WFIVX vs. VOO
Compare and contrast key facts about Wilshire 5000 Index Portfolio (WFIVX) and Vanguard S&P 500 ETF (VOO).
WFIVX is managed by Wilshire Mutual Funds. It was launched on Feb 1, 1999. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WFIVX or VOO.
Performance
WFIVX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, WFIVX achieves a 25.17% return, which is significantly lower than VOO's 26.58% return. Over the past 10 years, WFIVX has underperformed VOO with an annualized return of 7.89%, while VOO has yielded a comparatively higher 13.22% annualized return.
WFIVX
25.17%
3.84%
13.42%
29.28%
9.29%
7.89%
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| WFIVX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.37 | 2.69 |
| Sortino Ratio | 3.19 | 3.59 |
| Omega Ratio | 1.44 | 1.50 |
| Calmar Ratio | 2.21 | 3.88 |
| Martin Ratio | 14.91 | 17.58 |
| Ulcer Index | 1.96% | 1.86% |
| Daily Std Dev | 12.33% | 12.19% |
| Max Drawdown | -55.43% | -33.99% |
| Current Drawdown | -0.35% | -0.53% |
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. VOO - Expense Ratio Comparison
WFIVX has a 0.54% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between WFIVX and VOO is 0.99, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
WFIVX's dividend yield for the trailing twelve months is around 0.82%, less than VOO's 1.24% 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% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
WFIVX vs. VOO - Drawdown Comparison
The maximum WFIVX drawdown since its inception was -55.43%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WFIVX and VOO. For additional features, visit the drawdowns tool.
Volatility
WFIVX vs. VOO - Volatility Comparison
Wilshire 5000 Index Portfolio (WFIVX) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.13% and 3.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.