—	—
Sortino ratio: Return per unit of downside risk	3.94	—	—
Omega ratio: Gain probability vs. loss probability	1.51	—	—
Calmar ratio: Return relative to maximum drawdown	3.85	—	—
Martin ratio: Return relative to average drawdown	17.42	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WBREOX	AFNIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.80	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.26	—	—

Drawdowns

Drawdown Indicators

	WBREOX	AFNIX	Difference
Max Drawdown Largest peak-to-trough decline	-19.07%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-8.89%	—	—
Current Drawdown Current decline from peak	0.00%	—	—
Average Drawdown Average peak-to-trough decline	-2.60%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	—	—

Volatility

Volatility by Period

	WBREOX	AFNIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.83%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.40%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.22%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.64%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.64%	—	—

WBREOX vs. AFNIX - Expense Ratio Comparison

WBREOX has a 0.02% expense ratio, which is lower than AFNIX's 0.83% expense ratio.

Dividends

WBREOX vs. AFNIX - Dividend Comparison

WBREOX has not paid dividends to shareholders, while AFNIX's dividend yield for the trailing twelve months is around 31.18%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AFNIX AAM/Bahl & Gaynor Income Growth Fund Class I	31.18%	14.13%	6.88%	3.43%	4.61%	1.78%	1.75%	2.13%	2.04%	1.72%	1.79%	2.66%
WBREOX CIT: BlackRock Equity Index Fund Class 1	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WBREOX and AFNIX in my portfolio?

WBREOX and AFNIX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.