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WFSPX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WFSPX and VOO 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.


-0.50.00.51.0
Correlation: 1.0

Performance

WFSPX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Index Fund (WFSPX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%December2025FebruaryMarchAprilMay
555.19%
576.04%
WFSPX
VOO

Key characteristics

Sharpe Ratio

WFSPX:

0.74

VOO:

0.75

Sortino Ratio

WFSPX:

1.14

VOO:

1.15

Omega Ratio

WFSPX:

1.17

VOO:

1.17

Calmar Ratio

WFSPX:

0.76

VOO:

0.77

Martin Ratio

WFSPX:

3.02

VOO:

3.04

Ulcer Index

WFSPX:

4.71%

VOO:

4.72%

Daily Std Dev

WFSPX:

19.34%

VOO:

19.15%

Max Drawdown

WFSPX:

-89.72%

VOO:

-33.99%

Current Drawdown

WFSPX:

-7.19%

VOO:

-7.30%

Returns By Period

The year-to-date returns for both stocks are quite close, with WFSPX having a -2.91% return and VOO slightly lower at -3.02%. Both investments have delivered pretty close results over the past 10 years, with WFSPX having a 12.21% annualized return and VOO not far ahead at 12.53%.


WFSPX

YTD

-2.91%

1M

0.37%

6M

-0.19%

1Y

13.59%

5Y*

16.45%

10Y*

12.21%

VOO

YTD

-3.02%

1M

0.35%

6M

-0.14%

1Y

13.67%

5Y*

16.73%

10Y*

12.53%

*Annualized

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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%.


Expense ratio chart for WFSPX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WFSPX: 0.03%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

WFSPX vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WFSPX
The Risk-Adjusted Performance Rank of WFSPX is 7272
Overall Rank
The Sharpe Ratio Rank of WFSPX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of WFSPX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of WFSPX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of WFSPX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of WFSPX is 7171
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7373
Overall Rank
The Sharpe Ratio Rank of VOO is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WFSPX vs. VOO - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for WFSPX, currently valued at 0.74, compared to the broader market-2.00-1.000.001.002.003.00
WFSPX: 0.74
VOO: 0.75
The chart of Sortino ratio for WFSPX, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.00
WFSPX: 1.14
VOO: 1.15
The chart of Omega ratio for WFSPX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.00
WFSPX: 1.17
VOO: 1.17
The chart of Calmar ratio for WFSPX, currently valued at 0.76, compared to the broader market0.002.004.006.008.0010.00
WFSPX: 0.76
VOO: 0.77
The chart of Martin ratio for WFSPX, currently valued at 3.02, compared to the broader market0.0010.0020.0030.0040.00
WFSPX: 3.02
VOO: 3.04

The current WFSPX Sharpe Ratio is 0.74, which is comparable to the VOO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of WFSPX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.74
0.75
WFSPX
VOO

Dividends

WFSPX vs. VOO - Dividend Comparison

WFSPX's dividend yield for the trailing twelve months is around 1.27%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
WFSPX
iShares S&P 500 Index Fund
1.27%1.25%1.44%1.69%1.25%1.55%1.99%2.03%1.74%2.07%1.95%1.84%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

WFSPX vs. VOO - Drawdown Comparison

The maximum WFSPX drawdown since its inception was -89.72%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.19%
-7.30%
WFSPX
VOO

Volatility

WFSPX vs. VOO - Volatility Comparison

iShares S&P 500 Index Fund (WFSPX) and Vanguard S&P 500 ETF (VOO) have volatilities of 14.08% and 13.90%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
14.08%
13.90%
WFSPX
VOO