WFSPX vs. VOO
WFSPX (iShares S&P 500 Index Fund) and VOO (Vanguard S&P 500 ETF) are both S&P 500 funds tracking the S&P 500 Index, from BlackRock and Vanguard respectively. Both are passively managed. Over the past 10 years, WFSPX returned 15.32%/yr vs 15.50%/yr for VOO. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.03% expense ratio.
Performance
WFSPX vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, WFSPX achieves a 8.57% return, which is significantly lower than VOO's 9.08% return. Both investments have delivered pretty close results over the past 10 years, with WFSPX having a 15.32% annualized return and VOO not far ahead at 15.50%.
WFSPX
- 1D
- 1.75%
- 1M
- -0.55%
- YTD
- 8.57%
- 6M
- 8.91%
- 1Y
- 23.74%
- 3Y*
- 21.02%
- 5Y*
- 13.30%
- 10Y*
- 15.32%
VOO
- 1D
- 0.55%
- 1M
- -0.07%
- YTD
- 9.08%
- 6M
- 9.44%
- 1Y
- 24.36%
- 3Y*
- 20.95%
- 5Y*
- 13.43%
- 10Y*
- 15.50%
WFSPX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | 8.57% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
VOO Vanguard S&P 500 ETF | 9.08% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between WFSPX and VOO is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.99 |
The correlation between WFSPX and VOO has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
WFSPX vs. VOO — Risk / Return Rank
WFSPX
VOO
WFSPX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and Vanguard S&P 500 ETF (VOO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WFSPX | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 2.75 | -0.02 |
| Martin ratioReturn relative to average drawdown | 12.42 | 12.42 | 0.00 |
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Drawdowns
WFSPX vs. VOO - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WFSPX and VOO.
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Drawdown Indicators
| WFSPX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -33.99% | -24.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -8.90% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -18.69% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -24.52% | +0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -33.99% | +0.25% |
Current DrawdownCurrent decline from peak | -2.79% | -2.34% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -12.76% | -3.68% | -9.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.97% | -0.02% |
Volatility
WFSPX vs. VOO - Volatility Comparison
iShares S&P 500 Index Fund (WFSPX) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.43% and 4.34%, 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.
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Volatility by Period
| WFSPX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 4.34% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 9.58% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.36% | 12.27% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 16.88% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 18.03% | +0.02% |
WFSPX vs. VOO - Expense Ratio Comparison
Both WFSPX and VOO have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
WFSPX vs. VOO - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.61%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
WFSPX iShares S&P 500 Index Fund | 1.61% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Frequently Asked Questions
With a correlation of 1.00, WFSPX and VOO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
WFSPX has higher volatility (4.43%) compared to VOO (4.34%). In terms of maximum drawdown, WFSPX dropped -58.21% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.99 vs 1.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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