WFSPX vs. VTMSX
WFSPX (iShares S&P 500 Index Fund Class K) and VTMSX (Vanguard Tax-Managed Small-Cap Fund Admiral Shares) are both mutual funds - WFSPX is a S&P 500 fund tracking the S&P 500 Index, while VTMSX is a Small Cap Blend Equities fund managed by BlackRock. Over the past 10 years, WFSPX returned 15.68%/yr vs 11.38%/yr for VTMSX. Their correlation of 0.83 suggests significant overlap in exposure. WFSPX charges 0.03%/yr vs 0.09%/yr for VTMSX.
Performance
WFSPX vs. VTMSX - Performance Comparison
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Returns By Period
In the year-to-date period, WFSPX achieves a 9.77% return, which is significantly lower than VTMSX's 20.11% return. Over the past 10 years, WFSPX has outperformed VTMSX with an annualized return of 15.68%, while VTMSX has yielded a comparatively lower 11.38% annualized return.
WFSPX
- 1D
- -0.36%
- 1M
- 0.10%
- YTD
- 9.77%
- 6M
- 8.77%
- 1Y
- 25.45%
- 3Y*
- 21.35%
- 5Y*
- 13.57%
- 10Y*
- 15.68%
VTMSX
- 1D
- 0.05%
- 1M
- 4.66%
- YTD
- 20.11%
- 6M
- 17.64%
- 1Y
- 35.38%
- 3Y*
- 16.42%
- 5Y*
- 6.79%
- 10Y*
- 11.38%
WFSPX vs. VTMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund Class K | 9.77% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 20.11% | 5.93% | 8.61% | 15.95% | -16.16% | 27.08% | 11.05% | 23.28% | -8.62% | 13.05% |
Correlation
The correlation between WFSPX and VTMSX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 1999 | 0.83 |
The correlation between WFSPX and VTMSX has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.
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Return for Risk
WFSPX vs. VTMSX — Risk / Return Rank
WFSPX
VTMSX
WFSPX vs. VTMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund Class K (WFSPX) and Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX). 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 | VTMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.36 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 4.33 | -1.32 |
| Martin ratioReturn relative to average drawdown | 13.58 | 14.50 | -0.92 |
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Drawdowns
WFSPX vs. VTMSX - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, roughly equal to the maximum VTMSX drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for WFSPX and VTMSX.
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Drawdown Indicators
| WFSPX | VTMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -57.84% | -0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -8.59% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -27.93% | +9.19% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -27.93% | +3.42% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -43.88% | +10.14% |
Current DrawdownCurrent decline from peak | -1.72% | 0.00% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -12.76% | -8.91% | -3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.56% | -0.59% |
Volatility
WFSPX vs. VTMSX - Volatility Comparison
iShares S&P 500 Index Fund Class K (WFSPX) and Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) have volatilities of 4.67% and 4.88%, 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 | VTMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 4.88% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | 12.09% | -2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.49% | 17.78% | -5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.97% | 21.46% | -4.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 23.15% | -5.08% |
WFSPX vs. VTMSX - Expense Ratio Comparison
WFSPX has a 0.03% expense ratio, which is lower than VTMSX's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
WFSPX vs. VTMSX - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.59%, more than VTMSX's 1.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 1.12% | 1.28% | 1.44% | 1.50% | 1.51% | 1.16% | 1.09% | 1.15% | 1.26% | 1.11% | 1.01% | 1.26% |
WFSPX iShares S&P 500 Index Fund Class K | 1.59% | 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
WFSPX and VTMSX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTMSX has higher volatility (4.88%) compared to WFSPX (4.67%). In terms of maximum drawdown, WFSPX dropped -58.21% vs VTMSX's -57.84%.
WFSPX currently has the higher Sharpe Ratio (2.15 vs 2.10), 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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