WFSPX vs. FSPGX
Compare and contrast key facts about iShares S&P 500 Index Fund (WFSPX) and Fidelity Large Cap Growth Index Fund (FSPGX).
WFSPX is managed by Blackrock. It was launched on Jul 30, 1993. FSPGX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WFSPX or FSPGX.
Key characteristics
| WFSPX | FSPGX | |
|---|---|---|
| YTD Return | 26.83% | 32.07% |
| 1Y Return | 34.77% | 39.73% |
| 3Y Return (Ann) | 9.82% | 10.44% |
| 5Y Return (Ann) | 15.49% | 19.82% |
| Sharpe Ratio | 3.05 | 2.54 |
| Sortino Ratio | 4.05 | 3.26 |
| Omega Ratio | 1.57 | 1.46 |
| Calmar Ratio | 4.42 | 3.23 |
| Martin Ratio | 20.02 | 12.71 |
| Ulcer Index | 1.87% | 3.34% |
| Daily Std Dev | 12.27% | 16.73% |
| Max Drawdown | -89.72% | -32.66% |
| Current Drawdown | -0.26% | -0.10% |
Correlation
The correlation between WFSPX and FSPGX is 0.94, 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.
Performance
WFSPX vs. FSPGX - Performance Comparison
In the year-to-date period, WFSPX achieves a 26.83% return, which is significantly lower than FSPGX's 32.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WFSPX vs. FSPGX - Expense Ratio Comparison
WFSPX has a 0.03% expense ratio, which is lower than FSPGX's 0.04% 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%.
Risk-Adjusted Performance
WFSPX vs. FSPGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.
Dividends
WFSPX vs. FSPGX - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.20%, more than FSPGX's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | 1.20% | 1.44% | 1.69% | 1.25% | 1.55% | 1.99% | 2.03% | 1.74% | 2.07% | 1.95% | 1.84% | 1.70% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.42% | 0.73% | 0.86% | 0.54% | 0.74% | 0.99% | 1.14% | 0.99% | 0.30% | 0.00% | 0.00% | 0.00% |
Drawdowns
WFSPX vs. FSPGX - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -89.72%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for WFSPX and FSPGX. For additional features, visit the drawdowns tool.
Volatility
WFSPX vs. FSPGX - Volatility Comparison
The current volatility for iShares S&P 500 Index Fund (WFSPX) is 3.75%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 4.91%. This indicates that WFSPX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.