WBREOX vs. AFNIX

Last updated Apr 1, 2026

Compare and contrast key facts about CIT: BlackRock Equity Index Fund Class 1 (WBREOX) and AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX).

WBREOX is a passively managed fund by BlackRock that tracks the performance of the S&P 500. It was launched on Jul 24, 2017. AFNIX is managed by AAM. It was launched on Jul 5, 2012.

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.

WBREOX vs. AFNIX - Yearly Performance Comparison

	2026 (YTD)	2025
WBREOX CIT: BlackRock Equity Index Fund Class 1	-7.06%	16.64%
AFNIX AAM/Bahl & Gaynor Income Growth Fund Class I	1.74%	10.65%

Returns By Period

In the year-to-date period, WBREOX achieves a -7.06% return, which is significantly lower than AFNIX's 1.74% return.

WBREOX

• 1D: -0.39%
• 1M: -7.68%
• YTD: -7.06%
• 6M: -4.59%
• 1Y: 14.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AFNIX

• 1D: 0.00%
• 1M: -5.57%
• YTD: 1.74%
• 6M: 2.64%
• 1Y: 12.52%
• 3Y*: 12.09%
• 5Y*: 8.54%
• 10Y*: 10.47%

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

WBREOX vs. AFNIX - Expense Ratio Comparison

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

AFNIX

AAM/Bahl & Gaynor Income Growth Fund Class I

WBREOX

CIT: BlackRock Equity Index Fund Class 1

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: 28
WBREOX Sharpe Ratio Rank: 33
WBREOX Sortino Ratio Rank: 41
WBREOX Omega Ratio Rank: 40
WBREOX Calmar Ratio Rank: 12
WBREOX Martin Ratio Rank: 13

AFNIX

AFNIX Risk / Return Rank: 55
AFNIX Sharpe Ratio Rank: 54
AFNIX Sortino Ratio Rank: 53
AFNIX Omega Ratio Rank: 55
AFNIX Calmar Ratio Rank: 49
AFNIX Martin Ratio Rank: 62

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	0.78	1.00	-0.22
Sortino ratio Return per unit of downside risk	1.31	1.43	-0.13
Omega ratio Gain probability vs. loss probability	1.19	1.22	-0.03
Calmar ratio Return relative to maximum drawdown	0.30	1.20	-0.90
Martin ratio Return relative to average drawdown	1.17	5.93	-4.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WBREOX vs. AFNIX - Sharpe Ratio Comparison

The current WBREOX Sharpe Ratio is 0.78, which is comparable to the AFNIX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of WBREOX and AFNIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WBREOX	AFNIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	1.00	-0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.62	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.69	-0.29

Correlation

The correlation between WBREOX and AFNIX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

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 31.45%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
AFNIX AAM/Bahl & Gaynor Income Growth Fund Class I	31.45%	14.13%	6.88%	3.43%	4.61%	1.78%	1.75%	2.13%	2.04%	1.72%	1.79%	2.66%

Drawdowns

WBREOX vs. AFNIX - Drawdown Comparison

The maximum WBREOX drawdown since its inception was -19.07%, smaller than the maximum AFNIX drawdown of -35.60%. Use the drawdown chart below to compare losses from any high point for WBREOX and AFNIX.

Drawdown Indicators

	WBREOX	AFNIX	Difference
Max Drawdown Largest peak-to-trough decline	-19.07%	-35.60%	+16.53%
Max Drawdown (1Y) Largest decline over 1 year	-12.12%	-10.43%	-1.69%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.57%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.60%	—
Current Drawdown Current decline from peak	-8.89%	-5.60%	-3.29%
Average Drawdown Average peak-to-trough decline	-2.86%	-3.54%	+0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.97%	2.12%	+2.85%

Volatility

WBREOX vs. AFNIX - Volatility Comparison

CIT: BlackRock Equity Index Fund Class 1 (WBREOX) has a higher volatility of 4.24% compared to AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX) at 3.07%. This indicates that WBREOX's price experiences larger fluctuations and is considered to be riskier than AFNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WBREOX	AFNIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.24%	3.07%	+1.17%
Volatility (6M) Calculated over the trailing 6-month period	9.22%	6.63%	+2.59%
Volatility (1Y) Calculated over the trailing 1-year period	19.88%	13.64%	+6.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.36%	13.89%	+5.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.36%	16.25%	+3.11%