WFIVX vs. QQQ
Compare and contrast key facts about Wilshire 5000 Index Portfolio (WFIVX) and Invesco QQQ (QQQ).
WFIVX is managed by Wilshire Mutual Funds. It was launched on Feb 1, 1999. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WFIVX or QQQ.
Performance
WFIVX vs. QQQ - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with WFIVX having a 25.17% return and QQQ slightly lower at 24.04%. Over the past 10 years, WFIVX has underperformed QQQ with an annualized return of 7.89%, while QQQ has yielded a comparatively higher 18.03% annualized return.
WFIVX
25.17%
3.84%
13.42%
29.28%
9.29%
7.89%
QQQ
24.04%
3.57%
10.78%
30.56%
20.99%
18.03%
Key characteristics
| WFIVX | QQQ | |
|---|---|---|
| Sharpe Ratio | 2.37 | 1.76 |
| Sortino Ratio | 3.19 | 2.35 |
| Omega Ratio | 1.44 | 1.32 |
| Calmar Ratio | 2.21 | 2.25 |
| Martin Ratio | 14.91 | 8.18 |
| Ulcer Index | 1.96% | 3.74% |
| Daily Std Dev | 12.33% | 17.36% |
| Max Drawdown | -55.43% | -82.98% |
| Current Drawdown | -0.35% | -1.62% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WFIVX vs. QQQ - Expense Ratio Comparison
WFIVX has a 0.54% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Correlation
The correlation between WFIVX and QQQ is 0.87, 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.
Risk-Adjusted Performance
WFIVX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and Invesco QQQ (QQQ). 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.
Dividends
WFIVX vs. QQQ - Dividend Comparison
WFIVX's dividend yield for the trailing twelve months is around 0.82%, more than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFIVX Wilshire 5000 Index Portfolio | 0.82% | 1.02% | 1.11% | 0.76% | 1.04% | 1.31% | 1.59% | 1.31% | 2.06% | 1.38% | 1.23% | 1.23% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
WFIVX vs. QQQ - Drawdown Comparison
The maximum WFIVX drawdown since its inception was -55.43%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for WFIVX and QQQ. For additional features, visit the drawdowns tool.
Volatility
WFIVX vs. QQQ - Volatility Comparison
The current volatility for Wilshire 5000 Index Portfolio (WFIVX) is 4.13%, while Invesco QQQ (QQQ) has a volatility of 5.36%. This indicates that WFIVX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.