WFIVX vs. VT
Compare and contrast key facts about Wilshire 5000 Index Portfolio (WFIVX) and Vanguard Total World Stock ETF (VT).
WFIVX is managed by Wilshire Mutual Funds. It was launched on Feb 1, 1999. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WFIVX or VT.
Performance
WFIVX vs. VT - Performance Comparison
Returns By Period
In the year-to-date period, WFIVX achieves a 24.55% return, which is significantly higher than VT's 18.18% return. Over the past 10 years, WFIVX has underperformed VT with an annualized return of 7.83%, while VT has yielded a comparatively higher 9.25% annualized return.
WFIVX
24.55%
2.43%
13.69%
28.64%
9.19%
7.83%
VT
18.18%
0.34%
8.94%
24.96%
11.19%
9.25%
Key characteristics
| WFIVX | VT | |
|---|---|---|
| Sharpe Ratio | 2.37 | 2.17 |
| Sortino Ratio | 3.19 | 2.97 |
| Omega Ratio | 1.44 | 1.39 |
| Calmar Ratio | 2.20 | 3.11 |
| Martin Ratio | 14.88 | 13.89 |
| Ulcer Index | 1.96% | 1.82% |
| Daily Std Dev | 12.33% | 11.63% |
| Max Drawdown | -55.43% | -50.27% |
| Current Drawdown | -0.84% | -1.38% |
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WFIVX vs. VT - Expense Ratio Comparison
WFIVX has a 0.54% expense ratio, which is higher than VT's 0.07% expense ratio.
Correlation
The correlation between WFIVX and VT is 0.94, 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. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and Vanguard Total World Stock ETF (VT). 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. VT - Dividend Comparison
WFIVX's dividend yield for the trailing twelve months is around 0.82%, less than VT's 1.85% 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% |
VT Vanguard Total World Stock ETF | 1.85% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
WFIVX vs. VT - Drawdown Comparison
The maximum WFIVX drawdown since its inception was -55.43%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for WFIVX and VT. For additional features, visit the drawdowns tool.
Volatility
WFIVX vs. VT - Volatility Comparison
Wilshire 5000 Index Portfolio (WFIVX) has a higher volatility of 4.12% compared to Vanguard Total World Stock ETF (VT) at 3.18%. This indicates that WFIVX's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.