WFIVX vs. QLEIX

In the year-to-date period, WFIVX achieves a -3.82% return, which is significantly lower than QLEIX's 11.11% return. Over the past 10 years, WFIVX has underperformed QLEIX with an annualized return of 6.80%, while QLEIX has yielded a comparatively higher 9.54% annualized return.

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WFIVX has a 0.54% expense ratio, which is lower than QLEIX's 1.30% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and AQR Long-Short Equity Fund (QLEIX). 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 lower than the QLEIX Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of WFIVX and QLEIX, 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 QLEIX's 6.41% yield.

The maximum WFIVX drawdown since its inception was -55.43%, which is greater than QLEIX's maximum drawdown of -42.90%. Use the drawdown chart below to compare losses from any high point for WFIVX and QLEIX. For additional features, visit the drawdowns tool.

Wilshire 5000 Index Portfolio (WFIVX) has a higher volatility of 6.88% compared to AQR Long-Short Equity Fund (QLEIX) at 2.39%. This indicates that WFIVX's price experiences larger fluctuations and is considered to be riskier than QLEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.