WFSPX vs. BDMIX
Compare and contrast key facts about iShares S&P 500 Index Fund (WFSPX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).
WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.
Performance
WFSPX vs. BDMIX - Performance Comparison
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WFSPX vs. BDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | -4.63% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 4.32% | 18.30% | 21.39% | 14.55% | 1.80% | 3.34% | 0.29% | -0.85% | 2.20% | 12.85% |
Returns By Period
In the year-to-date period, WFSPX achieves a -4.63% return, which is significantly lower than BDMIX's 4.32% return. Over the past 10 years, WFSPX has outperformed BDMIX with an annualized return of 13.92%, while BDMIX has yielded a comparatively lower 7.29% annualized return.
WFSPX
- 1D
- 2.62%
- 1M
- -5.31%
- YTD
- -4.63%
- 6M
- -2.47%
- 1Y
- 16.96%
- 3Y*
- 18.15%
- 5Y*
- 11.69%
- 10Y*
- 13.92%
BDMIX
- 1D
- 0.73%
- 1M
- 1.60%
- YTD
- 4.32%
- 6M
- 8.75%
- 1Y
- 17.17%
- 3Y*
- 18.86%
- 5Y*
- 11.38%
- 10Y*
- 7.29%
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WFSPX vs. BDMIX - Expense Ratio Comparison
WFSPX has a 0.03% expense ratio, which is lower than BDMIX's 1.57% expense ratio.
Return for Risk
WFSPX vs. BDMIX — Risk / Return Rank
WFSPX
BDMIX
WFSPX vs. BDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). 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.
| WFSPX | BDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 2.55 | -1.59 |
Sortino ratioReturn per unit of downside risk | 1.47 | 3.73 | -2.27 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.48 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 5.14 | -3.64 |
Martin ratioReturn relative to average drawdown | 7.15 | 14.25 | -7.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WFSPX | BDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 2.55 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 1.76 | -1.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 1.27 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 1.15 | -1.02 |
Correlation
The correlation between WFSPX and BDMIX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
WFSPX vs. BDMIX - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.54%, less than BDMIX's 8.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | 1.54% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 8.56% | 8.94% | 13.26% | 7.42% | 0.00% | 1.23% | 0.30% | 6.78% | 0.94% | 0.00% | 0.00% | 1.86% |
Drawdowns
WFSPX vs. BDMIX - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for WFSPX and BDMIX.
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Drawdown Indicators
| WFSPX | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -11.89% | -46.32% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -3.60% | -8.51% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -7.45% | -17.06% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -9.44% | -24.30% |
Current DrawdownCurrent decline from peak | -6.51% | -0.13% | -6.38% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -2.71% | -10.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 1.30% | +1.23% |
Volatility
WFSPX vs. BDMIX - Volatility Comparison
iShares S&P 500 Index Fund (WFSPX) has a higher volatility of 5.17% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.72%. This indicates that WFSPX's price experiences larger fluctuations and is considered to be riskier than BDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFSPX | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 1.72% | +3.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 4.78% | +4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 6.93% | +11.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 6.51% | +10.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 5.77% | +12.23% |