WFIVX vs. QUERX
Compare and contrast key facts about Wilshire 5000 Index Portfolio (WFIVX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX).
WFIVX is managed by Wilshire Mutual Funds. It was launched on Feb 1, 1999. QUERX is an actively managed fund by AQR Funds. It was launched on Jul 9, 2012.
Performance
WFIVX vs. QUERX - Performance Comparison
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WFIVX vs. QUERX - 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% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 1.76% | 6.98% | 13.98% | 9.55% | -13.73% | 23.56% | 13.20% | 28.82% | -0.21% | 22.22% |
Returns By Period
In the year-to-date period, WFIVX achieves a -4.03% return, which is significantly lower than QUERX's 1.76% return. Over the past 10 years, WFIVX has outperformed QUERX with an annualized return of 12.58%, while QUERX has yielded a comparatively lower 10.65% 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%
QUERX
- 1D
- 0.96%
- 1M
- -4.33%
- YTD
- 1.76%
- 6M
- -0.27%
- 1Y
- 3.98%
- 3Y*
- 10.10%
- 5Y*
- 6.84%
- 10Y*
- 10.65%
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WFIVX vs. QUERX - Expense Ratio Comparison
WFIVX has a 0.54% expense ratio, which is higher than QUERX's 0.31% expense ratio.
Return for Risk
WFIVX vs. QUERX — Risk / Return Rank
WFIVX
QUERX
WFIVX vs. QUERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX). 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 | QUERX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.34 | +0.60 |
Sortino ratioReturn per unit of downside risk | 1.45 | 0.56 | +0.89 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.08 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 0.45 | +1.00 |
Martin ratioReturn relative to average drawdown | 6.93 | 2.06 | +4.87 |
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 | QUERX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.34 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.53 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.70 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.70 | -0.33 |
Correlation
The correlation between WFIVX and QUERX is 0.88, 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. QUERX - Dividend Comparison
WFIVX's dividend yield for the trailing twelve months is around 9.34%, less than QUERX's 22.46% 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% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 22.46% | 22.86% | 24.47% | 24.43% | 10.37% | 2.62% | 1.37% | 1.18% | 1.74% | 2.45% | 2.06% | 6.28% |
Drawdowns
WFIVX vs. QUERX - Drawdown Comparison
The maximum WFIVX drawdown since its inception was -55.43%, which is greater than QUERX's maximum drawdown of -30.81%. Use the drawdown chart below to compare losses from any high point for WFIVX and QUERX.
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Drawdown Indicators
| WFIVX | QUERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -30.81% | -24.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -8.92% | -3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.93% | -22.04% | -2.89% |
Max Drawdown (10Y)Largest decline over 10 years | -34.62% | -30.81% | -3.81% |
Current DrawdownCurrent decline from peak | -6.21% | -4.33% | -1.88% |
Average DrawdownAverage peak-to-trough decline | -11.71% | -3.95% | -7.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 1.95% | +0.64% |
Volatility
WFIVX vs. QUERX - Volatility Comparison
Wilshire 5000 Index Portfolio (WFIVX) has a higher volatility of 5.46% compared to AQR Large Cap Defensive Style Fund Class R6 (QUERX) at 2.81%. This indicates that WFIVX's price experiences larger fluctuations and is considered to be riskier than QUERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFIVX | QUERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 2.81% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.73% | 5.75% | +3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 12.05% | +6.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 13.08% | +4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.17% | 15.23% | +2.94% |