WFIVX vs. ^IXIC

In the year-to-date period, WFIVX achieves a -3.82% return, which is significantly higher than ^IXIC's -7.16% return. Over the past 10 years, WFIVX has underperformed ^IXIC with an annualized return of 6.80%, while ^IXIC has yielded a comparatively higher 13.70% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and NASDAQ Composite (^IXIC). 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.

The current WFIVX Sharpe Ratio is 0.33, which is comparable to the ^IXIC Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of WFIVX and ^IXIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum WFIVX drawdown since its inception was -55.43%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for WFIVX and ^IXIC. For additional features, visit the drawdowns tool.

The current volatility for Wilshire 5000 Index Portfolio (WFIVX) is 6.88%, while NASDAQ Composite (^IXIC) has a volatility of 8.50%. This indicates that WFIVX experiences smaller price fluctuations and is considered to be less risky than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.