WFIVX vs. ^NDX
WFIVX (Wilshire 5000 Index Portfolio) is Large Cap Blend Equities fund managed by Wilshire Mutual Funds, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, WFIVX returned 13.41%/yr vs 19.61%/yr for ^NDX. Their correlation of 0.88 means they have usually moved in the same direction.
Performance
WFIVX vs. ^NDX - Performance Comparison
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Returns By Period
In the year-to-date period, WFIVX achieves a 9.27% return, which is significantly lower than ^NDX's 11.98% return. Over the past 10 years, WFIVX has underperformed ^NDX with an annualized return of 13.41%, while ^NDX has yielded a comparatively higher 19.61% annualized return.
WFIVX
- 1D
- 1.60%
- 1M
- -0.83%
- 6M
- 7.61%
- YTD
- 9.27%
- 1Y
- 19.98%
- 3Y*
- 17.65%
- 5Y*
- 11.15%
- 10Y*
- 13.41%
- ALL TIME*
- 7.80%
^NDX
- 1D
- 0.60%
- 1M
- -3.60%
- 6M
- 10.65%
- YTD
- 11.98%
- 1Y
- 24.21%
- 3Y*
- 21.62%
- 5Y*
- 13.58%
- 10Y*
- 19.61%
- ALL TIME*
- 14.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^NDX NASDAQ 100 Index | $205.94T | $218.36T | $280.11T |
| $0.00 | $0.00 | $0.00 |
WFIVX vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFIVX Wilshire 5000 Index Portfolio | 9.27% | 16.31% | 22.59% | 24.97% | -18.97% | 25.51% | 19.90% | 29.74% | -5.66% | 20.29% |
^NDX NASDAQ 100 Index | 11.98% | 20.17% | 24.88% | 53.81% | -32.97% | 26.63% | 47.58% | 37.96% | -1.04% | 31.52% |
Correlation
The correlation between WFIVX and ^NDX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 1999 | 0.88 |
The correlation between WFIVX and ^NDX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
WFIVX vs. ^NDX — Risk / Return Rank
WFIVX
^NDX
WFIVX vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and NASDAQ 100 Index (^NDX). 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 | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.20 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 1.80 | +0.18 |
| Martin ratioReturn relative to average drawdown | 8.50 | 5.76 | +2.74 |
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Drawdowns
WFIVX vs. ^NDX - Drawdown Comparison
The maximum WFIVX drawdown since its inception was -55.43%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for WFIVX and ^NDX.
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Drawdown Indicators
| WFIVX | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -82.90% | +27.47% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -12.12% | +3.23% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -22.93% | +3.57% |
Max Drawdown (5Y)Largest decline over 5 years | -24.93% | -35.56% | +10.63% |
Max Drawdown (10Y)Largest decline over 10 years | -34.62% | -35.56% | +0.94% |
Current DrawdownCurrent decline from peak | -2.05% | -7.78% | +5.73% |
Average DrawdownAverage peak-to-trough decline | -11.58% | -24.55% | +12.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 3.79% | -1.72% |
Volatility
WFIVX vs. ^NDX - Volatility Comparison
The current volatility for Wilshire 5000 Index Portfolio (WFIVX) is 3.40%, while NASDAQ 100 Index (^NDX) has a volatility of 6.81%. This indicates that WFIVX experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFIVX | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 6.81% | -3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 15.99% | -5.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.06% | 19.37% | -6.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 23.09% | -5.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 22.73% | -4.54% |
Frequently Asked Questions
With a correlation of 0.92, WFIVX and ^NDX 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.
^NDX has higher volatility (6.81%) compared to WFIVX (3.40%). In terms of maximum drawdown, WFIVX dropped -55.43% vs ^NDX's -82.90%.
WFIVX currently has the higher Sharpe Ratio (1.35 vs 1.13), 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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