WFIVX vs. SWK

Last updated Jun 24, 2026

WFIVX (Wilshire 5000 Index Portfolio) is Large Cap Blend Equities fund managed by Wilshire Mutual Funds, while SWK (Stanley Black & Decker, Inc.) is a stock. Over the past 10 years, WFIVX returned 14.22%/yr vs 0.23%/yr for SWK. A 0.63 correlation means they provide meaningful diversification when combined.

Performance

WFIVX vs. SWK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilshire 5000 Index Portfolio (WFIVX) and Stanley Black & Decker, Inc. (SWK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WFIVX achieves a 9.87% return, which is significantly lower than SWK's 15.30% return. Over the past 10 years, WFIVX has outperformed SWK with an annualized return of 14.22%, while SWK has yielded a comparatively lower 0.23% annualized return.

WFIVX

• 1D: -0.34%
• 1M: 0.42%
• YTD: 9.87%
• 6M: 8.73%
• 1Y: 24.86%
• 3Y*: 20.21%
• 5Y*: 11.91%
• 10Y*: 14.22%

SWK

• 1D: -2.90%
• 1M: 10.78%
• YTD: 15.30%
• 6M: 14.73%
• 1Y: 33.46%
• 3Y*: 2.49%
• 5Y*: -13.12%
• 10Y*: 0.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WFIVX vs. SWK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WFIVX Wilshire 5000 Index Portfolio	9.87%	16.31%	22.59%	24.97%	-18.97%	25.51%	19.90%	29.74%	-5.66%	20.29%
SWK Stanley Black & Decker, Inc.	15.30%	-3.17%	-15.19%	35.55%	-58.92%	7.28%	9.73%	41.18%	-28.13%	50.50%

Correlation

The correlation between WFIVX and SWK is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (10Y) Calculated over the trailing 10-year period	0.64
Correlation (All Time) Calculated using the full available price history since Jan 29, 1999	0.63

The correlation between WFIVX and SWK shifts across timeframes, from 0.53 (1 year) to 0.64 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

WFIVX vs. SWK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WFIVX

WFIVX Risk / Return Rank: 60
WFIVX Sharpe Ratio Rank: 57
WFIVX Sortino Ratio Rank: 52
WFIVX Omega Ratio Rank: 53
WFIVX Calmar Ratio Rank: 64
WFIVX Martin Ratio Rank: 74

SWK

SWK Risk / Return Rank: 66
SWK Sharpe Ratio Rank: 70
SWK Sortino Ratio Rank: 66
SWK Omega Ratio Rank: 63
SWK Calmar Ratio Rank: 67
SWK Martin Ratio Rank: 67

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WFIVX vs. SWK - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WFIVX	SWK	Difference
Sharpe ratio: Return per unit of total volatility	2.05	0.88	+1.17
Sortino ratio: Return per unit of downside risk	2.79	1.47	+1.32
Omega ratio: Gain probability vs. loss probability	1.37	1.17	+0.20
Calmar ratio: Return relative to maximum drawdown	2.94	1.29	+1.65
Martin ratio: Return relative to average drawdown	13.10	2.85	+10.25

WFIVX vs. SWK - Sharpe Ratio Comparison

The current WFIVX Sharpe Ratio is 2.05, which is higher than the SWK Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of WFIVX and SWK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WFIVX vs. SWK - Drawdown Comparison

The maximum WFIVX drawdown since its inception was -55.43%, smaller than the maximum SWK drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for WFIVX and SWK.

Drawdown Indicators

	WFIVX	SWK	Difference
Max Drawdown Largest peak-to-trough decline	-55.43%	-71.31%	+15.88%
Max Drawdown (1Y) Largest decline over 1 year	-8.89%	-26.14%	+17.25%
Max Drawdown (3Y) Largest decline over 3 years	-19.36%	-48.31%	+28.95%
Max Drawdown (5Y) Largest decline over 5 years	-24.93%	-69.86%	+44.93%
Max Drawdown (10Y) Largest decline over 10 years	-34.62%	-71.31%	+36.69%
Current Drawdown Current decline from peak	-1.51%	-54.40%	+52.89%
Average Drawdown Average peak-to-trough decline	-11.62%	-19.48%	+7.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	11.77%	-9.78%

Volatility

WFIVX vs. SWK - Volatility Comparison

The current volatility for Wilshire 5000 Index Portfolio (WFIVX) is 4.78%, while Stanley Black & Decker, Inc. (SWK) has a volatility of 11.32%. 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.

Volatility by Period

	WFIVX	SWK	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.78%	11.32%	-6.54%
Volatility (6M) Calculated over the trailing 6-month period	9.99%	27.77%	-17.78%
Volatility (1Y) Calculated over the trailing 1-year period	12.75%	38.14%	-25.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.22%	37.82%	-20.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.23%	36.70%	-18.47%

Dividends

WFIVX vs. SWK - Dividend Comparison

WFIVX's dividend yield for the trailing twelve months is around 8.16%, more than SWK's 3.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SWK Stanley Black & Decker, Inc.	3.96%	4.44%	4.06%	3.28%	4.23%	1.58%	1.56%	1.63%	2.15%	1.43%	1.97%	2.01%
WFIVX Wilshire 5000 Index Portfolio	8.16%	8.97%	2.79%	3.33%	5.18%	7.25%	9.16%	5.06%	5.97%	8.83%	2.06%	1.39%

Frequently Asked Questions

Can I hold both WFIVX and SWK in my portfolio?

WFIVX and SWK have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WFIVX or SWK?

SWK has higher volatility (11.32%) compared to WFIVX (4.78%). In terms of maximum drawdown, WFIVX dropped -55.43% vs SWK's -71.31%.

Which has better risk-adjusted returns?

WFIVX currently has the higher Sharpe Ratio (2.05 vs 0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.