WFIVX vs. ^GSPC
WFIVX (Wilshire 5000 Index Portfolio) is Large Cap Blend Equities fund managed by Wilshire Mutual Funds, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, WFIVX returned 14.01%/yr vs 13.88%/yr for ^GSPC. With a 0.99 correlation, they move nearly in lockstep.
Performance
WFIVX vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, WFIVX achieves a 10.24% return, which is significantly higher than ^GSPC's 9.16% return. Both investments have delivered pretty close results over the past 10 years, with WFIVX having a 14.01% annualized return and ^GSPC not far behind at 13.88%.
WFIVX
- 1D
- 1.13%
- 1M
- 0.76%
- YTD
- 10.24%
- 6M
- 9.47%
- 1Y
- 26.45%
- 3Y*
- 19.73%
- 5Y*
- 12.40%
- 10Y*
- 14.01%
^GSPC
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
WFIVX vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFIVX Wilshire 5000 Index Portfolio | 10.24% | 16.31% | 22.59% | 24.97% | -18.97% | 25.51% | 19.90% | 29.74% | -5.66% | 20.29% |
^GSPC S&P 500 Index | 9.16% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between WFIVX and ^GSPC is 0.99 - 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 | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 1999 | 0.99 |
The correlation between WFIVX and ^GSPC has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
WFIVX vs. ^GSPC — Risk / Return Rank
WFIVX
^GSPC
WFIVX vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and S&P 500 Index (^GSPC). 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.
| WFIVX | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 2.78 | +0.17 |
| Martin ratioReturn relative to average drawdown | 13.19 | 12.44 | +0.75 |
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Drawdowns
WFIVX vs. ^GSPC - Drawdown Comparison
The maximum WFIVX drawdown since its inception was -55.43%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for WFIVX and ^GSPC.
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Drawdown Indicators
| WFIVX | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -56.78% | +1.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -9.10% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -18.90% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -24.93% | -25.43% | +0.50% |
Max Drawdown (10Y)Largest decline over 10 years | -34.62% | -33.92% | -0.70% |
Current DrawdownCurrent decline from peak | -1.18% | -1.80% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -11.62% | -10.71% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.03% | -0.04% |
Volatility
WFIVX vs. ^GSPC - Volatility Comparison
Wilshire 5000 Index Portfolio (WFIVX) and S&P 500 Index (^GSPC) have volatilities of 4.88% and 4.67%, 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
| WFIVX | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 4.67% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 9.84% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.72% | 12.50% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 16.99% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 18.11% | +0.12% |
Frequently Asked Questions
With a correlation of 0.99, WFIVX and ^GSPC 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.
WFIVX has higher volatility (4.88%) compared to ^GSPC (4.67%). In terms of maximum drawdown, WFIVX dropped -55.43% vs ^GSPC's -56.78%.
WFIVX currently has the higher Sharpe Ratio (2.07 vs 2.03), 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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