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WFSPX vs. BXMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WFSPX vs. BXMX - Performance Comparison

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

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WFSPX vs. BXMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFSPX
iShares S&P 500 Index Fund
-7.06%17.83%24.94%26.25%-18.14%28.63%18.43%31.45%-4.83%21.27%
BXMX
Nuveen S&P 500 Buy-Write Income Fund
-8.03%13.74%17.26%9.10%-7.18%20.83%1.11%22.22%-9.06%19.76%

Returns By Period

In the year-to-date period, WFSPX achieves a -7.06% return, which is significantly higher than BXMX's -8.03% return. Over the past 10 years, WFSPX has outperformed BXMX with an annualized return of 13.63%, while BXMX has yielded a comparatively lower 8.03% annualized return.


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%

BXMX

1D
-2.07%
1M
-7.53%
YTD
-8.03%
6M
-4.57%
1Y
9.21%
3Y*
9.29%
5Y*
7.43%
10Y*
8.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WFSPX vs. BXMX - Expense Ratio Comparison

WFSPX has a 0.03% expense ratio, which is lower than BXMX's 0.89% expense ratio.


Return for Risk

WFSPX vs. BXMX — Risk / Return Rank

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

WFSPX
WFSPX Risk / Return Rank: 4646
Overall Rank
WFSPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 5050
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 4141
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 5353
Martin Ratio Rank

BXMX
BXMX Risk / Return Rank: 2323
Overall Rank
BXMX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BXMX Sortino Ratio Rank: 2020
Sortino Ratio Rank
BXMX Omega Ratio Rank: 2222
Omega Ratio Rank
BXMX Calmar Ratio Rank: 2525
Calmar Ratio Rank
BXMX Martin Ratio Rank: 2929
Martin Ratio Rank
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. BXMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and Nuveen S&P 500 Buy-Write Income Fund (BXMX). 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.


WFSPXBXMXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.52

+0.32

Sortino ratio

Return per unit of downside risk

1.30

0.87

+0.43

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

1.06

0.73

+0.33

Martin ratio

Return relative to average drawdown

5.13

3.22

+1.91

WFSPX vs. BXMX - Sharpe Ratio Comparison

The current WFSPX Sharpe Ratio is 0.84, which is higher than the BXMX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of WFSPX and BXMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WFSPXBXMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.52

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.50

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.46

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.36

-0.23

Correlation

The correlation between WFSPX and BXMX is 0.66, 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

WFSPX vs. BXMX - Dividend Comparison

WFSPX's dividend yield for the trailing twelve months is around 1.58%, less than BXMX's 8.22% yield.


TTM20252024202320222021202020192018201720162015
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%
BXMX
Nuveen S&P 500 Buy-Write Income Fund
8.22%7.41%7.02%7.37%7.48%5.87%6.81%6.76%8.12%6.41%7.33%7.42%

Drawdowns

WFSPX vs. BXMX - Drawdown Comparison

The maximum WFSPX drawdown since its inception was -58.21%, which is greater than BXMX's maximum drawdown of -49.53%. Use the drawdown chart below to compare losses from any high point for WFSPX and BXMX.


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Drawdown Indicators


WFSPXBXMXDifference

Max Drawdown

Largest peak-to-trough decline

-58.21%

-49.53%

-8.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-11.42%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

-17.94%

-6.57%

Max Drawdown (10Y)

Largest decline over 10 years

-33.74%

-38.77%

+5.03%

Current Drawdown

Current decline from peak

-8.90%

-9.75%

+0.85%

Average Drawdown

Average peak-to-trough decline

-12.84%

-5.69%

-7.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.58%

-0.09%

Volatility

WFSPX vs. BXMX - Volatility Comparison

iShares S&P 500 Index Fund (WFSPX) and Nuveen S&P 500 Buy-Write Income Fund (BXMX) have volatilities of 4.24% and 4.26%, 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.


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Volatility by Period


WFSPXBXMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.26%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

8.32%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

16.43%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

14.98%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

17.44%

+0.54%