WFIVX vs. NKE

Last updated Apr 2, 2026

Compare and contrast key facts about Wilshire 5000 Index Portfolio (WFIVX) and NIKE, Inc. (NKE).

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

Performance

WFIVX vs. NKE - Performance Comparison

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

WFIVX vs. NKE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
NKE NIKE, Inc.	-29.48%	-13.83%	-29.11%	-6.01%	-29.04%	18.70%	40.97%	38.09%	19.87%	24.70%

Returns By Period

In the year-to-date period, WFIVX achieves a -4.03% return, which is significantly higher than NKE's -29.48% return. Over the past 10 years, WFIVX has outperformed NKE with an annualized return of 12.58%, while NKE has yielded a comparatively lower -1.89% annualized return.

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%

NKE

• 1D: -15.51%
• 1M: -26.85%
• YTD: -29.48%
• 6M: -39.07%
• 1Y: -29.35%
• 3Y*: -27.24%
• 5Y*: -18.33%
• 10Y*: -1.89%

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

Return for Risk

WFIVX vs. NKE — Risk / Return Rank

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

WFIVX

WFIVX Risk / Return Rank: 56
WFIVX Sharpe Ratio Rank: 45
WFIVX Sortino Ratio Rank: 50
WFIVX Omega Ratio Rank: 52
WFIVX Calmar Ratio Rank: 60
WFIVX Martin Ratio Rank: 72

NKE

NKE Risk / Return Rank: 12
NKE Sharpe Ratio Rank: 12
NKE Sortino Ratio Rank: 14
NKE Omega Ratio Rank: 13
NKE Calmar Ratio Rank: 18
NKE Martin Ratio Rank: 3

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. NKE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and NIKE, Inc. (NKE). 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	NKE	Difference
Sharpe ratio Return per unit of total volatility	0.94	-0.67	+1.61
Sortino ratio Return per unit of downside risk	1.45	-0.78	+2.22
Omega ratio Gain probability vs. loss probability	1.22	0.89	+0.32
Calmar ratio Return relative to maximum drawdown	1.45	-0.65	+2.10
Martin ratio Return relative to average drawdown	6.93	-1.78	+8.71
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. NKE - Sharpe Ratio Comparison

The current WFIVX Sharpe Ratio is 0.94, which is higher than the NKE Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of WFIVX and NKE, 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	NKE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	-0.67	+1.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	-0.52	+1.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	-0.06	+0.75
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.41	-0.04

Correlation

The correlation between WFIVX and NKE is 0.54, 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. NKE - Dividend Comparison

WFIVX's dividend yield for the trailing twelve months is around 9.34%, more than NKE's 3.63% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
NKE NIKE, Inc.	3.63%	2.53%	2.00%	1.28%	1.07%	0.68%	0.71%	0.89%	1.11%	1.18%	1.30%	0.93%

Drawdowns

WFIVX vs. NKE - Drawdown Comparison

The maximum WFIVX drawdown since its inception was -55.43%, smaller than the maximum NKE drawdown of -75.19%. Use the drawdown chart below to compare losses from any high point for WFIVX and NKE.

Drawdown Indicators

	WFIVX	NKE	Difference
Max Drawdown Largest peak-to-trough decline	-55.43%	-75.19%	+19.76%
Max Drawdown (1Y) Largest decline over 1 year	-12.39%	-42.65%	+30.26%
Max Drawdown (5Y) Largest decline over 5 years	-24.93%	-72.98%	+48.05%
Max Drawdown (10Y) Largest decline over 10 years	-34.62%	-72.98%	+38.36%
Current Drawdown Current decline from peak	-6.21%	-72.98%	+66.77%
Average Drawdown Average peak-to-trough decline	-11.71%	-20.70%	+8.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	15.69%	-13.10%

Volatility

WFIVX vs. NKE - Volatility Comparison

The current volatility for Wilshire 5000 Index Portfolio (WFIVX) is 5.46%, while NIKE, Inc. (NKE) has a volatility of 17.58%. This indicates that WFIVX experiences smaller price fluctuations and is considered to be less risky than NKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WFIVX	NKE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.46%	17.58%	-12.12%
Volatility (6M) Calculated over the trailing 6-month period	9.73%	30.01%	-20.28%
Volatility (1Y) Calculated over the trailing 1-year period	18.54%	44.03%	-25.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.14%	35.64%	-18.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.17%	32.11%	-13.94%