WFIVX vs. BRK-B

Last updated Jun 5, 2026

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 13.98%/yr vs 12.93%/yr for BRK-B. A 0.51 correlation means they provide meaningful diversification when combined.

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.

Returns By Period

In the year-to-date period, WFIVX achieves a 10.70% return, which is significantly higher than BRK-B's -4.78% return. Over the past 10 years, WFIVX has outperformed BRK-B with an annualized return of 13.98%, while BRK-B has yielded a comparatively lower 12.93% annualized return.

WFIVX

• 1D: -0.77%
• 1M: 3.92%
• YTD: 10.70%
• 6M: 10.35%
• 1Y: 27.01%
• 3Y*: 21.09%
• 5Y*: 12.22%
• 10Y*: 13.98%

BRK-B

• 1D: 0.69%
• 1M: 2.82%
• YTD: -4.78%
• 6M: -4.89%
• 1Y: -2.52%
• 3Y*: 13.36%
• 5Y*: 10.35%
• 10Y*: 12.93%

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

WFIVX vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WFIVX Wilshire 5000 Index Portfolio	10.70%	16.31%	22.59%	24.97%	-18.97%	25.51%	19.90%	29.74%	-5.66%	20.29%
BRK-B Berkshire Hathaway Inc.	-4.78%	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 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (10Y) Calculated over the trailing 10-year period	0.61
Correlation (All Time) Calculated using the full available price history since Feb 1, 1999	0.51

Over the past year, the correlation between WFIVX and BRK-B has dropped to 0.14 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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: 60
WFIVX Sharpe Ratio Rank: 57
WFIVX Sortino Ratio Rank: 53
WFIVX Omega Ratio Rank: 53
WFIVX Calmar Ratio Rank: 63
WFIVX Martin Ratio Rank: 74

BRK-B

BRK-B Risk / Return Rank: 31
BRK-B Sharpe Ratio Rank: 34
BRK-B Sortino Ratio Rank: 28
BRK-B Omega Ratio Rank: 27
BRK-B Calmar Ratio Rank: 33
BRK-B Martin Ratio Rank: 32

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.

	WFIVX	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	2.24	-0.18	+2.42
Sortino ratio: Return per unit of downside risk	3.08	-0.15	+3.22
Omega ratio: Gain probability vs. loss probability	1.40	0.98	+0.42
Calmar ratio: Return relative to maximum drawdown	3.05	-0.27	+3.32
Martin ratio: Return relative to average drawdown	14.01	-0.57	+14.58
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 2.24, which is higher than the BRK-B Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of WFIVX and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WFIVX	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.24	-0.18	+2.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.61	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	0.67	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.48	-0.08

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.

Drawdown Indicators

	WFIVX	BRK-B	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-0.77%	-11.33%	+10.56%
Average Drawdown Average peak-to-trough decline	-11.64%	-11.07%	-0.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.93%	4.46%	-2.53%

Volatility

WFIVX vs. BRK-B - Volatility Comparison

The current volatility for Wilshire 5000 Index Portfolio (WFIVX) is 3.00%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.72%. 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.

Volatility by Period

	WFIVX	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.00%	3.72%	-0.72%
Volatility (6M) Calculated over the trailing 6-month period	9.14%	10.70%	-1.56%
Volatility (1Y) Calculated over the trailing 1-year period	12.13%	14.32%	-2.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.13%	17.11%	+0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.18%	19.43%	-1.25%

Dividends

WFIVX vs. BRK-B - Dividend Comparison

WFIVX's dividend yield for the trailing twelve months is around 8.10%, 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	8.10%	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

Can I hold both WFIVX and BRK-B in my portfolio?

WFIVX and BRK-B have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WFIVX or BRK-B?

BRK-B has higher volatility (3.72%) compared to WFIVX (3.00%). In terms of maximum drawdown, WFIVX dropped -55.43% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

WFIVX currently has the higher Sharpe Ratio (2.24 vs -0.18), 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.