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WFIVX vs. BRK-B
Performance
Return for Risk
Dividends
Drawdowns
Volatility

WFIVX vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Wilshire 5000 Index Portfolio (WFIVX) and Berkshire Hathaway Inc. (BRK-B).

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

Performance

WFIVX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilshire 5000 Index Portfolio (WFIVX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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WFIVX vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
BRK-B
Berkshire Hathaway Inc.		-4.80%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Returns By Period

In the year-to-date period, WFIVX achieves a -4.03% return, which is significantly higher than BRK-B's -4.80% return. Both investments have delivered pretty close results over the past 10 years, with WFIVX having a 12.58% annualized return and BRK-B not far ahead at 12.78%.

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%

BRK-B

1D
-0.15%
1M
-0.35%
YTD
-4.80%
6M
-3.95%
1Y
-10.22%
3Y*
15.72%
5Y*
13.13%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Wilshire 5000 Index Portfolio

Berkshire Hathaway Inc.

Often compared with WFIVX:
WFIVX vs. QLEIXWFIVX vs. VOOWFIVX vs. VTSAXWFIVX vs. VTWFIVX vs. ^IXICWFIVX vs. ^GSPCWFIVX vs. ^NDX
Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

WFIVX vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WFIVX
WFIVX Risk / Return Rank: 5656
Overall Rank
WFIVX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
WFIVX Sortino Ratio Rank: 5050
Sortino Ratio Rank
WFIVX Omega Ratio Rank: 5252
Omega Ratio Rank
WFIVX Calmar Ratio Rank: 6060
Calmar Ratio Rank
WFIVX Martin Ratio Rank: 7272
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
Martin Ratio Rank
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. 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.

WFIVXBRK-BDifference

Sharpe ratio

Return per unit of total volatility

0.94

-0.56

+1.50

Sortino ratio

Return per unit of downside risk

1.45

-0.65

+2.10

Omega ratio

Gain probability vs. loss probability

1.22

0.91

+0.31

Calmar ratio

Return relative to maximum drawdown

1.45

-0.68

+2.13

Martin ratio

Return relative to average drawdown

6.93

-1.16

+8.09

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. BRK-B - Sharpe Ratio Comparison

The current WFIVX Sharpe Ratio is 0.94, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of WFIVX and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

WFIVXBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

-0.56

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.77

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.66

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.48

-0.11

Correlation

The correlation between WFIVX and BRK-B is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WFIVX vs. BRK-B - Dividend Comparison

WFIVX's dividend yield for the trailing twelve months is around 9.34%, while BRK-B has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
WFIVX
Wilshire 5000 Index Portfolio		9.34%8.97%2.79%3.33%5.18%7.25%9.16%5.06%5.97%8.83%2.06%1.39%
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%

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

WFIVXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-55.43%

-53.86%

-1.57%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

-14.95%

+2.56%

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 Drawdown

Current decline from peak

-6.21%

-11.36%

+5.15%

Average Drawdown

Average peak-to-trough decline

-11.71%

-11.07%

-0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

8.72%

-6.13%

Volatility

WFIVX vs. BRK-B - Volatility Comparison

Wilshire 5000 Index Portfolio (WFIVX) has a higher volatility of 5.46% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. This indicates that WFIVX's price experiences larger fluctuations and is considered to be riskier 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

WFIVXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

4.33%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

11.14%

-1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

18.30%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

17.20%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

19.45%

-1.28%