WFIVX vs. NKE

In the year-to-date period, WFIVX achieves a -3.82% return, which is significantly higher than NKE's -22.56% return. Over the past 10 years, WFIVX has outperformed NKE with an annualized return of 6.80%, while NKE has yielded a comparatively lower 2.53% annualized return.

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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.

The current WFIVX Sharpe Ratio is 0.33, which is higher than the NKE Sharpe Ratio of -0.91. 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.

WFIVX's dividend yield for the trailing twelve months is around 0.83%, less than NKE's 2.64% yield.

The maximum WFIVX drawdown since its inception was -55.43%, smaller than the maximum NKE drawdown of -68.53%. Use the drawdown chart below to compare losses from any high point for WFIVX and NKE. For additional features, visit the drawdowns tool.

The current volatility for Wilshire 5000 Index Portfolio (WFIVX) is 6.88%, while NIKE, Inc. (NKE) has a volatility of 12.09%. 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.