WFIVX vs. BRK-B
WFIVX (Wilshire 5000 Index Portfolio) is Large Cap Blend Equities fund managed by Wilshire Mutual Funds, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, WFIVX returned 13.68%/yr vs 12.90%/yr for BRK-B. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
WFIVX vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, WFIVX achieves a 11.24% return, which is significantly higher than BRK-B's -1.90% return. Over the past 10 years, WFIVX has outperformed BRK-B with an annualized return of 13.68%, while BRK-B has yielded a comparatively lower 12.90% annualized return.
WFIVX
- 1D
- 0.36%
- 1M
- 0.83%
- 6M
- 9.09%
- YTD
- 11.24%
- 1Y
- 21.52%
- 3Y*
- 19.15%
- 5Y*
- 11.91%
- 10Y*
- 13.68%
BRK-B
- 1D
- 0.98%
- 1M
- -0.37%
- 6M
- 0.10%
- YTD
- -1.90%
- 1Y
- 4.63%
- 3Y*
- 12.73%
- 5Y*
- 12.15%
- 10Y*
- 12.90%
WFIVX vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFIVX Wilshire 5000 Index Portfolio | 11.24% | 16.31% | 22.59% | 24.97% | -18.97% | 25.51% | 19.90% | 29.74% | -5.66% | 20.29% |
BRK-B Berkshire Hathaway Inc. | -1.90% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Correlation
The correlation between WFIVX and BRK-B is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 1999 | 0.51 |
Over the past year, the correlation between WFIVX and BRK-B has dropped to 0.08 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
WFIVX vs. BRK-B — Risk / Return Rank
WFIVX
BRK-B
WFIVX vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and Berkshire Hathaway Inc. (BRK-B). 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 | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.41 | ||
| Sortino ratioReturn per unit of downside risk | +1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.07 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 0.49 | +1.99 |
| Martin ratioReturn relative to average drawdown | 10.83 | 1.04 | +9.80 |
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Drawdowns
WFIVX vs. BRK-B - Drawdown Comparison
The maximum WFIVX drawdown since its inception was -55.43%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for WFIVX and BRK-B.
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Drawdown Indicators
| WFIVX | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -53.86% | -1.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -9.42% | +0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -14.95% | -4.41% |
Max Drawdown (5Y)Largest decline over 5 years | -24.93% | -26.58% | +1.65% |
Max Drawdown (10Y)Largest decline over 10 years | -34.62% | -29.57% | -5.05% |
Current DrawdownCurrent decline from peak | -0.28% | -8.65% | +8.37% |
Average DrawdownAverage peak-to-trough decline | -11.60% | -11.06% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 4.48% | -2.45% |
Volatility
WFIVX vs. BRK-B - Volatility Comparison
The current volatility for Wilshire 5000 Index Portfolio (WFIVX) is 3.56%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.46%. This indicates that WFIVX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFIVX | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 4.46% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 11.07% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.79% | 14.54% | -1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 17.12% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.17% | 19.40% | -1.23% |
Dividends
WFIVX vs. BRK-B - Dividend Comparison
WFIVX's dividend yield for the trailing twelve months is around 8.06%, while BRK-B has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WFIVX Wilshire 5000 Index Portfolio | 8.06% | 8.97% | 2.79% | 3.33% | 5.18% | 7.25% | 9.16% | 5.06% | 5.97% | 8.83% | 2.06% | 1.39% |
Frequently Asked Questions
WFIVX and BRK-B have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRK-B has higher volatility (4.46%) compared to WFIVX (3.56%). In terms of maximum drawdown, WFIVX dropped -55.43% vs BRK-B's -53.86%.
WFIVX currently has the higher Sharpe Ratio (1.73 vs 0.32), 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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