WFIVX vs. FXAIX
Compare and contrast key facts about Wilshire 5000 Index Portfolio (WFIVX) and Fidelity 500 Index Fund (FXAIX).
WFIVX is managed by Wilshire Mutual Funds. It was launched on Feb 1, 1999. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
WFIVX vs. FXAIX - Performance Comparison
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WFIVX vs. FXAIX - 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% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
The year-to-date returns for both stocks are quite close, with WFIVX having a -6.78% return and FXAIX slightly lower at -7.05%. Over the past 10 years, WFIVX has underperformed FXAIX with an annualized return of 12.25%, while FXAIX has yielded a comparatively higher 13.75% 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%
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
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WFIVX vs. FXAIX - Expense Ratio Comparison
WFIVX has a 0.54% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
WFIVX vs. FXAIX — Risk / Return Rank
WFIVX
FXAIX
WFIVX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and Fidelity 500 Index Fund (FXAIX). 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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.84 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.30 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.05 | -0.06 |
Martin ratioReturn relative to average drawdown | 4.80 | 5.13 | -0.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WFIVX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.84 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.68 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.77 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.75 | -0.38 |
Correlation
The correlation between WFIVX and FXAIX is 0.99, 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.
Dividends
WFIVX vs. FXAIX - Dividend Comparison
WFIVX's dividend yield for the trailing twelve months is around 9.62%, more than FXAIX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFIVX Wilshire 5000 Index Portfolio | 9.62% | 8.97% | 2.79% | 3.33% | 5.18% | 7.25% | 9.16% | 5.06% | 5.97% | 8.83% | 2.06% | 1.39% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
WFIVX vs. FXAIX - Drawdown Comparison
The maximum WFIVX drawdown since its inception was -55.43%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for WFIVX and FXAIX.
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Drawdown Indicators
| WFIVX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -33.79% | -21.64% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -12.13% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -24.93% | -24.50% | -0.43% |
Max Drawdown (10Y)Largest decline over 10 years | -34.62% | -33.79% | -0.83% |
Current DrawdownCurrent decline from peak | -8.89% | -8.89% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.71% | -3.83% | -7.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.50% | +0.06% |
Volatility
WFIVX vs. FXAIX - Volatility Comparison
Wilshire 5000 Index Portfolio (WFIVX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.37% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFIVX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 4.24% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.28% | 9.08% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 18.13% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.09% | 16.88% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 18.03% | +0.12% |