WFIVX vs. ^GSPC

In the year-to-date period, WFIVX achieves a -3.82% return, which is significantly lower than ^GSPC's -0.86% return. Over the past 10 years, WFIVX has underperformed ^GSPC with an annualized return of 6.69%, while ^GSPC has yielded a comparatively higher 10.67% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and S&P 500 (^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.

The current WFIVX Sharpe Ratio is 0.33, which is lower than the ^GSPC Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of WFIVX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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. For additional features, visit the drawdowns tool.

Wilshire 5000 Index Portfolio (WFIVX) has a higher volatility of 6.88% compared to S&P 500 (^GSPC) at 6.20%. This indicates that WFIVX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.