WFSPX vs. CLPAX
Compare and contrast key facts about iShares S&P 500 Index Fund (WFSPX) and Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX).
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. CLPAX is managed by Catalyst Mutual Funds. It was launched on Dec 30, 2013.
Performance
WFSPX vs. CLPAX - Performance Comparison
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WFSPX vs. CLPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CLPAX Catalyst Nasdaq-100 Hedged Equity Fund | -7.05% | 12.32% | 11.42% | 35.92% | -30.54% | 13.11% | 5.25% | 19.41% | -3.65% | 8.20% |
Returns By Period
The year-to-date returns for both investments are quite close, with WFSPX having a -7.06% return and CLPAX slightly higher at -7.05%. Over the past 10 years, WFSPX has outperformed CLPAX with an annualized return of 13.63%, while CLPAX has yielded a comparatively lower 5.33% 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%
CLPAX
- 1D
- -0.56%
- 1M
- -5.79%
- YTD
- -7.05%
- 6M
- -6.80%
- 1Y
- 14.47%
- 3Y*
- 11.10%
- 5Y*
- 4.94%
- 10Y*
- 5.33%
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WFSPX vs. CLPAX - Expense Ratio Comparison
WFSPX has a 0.03% expense ratio, which is lower than CLPAX's 1.74% expense ratio.
Return for Risk
WFSPX vs. CLPAX — Risk / Return Rank
WFSPX
CLPAX
WFSPX vs. CLPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX). 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 | CLPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.87 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.36 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 0.96 | +0.09 |
Martin ratioReturn relative to average drawdown | 5.13 | 2.91 | +2.22 |
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 | CLPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.87 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.32 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.37 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.34 | -0.21 |
Correlation
The correlation between WFSPX and CLPAX is 0.84, 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. CLPAX - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.58%, less than CLPAX's 9.79% 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% |
CLPAX Catalyst Nasdaq-100 Hedged Equity Fund | 9.79% | 9.10% | 0.00% | 0.00% | 2.68% | 0.32% | 0.49% | 5.41% | 0.30% | 0.02% | 0.00% | 17.26% |
Drawdowns
WFSPX vs. CLPAX - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, which is greater than CLPAX's maximum drawdown of -32.47%. Use the drawdown chart below to compare losses from any high point for WFSPX and CLPAX.
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Drawdown Indicators
| WFSPX | CLPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -32.47% | -25.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -12.87% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -32.47% | +7.96% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -32.47% | -1.27% |
Current DrawdownCurrent decline from peak | -8.90% | -12.87% | +3.97% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -8.16% | -4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 4.26% | -1.77% |
Volatility
WFSPX vs. CLPAX - Volatility Comparison
iShares S&P 500 Index Fund (WFSPX) has a higher volatility of 4.24% compared to Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) at 3.18%. This indicates that WFSPX's price experiences larger fluctuations and is considered to be riskier than CLPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFSPX | CLPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 3.18% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 9.87% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.06% | 16.59% | +1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 15.63% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 14.38% | +3.60% |