WFSPX vs. PCRIX
Compare and contrast key facts about iShares S&P 500 Index Fund (WFSPX) and PIMCO Commodity Real Return Strategy Fund (PCRIX).
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. PCRIX is managed by PIMCO. It was launched on Jun 27, 2002.
Performance
WFSPX vs. PCRIX - Performance Comparison
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WFSPX vs. PCRIX - 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% |
PCRIX PIMCO Commodity Real Return Strategy Fund | 21.21% | 17.05% | 10.59% | -68.64% | 8.94% | 33.35% | 0.79% | 12.29% | -13.77% | 2.71% |
Returns By Period
In the year-to-date period, WFSPX achieves a -4.63% return, which is significantly lower than PCRIX's 21.21% return. Over the past 10 years, WFSPX has outperformed PCRIX with an annualized return of 13.92%, while PCRIX has yielded a comparatively lower -2.00% 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%
PCRIX
- 1D
- 0.92%
- 1M
- 9.45%
- YTD
- 21.21%
- 6M
- 25.18%
- 1Y
- 28.13%
- 3Y*
- 14.86%
- 5Y*
- -8.03%
- 10Y*
- -2.00%
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WFSPX vs. PCRIX - Expense Ratio Comparison
WFSPX has a 0.03% expense ratio, which is lower than PCRIX's 0.80% expense ratio.
Return for Risk
WFSPX vs. PCRIX — Risk / Return Rank
WFSPX
PCRIX
WFSPX vs. PCRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and PIMCO Commodity Real Return Strategy Fund (PCRIX). 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 | PCRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.76 | -0.80 |
Sortino ratioReturn per unit of downside risk | 1.47 | 2.26 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.32 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 3.22 | -1.73 |
Martin ratioReturn relative to average drawdown | 7.15 | 9.71 | -2.55 |
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 | PCRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.76 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | -0.23 | +0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | -0.07 | +0.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | -0.11 | +0.24 |
Correlation
The correlation between WFSPX and PCRIX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
WFSPX vs. PCRIX - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.54%, less than PCRIX's 4.19% 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% |
PCRIX PIMCO Commodity Real Return Strategy Fund | 4.19% | 5.61% | 8.34% | 16.19% | 46.23% | 22.74% | 1.56% | 4.00% | 5.94% | 8.14% | 0.91% | 5.29% |
Drawdowns
WFSPX vs. PCRIX - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, smaller than the maximum PCRIX drawdown of -88.17%. Use the drawdown chart below to compare losses from any high point for WFSPX and PCRIX.
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Drawdown Indicators
| WFSPX | PCRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -88.17% | +29.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -9.49% | -2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -78.15% | +53.64% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -78.15% | +44.41% |
Current DrawdownCurrent decline from peak | -6.51% | -80.59% | +74.08% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -51.60% | +38.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 3.15% | -0.62% |
Volatility
WFSPX vs. PCRIX - Volatility Comparison
The current volatility for iShares S&P 500 Index Fund (WFSPX) is 5.17%, while PIMCO Commodity Real Return Strategy Fund (PCRIX) has a volatility of 7.29%. This indicates that WFSPX experiences smaller price fluctuations and is considered to be less risky than PCRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFSPX | PCRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 7.29% | -2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 13.33% | -3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 16.70% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 35.75% | -18.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 27.18% | -9.18% |