WFIVX vs. VTSAX
WFIVX (Wilshire 5000 Index Portfolio) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both Large Cap Blend Equities funds. Over the past 10 years, WFIVX returned 13.41%/yr vs 14.47%/yr for VTSAX. Their 1.00 correlation means they have historically moved very closely together. WFIVX charges 0.56%/yr vs 0.04%/yr for VTSAX.
Performance
WFIVX vs. VTSAX - Performance Comparison
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Returns By Period
In the year-to-date period, WFIVX achieves a 9.27% return, which is significantly lower than VTSAX's 9.87% return. Over the past 10 years, WFIVX has underperformed VTSAX with an annualized return of 13.41%, while VTSAX has yielded a comparatively higher 14.47% annualized return.
WFIVX
- 1D
- 1.60%
- 1M
- -0.83%
- 6M
- 7.61%
- YTD
- 9.27%
- 1Y
- 19.98%
- 3Y*
- 17.65%
- 5Y*
- 11.15%
- 10Y*
- 13.41%
- ALL TIME*
- 7.80%
VTSAX
- 1D
- 1.63%
- 1M
- -0.77%
- 6M
- 8.16%
- YTD
- 9.87%
- 1Y
- 21.10%
- 3Y*
- 18.58%
- 5Y*
- 11.61%
- 10Y*
- 14.47%
- ALL TIME*
- 9.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WFIVX vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFIVX Wilshire 5000 Index Portfolio | 9.27% | 16.31% | 22.59% | 24.97% | -18.97% | 25.51% | 19.90% | 29.74% | -5.66% | 20.29% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 9.87% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Correlation
The correlation between WFIVX and VTSAX is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 1.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.99 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 1.00 |
Correlation (10Y) Provides a long-term view across more market conditions. | 1.00 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2000 | 1.00 |
The correlation between WFIVX and VTSAX 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. VTSAX — Risk / Return Rank
WFIVX
VTSAX
WFIVX vs. VTSAX - 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 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.
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 | VTSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 2.10 | -0.12 |
| Martin ratioReturn relative to average drawdown | 8.50 | 9.09 | -0.59 |
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Drawdowns
WFIVX vs. VTSAX - Drawdown Comparison
The maximum WFIVX drawdown since its inception was -55.43%, roughly equal to the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for WFIVX and VTSAX.
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Drawdown Indicators
| WFIVX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -55.33% | -0.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -8.92% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -19.36% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.93% | -25.36% | +0.43% |
Max Drawdown (10Y)Largest decline over 10 years | -34.62% | -34.97% | +0.35% |
Current DrawdownCurrent decline from peak | -2.05% | -1.88% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -11.58% | -8.96% | -2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.06% | +0.01% |
Volatility
WFIVX vs. VTSAX - Volatility Comparison
Wilshire 5000 Index Portfolio (WFIVX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 3.40% and 3.41%, 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 | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 3.41% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 10.27% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.06% | 13.13% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 17.47% | -0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 18.41% | -0.22% |
WFIVX vs. VTSAX - Expense Ratio Comparison
WFIVX has a 0.56% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Dividends
WFIVX vs. VTSAX - Dividend Comparison
WFIVX's dividend yield for the trailing twelve months is around 8.21%, more than VTSAX's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.06% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
WFIVX Wilshire 5000 Index Portfolio | 8.21% | 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 VTSAX 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.
VTSAX has higher volatility (3.41%) compared to WFIVX (3.40%). In terms of maximum drawdown, WFIVX dropped -55.43% vs VTSAX's -55.33%.
VTSAX currently has the higher Sharpe Ratio (1.43 vs 1.35), 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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