WFIVX vs. SWK
Compare and contrast key facts about Wilshire 5000 Index Portfolio (WFIVX) and Stanley Black & Decker, Inc. (SWK).
WFIVX is managed by Wilshire Mutual Funds. It was launched on Feb 1, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WFIVX or SWK.
Performance
WFIVX vs. SWK - Performance Comparison
Returns By Period
In the year-to-date period, WFIVX achieves a 24.55% return, which is significantly higher than SWK's -8.22% return. Over the past 10 years, WFIVX has outperformed SWK with an annualized return of 7.83%, while SWK has yielded a comparatively lower 1.49% annualized return.
WFIVX
24.55%
2.43%
13.69%
28.64%
9.19%
7.83%
SWK
-8.22%
-16.37%
3.75%
1.23%
-8.65%
1.49%
Key characteristics
| WFIVX | SWK | |
|---|---|---|
| Sharpe Ratio | 2.37 | 0.06 |
| Sortino Ratio | 3.19 | 0.31 |
| Omega Ratio | 1.44 | 1.04 |
| Calmar Ratio | 2.20 | 0.03 |
| Martin Ratio | 14.88 | 0.17 |
| Ulcer Index | 1.96% | 10.68% |
| Daily Std Dev | 12.33% | 31.67% |
| Max Drawdown | -55.43% | -66.45% |
| Current Drawdown | -0.84% | -55.81% |
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Correlation
The correlation between WFIVX and SWK is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
WFIVX vs. SWK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and Stanley Black & Decker, Inc. (SWK). 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. SWK - Dividend Comparison
WFIVX's dividend yield for the trailing twelve months is around 0.82%, less than SWK's 3.71% 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% |
SWK Stanley Black & Decker, Inc. | 3.71% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% | 2.45% |
Drawdowns
WFIVX vs. SWK - Drawdown Comparison
The maximum WFIVX drawdown since its inception was -55.43%, smaller than the maximum SWK drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for WFIVX and SWK. For additional features, visit the drawdowns tool.
Volatility
WFIVX vs. SWK - Volatility Comparison
The current volatility for Wilshire 5000 Index Portfolio (WFIVX) is 4.12%, while Stanley Black & Decker, Inc. (SWK) has a volatility of 11.74%. This indicates that WFIVX experiences smaller price fluctuations and is considered to be less risky than SWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.