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ISIN
US9718977724
CUSIP
971897772
Inception Date
Mar 29, 2016
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

WIORX Performance Chart

Wilshire Income Opportunities Fund (WIORX) is up 0.4% since the beginning of the year. WIORX is currently trading at $9 per share. Investors who bought $1,000 worth of WIORX shares 5 years ago would now be looking at an investment worth $1,049.


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S&P 500 Index

Returns By Period

Wilshire Income Opportunities Fund (WIORX) has returned 0.43% so far this year and 4.22% over the past 12 months.


Wilshire Income Opportunities Fund

1D
0.11%
1M
0.67%
YTD
0.43%
6M
0.64%
1Y
4.22%
3Y*
5.15%
5Y*
0.96%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WIORX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2017, WIORX's average daily return is +0.01%, while the average monthly return is +0.21%. At this rate, an investment would double in approximately 27.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +4.1%, while the worst month was Mar 2020 at -9.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, WIORX closed higher 40% of trading days. The best single day was Nov 30, 2022 with a return of +2.7%, while the worst single day was Mar 18, 2020 at -2.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.33%1.21%-2.08%0.78%0.33%-0.11%0.43%
20250.79%1.45%-0.22%0.56%0.11%1.62%-0.11%1.33%0.69%0.11%0.55%0.10%7.18%
2024-0.00%-0.45%0.73%-1.91%1.49%0.78%2.04%1.56%1.35%-1.97%0.78%-0.86%3.49%
20232.77%-2.13%1.67%0.57%-0.91%-0.02%0.69%-0.69%-1.81%-1.30%4.07%3.49%6.35%
2022-1.69%-1.21%-1.69%-2.82%-0.21%-3.05%2.35%-1.42%-4.00%-0.23%2.68%-0.29%-11.18%
20210.19%-0.19%-0.46%0.78%0.48%0.06%0.29%0.29%-0.60%-0.29%-0.78%0.66%0.40%

Benchmark Metrics

Wilshire Income Opportunities Fund has an annualized alpha of 1.77%, beta of 0.05, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.

  • This fund participated in 27.09% of S&P 500 Index downside but only 17.66% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.05 may look defensive, but with R2 of 0.06 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.06 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.77%
Beta
0.05
0.06
Upside Capture
17.66%
Downside Capture
27.09%

Expense Ratio

WIORX has a high expense ratio of 1.15%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

WIORX ranks 28 for risk / return — below 28% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


WIORX Risk / Return Rank: 2828
Overall Rank
WIORX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
WIORX Sortino Ratio Rank: 3232
Sortino Ratio Rank
WIORX Omega Ratio Rank: 3434
Omega Ratio Rank
WIORX Calmar Ratio Rank: 2222
Calmar Ratio Rank
WIORX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Wilshire Income Opportunities Fund (WIORX) and compare them to S&P 500 Index.

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.


WIORXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

1.61

2.78

-1.18

Martin ratioReturn relative to average drawdown

5.14

12.44

-7.30

Dividends

Dividend History

Wilshire Income Opportunities Fund provided a 4.38% dividend yield over the last twelve months, with an annual payout of $0.40 per share. The fund has been increasing its distributions for 2 consecutive years.


3.00%3.50%4.00%4.50%$0.00$0.10$0.20$0.30$0.40$0.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.40$0.41$0.39$0.25$0.29$0.35$0.39$0.39$0.30$0.46

Dividend yield

4.38%4.48%4.38%2.79%3.40%3.49%3.79%3.75%3.06%4.46%

Monthly Dividends

The table displays the monthly dividend distributions for Wilshire Income Opportunities Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.10$0.00$0.00$0.00$0.10
2025$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.09$0.41
2024$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.10$0.39
2023$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.02$0.00$0.00$0.04$0.25
2022$0.00$0.00$0.03$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.11$0.29
2021$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.14$0.35

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Wilshire Income Opportunities Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Wilshire Income Opportunities Fund was 15.02%, occurring on Oct 20, 2022. Recovery took 668 trading sessions.

The current Wilshire Income Opportunities Fund drawdown is 1.09%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-15.02%Oct 2022
1y 1mo2y 8mo
3y 9moSep 2021 - Jun 2025
COVID crash2020
-13.06%Mar 2020
19d7mo 27d
8mo 16dMar 2020 - Nov 2020
2026 pullback2026
-2.71%Mar 2026
25d
3mo 23dMar 2026 - now
Rate-hike selloffLate 2018
-1.84%Dec 2018
3mo 25d21d
4mo 16dAug 2018 - Jan 2019
2021 pullback2021
-1.34%Mar 2021
24d2mo 20d
3mo 14dFeb 2021 - May 2021

Drawdown Indicators


WIORXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.02%

-56.78%

+41.76%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-9.10%

+6.39%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-18.90%

+14.24%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

-25.43%

+10.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.09%

-1.80%

+0.71%

Average Drawdown

Average peak-to-trough decline

-3.18%

-10.71%

+7.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

2.03%

-1.18%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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