WFIVX vs. ^NDX

Last updated Apr 1, 2026

Compare and contrast key facts about Wilshire 5000 Index Portfolio (WFIVX) and NASDAQ 100 Index (^NDX).

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

Performance

WFIVX vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilshire 5000 Index Portfolio (WFIVX) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

WFIVX vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WFIVX Wilshire 5000 Index Portfolio	-6.78%	16.31%	22.59%	24.97%	-18.97%	25.51%	19.90%	29.74%	-5.66%	20.29%
^NDX NASDAQ 100 Index	-5.98%	20.17%	24.88%	53.81%	-32.97%	26.63%	47.58%	37.96%	-1.04%	31.52%

Returns By Period

In the year-to-date period, WFIVX achieves a -6.78% return, which is significantly lower than ^NDX's -5.98% return. Over the past 10 years, WFIVX has underperformed ^NDX with an annualized return of 12.25%, while ^NDX has yielded a comparatively higher 18.01% annualized return.

WFIVX

• 1D: -0.46%
• 1M: -7.73%
• YTD: -6.78%
• 6M: -4.76%
• 1Y: 14.04%
• 3Y*: 15.86%
• 5Y*: 9.72%
• 10Y*: 12.25%

^NDX

• 1D: 3.43%
• 1M: -4.89%
• YTD: -5.98%
• 6M: -3.81%
• 1Y: 23.14%
• 3Y*: 21.67%
• 5Y*: 12.24%
• 10Y*: 18.01%

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

Return for Risk

WFIVX vs. ^NDX — Risk / Return Rank

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

WFIVX

WFIVX Risk / Return Rank: 43
WFIVX Sharpe Ratio Rank: 39
WFIVX Sortino Ratio Rank: 41
WFIVX Omega Ratio Rank: 46
WFIVX Calmar Ratio Rank: 38
WFIVX Martin Ratio Rank: 49

^NDX

^NDX Risk / Return Rank: 80
^NDX Sharpe Ratio Rank: 75
^NDX Sortino Ratio Rank: 82
^NDX Omega Ratio Rank: 80
^NDX Calmar Ratio Rank: 80
^NDX Martin Ratio Rank: 85

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. ^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.

	WFIVX	^NDX	Difference
Sharpe ratio Return per unit of total volatility	0.80	1.02	-0.22
Sortino ratio Return per unit of downside risk	1.25	1.60	-0.35
Omega ratio Gain probability vs. loss probability	1.19	1.23	-0.04
Calmar ratio Return relative to maximum drawdown	0.99	1.82	-0.83
Martin ratio Return relative to average drawdown	4.80	6.70	-1.90
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. ^NDX - Sharpe Ratio Comparison

The current WFIVX Sharpe Ratio is 0.80, which is comparable to the ^NDX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of WFIVX and ^NDX, 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	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.80	1.02	-0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.54	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.80	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.55	-0.18

Correlation

The correlation between WFIVX and ^NDX is 0.88, 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. ^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.

Drawdown Indicators

	WFIVX	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-55.43%	-82.90%	+27.47%
Max Drawdown (1Y) Largest decline over 1 year	-12.39%	-12.72%	+0.33%
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 Drawdown Current decline from peak	-8.89%	-9.11%	+0.22%
Average Drawdown Average peak-to-trough decline	-11.71%	-24.72%	+13.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	3.45%	-0.89%

Volatility

WFIVX vs. ^NDX - Volatility Comparison

The current volatility for Wilshire 5000 Index Portfolio (WFIVX) is 4.37%, while NASDAQ 100 Index (^NDX) has a volatility of 6.57%. 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.

Volatility by Period

	WFIVX	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.37%	6.57%	-2.20%
Volatility (6M) Calculated over the trailing 6-month period	9.28%	12.88%	-3.60%
Volatility (1Y) Calculated over the trailing 1-year period	18.35%	22.75%	-4.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.09%	22.62%	-5.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.15%	22.48%	-4.33%