WFSPX vs. BSPGX

Last updated Apr 1, 2026

Compare and contrast key facts about iShares S&P 500 Index Fund (WFSPX) and iShares S&P 500 Index Fund Class G (BSPGX).

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. BSPGX is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Jul 1, 2019. Both WFSPX and BSPGX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WFSPX vs. BSPGX - Performance Comparison

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

WFSPX vs. BSPGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WFSPX iShares S&P 500 Index Fund	-7.06%	17.83%	24.94%	26.25%	-18.14%	28.63%	18.43%	9.74%
BSPGX iShares S&P 500 Index Fund Class G	-7.06%	17.85%	24.96%	26.27%	-18.12%	28.66%	19.16%	11.06%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with WFSPX at -7.06% and BSPGX at -7.06%.

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%

BSPGX

• 1D: -0.39%
• 1M: -7.68%
• YTD: -7.06%
• 6M: -4.62%
• 1Y: 14.42%
• 3Y*: 17.15%
• 5Y*: 11.39%
• 10Y*: —

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

WFSPX vs. BSPGX - Expense Ratio Comparison

WFSPX has a 0.03% expense ratio, which is higher than BSPGX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

WFSPX

iShares S&P 500 Index Fund

BSPGX

iShares S&P 500 Index Fund Class G

Return for Risk

WFSPX vs. BSPGX — Risk / Return Rank

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

WFSPX

WFSPX Risk / Return Rank: 46
WFSPX Sharpe Ratio Rank: 41
WFSPX Sortino Ratio Rank: 45
WFSPX Omega Ratio Rank: 50
WFSPX Calmar Ratio Rank: 41
WFSPX Martin Ratio Rank: 53

BSPGX

BSPGX Risk / Return Rank: 44
BSPGX Sharpe Ratio Rank: 39
BSPGX Sortino Ratio Rank: 42
BSPGX Omega Ratio Rank: 46
BSPGX Calmar Ratio Rank: 40
BSPGX Martin Ratio Rank: 52

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.

WFSPX vs. BSPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and iShares S&P 500 Index Fund Class G (BSPGX). 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	BSPGX	Difference
Sharpe ratio Return per unit of total volatility	0.84	0.84	0.00
Sortino ratio Return per unit of downside risk	1.30	1.30	0.00
Omega ratio Gain probability vs. loss probability	1.20	1.20	0.00
Calmar ratio Return relative to maximum drawdown	1.06	1.06	0.00
Martin ratio Return relative to average drawdown	5.13	5.14	-0.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WFSPX vs. BSPGX - Sharpe Ratio Comparison

The current WFSPX Sharpe Ratio is 0.84, which is comparable to the BSPGX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of WFSPX and BSPGX, 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

	WFSPX	BSPGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.84	0.84	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.68	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.69	-0.57

Correlation

The correlation between WFSPX and BSPGX is 1.00, 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

WFSPX vs. BSPGX - Dividend Comparison

WFSPX's dividend yield for the trailing twelve months is around 1.58%, less than BSPGX's 1.60% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
BSPGX iShares S&P 500 Index Fund Class G	1.60%	1.74%	1.43%	1.52%	2.04%	1.83%	2.09%	2.25%	0.00%	0.00%	0.00%	0.00%

Drawdowns

WFSPX vs. BSPGX - Drawdown Comparison

The maximum WFSPX drawdown since its inception was -58.21%, which is greater than BSPGX's maximum drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for WFSPX and BSPGX.

Drawdown Indicators

	WFSPX	BSPGX	Difference
Max Drawdown Largest peak-to-trough decline	-58.21%	-33.74%	-24.47%
Max Drawdown (1Y) Largest decline over 1 year	-12.11%	-12.11%	0.00%
Max Drawdown (5Y) Largest decline over 5 years	-24.51%	-24.50%	-0.01%
Max Drawdown (10Y) Largest decline over 10 years	-33.74%	—	—
Current Drawdown Current decline from peak	-8.90%	-8.90%	0.00%
Average Drawdown Average peak-to-trough decline	-12.84%	-5.19%	-7.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	2.49%	0.00%

Volatility

WFSPX vs. BSPGX - Volatility Comparison

iShares S&P 500 Index Fund (WFSPX) and iShares S&P 500 Index Fund Class G (BSPGX) have volatilities of 4.24% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WFSPX	BSPGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.24%	4.24%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	9.08%	9.08%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	18.06%	18.06%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.84%	16.85%	-0.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.98%	20.15%	-2.17%