WFIVX vs. SPY
Compare and contrast key facts about Wilshire 5000 Index Portfolio (WFIVX) and State Street SPDR S&P 500 ETF (SPY).
WFIVX is managed by Wilshire Mutual Funds. It was launched on Feb 1, 1999. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
WFIVX vs. SPY - Performance Comparison
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WFIVX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFIVX Wilshire 5000 Index Portfolio | -6.78% | 16.31% | 22.59% | 24.97% | -18.97% | 25.51% | 19.90% | 29.74% | -5.66% | 20.29% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, WFIVX achieves a -6.78% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, WFIVX has underperformed SPY with an annualized return of 12.25%, while SPY has yielded a comparatively higher 13.98% annualized return.
WFIVX
- 1D
- -0.46%
- 1M
- -7.73%
- YTD
- -6.78%
- 6M
- -4.76%
- 1Y
- 14.04%
- 3Y*
- 15.86%
- 5Y*
- 9.72%
- 10Y*
- 12.25%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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WFIVX vs. SPY - Expense Ratio Comparison
WFIVX has a 0.54% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
WFIVX vs. SPY — Risk / Return Rank
WFIVX
SPY
WFIVX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.93 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.45 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.53 | -0.53 |
Martin ratioReturn relative to average drawdown | 4.80 | 7.30 | -2.50 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.93 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.69 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.78 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.56 | -0.19 |
Correlation
The correlation between WFIVX and SPY is 0.98, 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. SPY - Dividend Comparison
WFIVX's dividend yield for the trailing twelve months is around 9.62%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFIVX Wilshire 5000 Index Portfolio | 9.62% | 8.97% | 2.79% | 3.33% | 5.18% | 7.25% | 9.16% | 5.06% | 5.97% | 8.83% | 2.06% | 1.39% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
WFIVX vs. SPY - Drawdown Comparison
The maximum WFIVX drawdown since its inception was -55.43%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WFIVX and SPY.
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Drawdown Indicators
| WFIVX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -55.19% | -0.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -12.05% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -24.93% | -24.50% | -0.43% |
Max Drawdown (10Y)Largest decline over 10 years | -34.62% | -33.72% | -0.90% |
Current DrawdownCurrent decline from peak | -8.89% | -6.24% | -2.65% |
Average DrawdownAverage peak-to-trough decline | -11.71% | -9.09% | -2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.52% | +0.04% |
Volatility
WFIVX vs. SPY - Volatility Comparison
The current volatility for Wilshire 5000 Index Portfolio (WFIVX) is 4.37%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that WFIVX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFIVX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 5.31% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 9.28% | 9.47% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 19.05% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.09% | 17.06% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 17.92% | +0.23% |