WFSPX vs. CISIX
Compare and contrast key facts about iShares S&P 500 Index Fund (WFSPX) and Calvert US Large-Cap Core Responsible Index Fund (CISIX).
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. CISIX is managed by Calvert Research and Management. It was launched on Jun 30, 2000.
Performance
WFSPX vs. CISIX - Performance Comparison
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WFSPX vs. CISIX - 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% |
CISIX Calvert US Large-Cap Core Responsible Index Fund | -7.68% | 15.90% | 24.14% | 27.27% | -21.68% | 25.63% | 26.12% | 32.81% | -4.08% | 21.18% |
Returns By Period
In the year-to-date period, WFSPX achieves a -4.63% return, which is significantly higher than CISIX's -7.68% return. Both investments have delivered pretty close results over the past 10 years, with WFSPX having a 13.92% annualized return and CISIX not far behind at 13.49%.
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%
CISIX
- 1D
- -0.44%
- 1M
- -8.25%
- YTD
- -7.68%
- 6M
- -4.74%
- 1Y
- 13.68%
- 3Y*
- 16.05%
- 5Y*
- 9.61%
- 10Y*
- 13.49%
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WFSPX vs. CISIX - Expense Ratio Comparison
WFSPX has a 0.03% expense ratio, which is lower than CISIX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
WFSPX vs. CISIX — Risk / Return Rank
WFSPX
CISIX
WFSPX vs. CISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and Calvert US Large-Cap Core Responsible Index Fund (CISIX). 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 | CISIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.77 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.22 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 0.96 | +0.53 |
Martin ratioReturn relative to average drawdown | 7.15 | 4.50 | +2.66 |
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 | CISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.77 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.55 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.73 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.35 | -0.22 |
Correlation
The correlation between WFSPX and CISIX is 0.98, 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. CISIX - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.54%, less than CISIX's 5.84% 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% |
CISIX Calvert US Large-Cap Core Responsible Index Fund | 5.84% | 5.39% | 1.77% | 1.02% | 1.17% | 1.02% | 0.94% | 1.14% | 4.33% | 2.41% | 3.77% | 7.62% |
Drawdowns
WFSPX vs. CISIX - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, roughly equal to the maximum CISIX drawdown of -59.36%. Use the drawdown chart below to compare losses from any high point for WFSPX and CISIX.
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Drawdown Indicators
| WFSPX | CISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -59.36% | +1.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -12.40% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -27.37% | +2.86% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -32.82% | -0.92% |
Current DrawdownCurrent decline from peak | -6.51% | -9.72% | +3.21% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -14.38% | +1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.66% | -0.13% |
Volatility
WFSPX vs. CISIX - Volatility Comparison
iShares S&P 500 Index Fund (WFSPX) has a higher volatility of 5.17% compared to Calvert US Large-Cap Core Responsible Index Fund (CISIX) at 4.43%. This indicates that WFSPX's price experiences larger fluctuations and is considered to be riskier than CISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFSPX | CISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 4.43% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 9.37% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 18.54% | -0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 17.72% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 18.52% | -0.52% |