WFSPX vs. MEIKX
Compare and contrast key facts about iShares S&P 500 Index Fund (WFSPX) and MFS Value Fund (MEIKX).
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. MEIKX is managed by MFS. It was launched on May 1, 2006.
Performance
WFSPX vs. MEIKX - Performance Comparison
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WFSPX vs. MEIKX - 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% |
MEIKX MFS Value Fund | 1.11% | 13.37% | 11.98% | 8.32% | -5.92% | 25.59% | 4.09% | 30.18% | -9.81% | 17.26% |
Returns By Period
In the year-to-date period, WFSPX achieves a -4.63% return, which is significantly lower than MEIKX's 1.11% return. Over the past 10 years, WFSPX has outperformed MEIKX with an annualized return of 13.92%, while MEIKX has yielded a comparatively lower 10.10% annualized return.
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%
MEIKX
- 1D
- 1.64%
- 1M
- -5.00%
- YTD
- 1.11%
- 6M
- 3.65%
- 1Y
- 10.49%
- 3Y*
- 12.15%
- 5Y*
- 8.48%
- 10Y*
- 10.10%
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WFSPX vs. MEIKX - Expense Ratio Comparison
WFSPX has a 0.03% expense ratio, which is lower than MEIKX's 0.43% expense ratio.
Return for Risk
WFSPX vs. MEIKX — Risk / Return Rank
WFSPX
MEIKX
WFSPX vs. MEIKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and MFS Value Fund (MEIKX). 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 | MEIKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.70 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.04 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.03 | +0.46 |
Martin ratioReturn relative to average drawdown | 7.15 | 4.53 | +2.62 |
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 | MEIKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.70 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.61 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.61 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.39 | -0.26 |
Correlation
The correlation between WFSPX and MEIKX is 0.91, 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. MEIKX - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.54%, less than MEIKX's 9.82% 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% |
MEIKX MFS Value Fund | 9.82% | 9.72% | 9.49% | 8.58% | 7.77% | 3.43% | 2.75% | 3.28% | 3.76% | 4.14% | 3.84% | 6.12% |
Drawdowns
WFSPX vs. MEIKX - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, roughly equal to the maximum MEIKX drawdown of -56.81%. Use the drawdown chart below to compare losses from any high point for WFSPX and MEIKX.
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Drawdown Indicators
| WFSPX | MEIKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -56.81% | -1.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -11.09% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -17.50% | -7.01% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -36.68% | +2.94% |
Current DrawdownCurrent decline from peak | -6.51% | -5.00% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -9.51% | -3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.52% | +0.01% |
Volatility
WFSPX vs. MEIKX - Volatility Comparison
iShares S&P 500 Index Fund (WFSPX) has a higher volatility of 5.17% compared to MFS Value Fund (MEIKX) at 3.64%. This indicates that WFSPX's price experiences larger fluctuations and is considered to be riskier than MEIKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFSPX | MEIKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 3.64% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 7.85% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 14.82% | +3.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 13.91% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 16.55% | +1.45% |