WFIVX vs. ^IXIC

Last updated Apr 2, 2026

Compare and contrast key facts about Wilshire 5000 Index Portfolio (WFIVX) and NASDAQ Composite (^IXIC).

WFIVX is managed by Wilshire Mutual Funds. It was launched on Feb 1, 1999.

Performance

WFIVX vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilshire 5000 Index Portfolio (WFIVX) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

WFIVX vs. ^IXIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WFIVX Wilshire 5000 Index Portfolio	-4.03%	16.31%	22.59%	24.97%	-18.97%	25.51%	19.90%	29.74%	-5.66%	20.29%
^IXIC NASDAQ Composite	-6.03%	20.36%	28.64%	43.42%	-33.10%	21.39%	43.64%	35.23%	-3.88%	28.24%

Returns By Period

In the year-to-date period, WFIVX achieves a -4.03% return, which is significantly higher than ^IXIC's -6.03% return. Over the past 10 years, WFIVX has underperformed ^IXIC with an annualized return of 12.58%, while ^IXIC has yielded a comparatively higher 16.09% annualized return.

WFIVX

• 1D: 2.95%
• 1M: -5.12%
• YTD: -4.03%
• 6M: -2.27%
• 1Y: 16.91%
• 3Y*: 16.99%
• 5Y*: 10.08%
• 10Y*: 12.58%

^IXIC

• 1D: 1.16%
• 1M: -3.99%
• YTD: -6.03%
• 6M: -4.02%
• 1Y: 25.16%
• 3Y*: 21.35%
• 5Y*: 10.13%
• 10Y*: 16.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WFIVX vs. ^IXIC — Risk / Return Rank

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

WFIVX

WFIVX Risk / Return Rank: 56
WFIVX Sharpe Ratio Rank: 45
WFIVX Sortino Ratio Rank: 50
WFIVX Omega Ratio Rank: 52
WFIVX Calmar Ratio Rank: 60
WFIVX Martin Ratio Rank: 72

^IXIC

^IXIC Risk / Return Rank: 78
^IXIC Sharpe Ratio Rank: 73
^IXIC Sortino Ratio Rank: 78
^IXIC Omega Ratio Rank: 76
^IXIC Calmar Ratio Rank: 82
^IXIC Martin Ratio Rank: 80

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.

WFIVX vs. ^IXIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and NASDAQ Composite (^IXIC). 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.

	WFIVX	^IXIC	Difference
Sharpe ratio Return per unit of total volatility	0.94	1.08	-0.14
Sortino ratio Return per unit of downside risk	1.45	1.68	-0.23
Omega ratio Gain probability vs. loss probability	1.22	1.24	-0.02
Calmar ratio Return relative to maximum drawdown	1.45	1.98	-0.53
Martin ratio Return relative to average drawdown	6.93	7.07	-0.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WFIVX vs. ^IXIC - Sharpe Ratio Comparison

The current WFIVX Sharpe Ratio is 0.94, which is comparable to the ^IXIC Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of WFIVX and ^IXIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WFIVX	^IXIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	1.08	-0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.45	+0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.73	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.51	-0.14

Correlation

The correlation between WFIVX and ^IXIC is 0.92, 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.

Drawdowns

WFIVX vs. ^IXIC - Drawdown Comparison

The maximum WFIVX drawdown since its inception was -55.43%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for WFIVX and ^IXIC.

Drawdown Indicators

	WFIVX	^IXIC	Difference
Max Drawdown Largest peak-to-trough decline	-55.43%	-77.93%	+22.50%
Max Drawdown (1Y) Largest decline over 1 year	-12.39%	-13.26%	+0.87%
Max Drawdown (5Y) Largest decline over 5 years	-24.93%	-36.40%	+11.47%
Max Drawdown (10Y) Largest decline over 10 years	-34.62%	-36.40%	+1.78%
Current Drawdown Current decline from peak	-6.21%	-8.84%	+2.63%
Average Drawdown Average peak-to-trough decline	-11.71%	-21.46%	+9.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	3.71%	-1.12%

Volatility

WFIVX vs. ^IXIC - Volatility Comparison

The current volatility for Wilshire 5000 Index Portfolio (WFIVX) is 5.46%, while NASDAQ Composite (^IXIC) has a volatility of 7.06%. This indicates that WFIVX experiences smaller price fluctuations and is considered to be less risky than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WFIVX	^IXIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.46%	7.06%	-1.60%
Volatility (6M) Calculated over the trailing 6-month period	9.73%	13.09%	-3.36%
Volatility (1Y) Calculated over the trailing 1-year period	18.54%	23.33%	-4.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.14%	22.44%	-5.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.17%	21.97%	-3.80%