WFIVX vs. VTI
WFIVX (Wilshire 5000 Index Portfolio) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds. Over the past 10 years, WFIVX returned 14.06%/yr vs 15.14%/yr for VTI. With a 0.99 correlation, they move nearly in lockstep. WFIVX charges 0.56%/yr vs 0.03%/yr for VTI.
Performance
WFIVX vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, WFIVX achieves a 8.38% return, which is significantly lower than VTI's 8.80% return. Over the past 10 years, WFIVX has underperformed VTI with an annualized return of 14.06%, while VTI has yielded a comparatively higher 15.14% annualized return.
WFIVX
- 1D
- -1.35%
- 1M
- -0.94%
- YTD
- 8.38%
- 6M
- 6.93%
- 1Y
- 21.78%
- 3Y*
- 19.67%
- 5Y*
- 11.47%
- 10Y*
- 14.06%
VTI
- 1D
- -0.01%
- 1M
- -0.86%
- YTD
- 8.80%
- 6M
- 7.33%
- 1Y
- 22.77%
- 3Y*
- 20.62%
- 5Y*
- 11.81%
- 10Y*
- 15.14%
WFIVX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFIVX Wilshire 5000 Index Portfolio | 8.38% | 16.31% | 22.59% | 24.97% | -18.97% | 25.51% | 19.90% | 29.74% | -5.66% | 20.29% |
VTI Vanguard Total Stock Market ETF | 8.80% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between WFIVX and VTI is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.99 |
The correlation between WFIVX and VTI has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
WFIVX vs. VTI — Risk / Return Rank
WFIVX
VTI
WFIVX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.32 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 2.56 | +0.05 |
| Martin ratioReturn relative to average drawdown | 11.61 | 11.37 | +0.25 |
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Drawdowns
WFIVX vs. VTI - Drawdown Comparison
The maximum WFIVX drawdown since its inception was -55.43%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for WFIVX and VTI.
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Drawdown Indicators
| WFIVX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -55.45% | +0.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -8.92% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -19.30% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -24.93% | -25.36% | +0.43% |
Max Drawdown (10Y)Largest decline over 10 years | -34.62% | -35.00% | +0.38% |
Current DrawdownCurrent decline from peak | -2.85% | -2.86% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -11.62% | -8.01% | -3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.01% | -0.01% |
Volatility
WFIVX vs. VTI - Volatility Comparison
Wilshire 5000 Index Portfolio (WFIVX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.98% and 4.93%, 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.
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Volatility by Period
| WFIVX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 4.93% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 10.02% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 12.80% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 17.50% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 18.31% | -0.11% |
WFIVX vs. VTI - Expense Ratio Comparison
WFIVX has a 0.56% expense ratio, which is higher than VTI's 0.03% expense ratio.
Dividends
WFIVX vs. VTI - Dividend Comparison
WFIVX's dividend yield for the trailing twelve months is around 8.27%, more than VTI's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
WFIVX Wilshire 5000 Index Portfolio | 8.27% | 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
With a correlation of 1.00, WFIVX and VTI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
WFIVX has higher volatility (4.98%) compared to VTI (4.93%). In terms of maximum drawdown, WFIVX dropped -55.43% vs VTI's -55.45%.
WFIVX currently has the higher Sharpe Ratio (1.82 vs 1.79), 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.
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