WFSPX vs. MSXAX
Compare and contrast key facts about iShares S&P 500 Index Fund (WFSPX) and NYLI S&P 500 Index Class A (MSXAX).
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. MSXAX is a passively managed fund by New York Life that tracks the performance of the S&P 500 Index. It was launched on Jan 2, 2004. Both WFSPX and MSXAX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WFSPX vs. MSXAX - Performance Comparison
Loading graphics...
WFSPX vs. MSXAX - 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% |
MSXAX NYLI S&P 500 Index Class A | -4.45% | 17.26% | 23.98% | 25.96% | -18.52% | 28.13% | 17.86% | 30.69% | -4.71% | 21.07% |
Returns By Period
The year-to-date returns for both investments are quite close, with WFSPX having a -4.63% return and MSXAX slightly higher at -4.45%. Both investments have delivered pretty close results over the past 10 years, with WFSPX having a 13.92% annualized return and MSXAX not far behind at 13.51%.
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%
MSXAX
- 1D
- 2.92%
- 1M
- -5.05%
- YTD
- -4.45%
- 6M
- -2.39%
- 1Y
- 16.74%
- 3Y*
- 17.69%
- 5Y*
- 11.23%
- 10Y*
- 13.51%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WFSPX vs. MSXAX - Expense Ratio Comparison
WFSPX has a 0.03% expense ratio, which is lower than MSXAX's 0.52% expense ratio.
Return for Risk
WFSPX vs. MSXAX — Risk / Return Rank
WFSPX
MSXAX
WFSPX vs. MSXAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and NYLI S&P 500 Index Class A (MSXAX). 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 | MSXAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.95 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.45 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.28 | +0.21 |
Martin ratioReturn relative to average drawdown | 7.15 | 6.10 | +1.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WFSPX | MSXAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.95 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.67 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.75 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.52 | -0.39 |
Correlation
The correlation between WFSPX and MSXAX is 1.00, 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. MSXAX - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.54%, more than MSXAX's 1.11% 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% |
MSXAX NYLI S&P 500 Index Class A | 1.11% | 1.06% | 5.20% | 4.04% | 10.30% | 4.44% | 8.78% | 17.42% | 14.49% | 15.18% | 9.63% | 5.53% |
Drawdowns
WFSPX vs. MSXAX - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, roughly equal to the maximum MSXAX drawdown of -55.48%. Use the drawdown chart below to compare losses from any high point for WFSPX and MSXAX.
Loading graphics...
Drawdown Indicators
| WFSPX | MSXAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -55.48% | -2.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -12.11% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -24.78% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -33.79% | +0.05% |
Current DrawdownCurrent decline from peak | -6.51% | -6.31% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -7.21% | -5.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.54% | -0.01% |
Volatility
WFSPX vs. MSXAX - Volatility Comparison
iShares S&P 500 Index Fund (WFSPX) and NYLI S&P 500 Index Class A (MSXAX) have volatilities of 5.17% and 5.35%, 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.
Loading graphics...
Volatility by Period
| WFSPX | MSXAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 5.35% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 9.53% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 18.32% | -0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 16.92% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 18.06% | -0.06% |