WFIVX vs. VTSAX
Compare and contrast key facts about Wilshire 5000 Index Portfolio (WFIVX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
WFIVX is managed by Wilshire Mutual Funds. It was launched on Feb 1, 1999. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WFIVX or VTSAX.
Performance
WFIVX vs. VTSAX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with WFIVX having a 25.17% return and VTSAX slightly higher at 26.28%. Over the past 10 years, WFIVX has underperformed VTSAX with an annualized return of 7.89%, while VTSAX has yielded a comparatively higher 12.73% annualized return.
WFIVX
25.17%
3.84%
13.42%
29.28%
9.29%
7.89%
VTSAX
26.28%
4.04%
14.03%
33.65%
15.20%
12.73%
Key characteristics
| WFIVX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 2.37 | 2.68 |
| Sortino Ratio | 3.19 | 3.57 |
| Omega Ratio | 1.44 | 1.49 |
| Calmar Ratio | 2.21 | 3.93 |
| Martin Ratio | 14.91 | 17.10 |
| Ulcer Index | 1.96% | 1.97% |
| Daily Std Dev | 12.33% | 12.56% |
| Max Drawdown | -55.43% | -55.34% |
| Current Drawdown | -0.35% | -0.28% |
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WFIVX vs. VTSAX - Expense Ratio Comparison
WFIVX has a 0.54% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Correlation
The correlation between WFIVX and VTSAX 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. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
WFIVX's dividend yield for the trailing twelve months is around 0.82%, less than VTSAX's 1.25% 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
WFIVX vs. VTSAX - Drawdown Comparison
The maximum WFIVX drawdown since its inception was -55.43%, roughly equal to the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for WFIVX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
WFIVX vs. VTSAX - Volatility Comparison
Wilshire 5000 Index Portfolio (WFIVX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 4.13% and 4.18%, 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.