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WFIVX vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between WFIVX and ^NDX is 0.88, 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.


-0.50.00.51.00.9

Performance

WFIVX vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilshire 5000 Index Portfolio (WFIVX) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.36%
2.44%
WFIVX
^NDX

Key characteristics

Sharpe Ratio

WFIVX:

1.58

^NDX:

1.50

Sortino Ratio

WFIVX:

2.13

^NDX:

2.02

Omega Ratio

WFIVX:

1.29

^NDX:

1.27

Calmar Ratio

WFIVX:

1.81

^NDX:

2.00

Martin Ratio

WFIVX:

8.80

^NDX:

7.07

Ulcer Index

WFIVX:

2.34%

^NDX:

3.85%

Daily Std Dev

WFIVX:

13.02%

^NDX:

18.18%

Max Drawdown

WFIVX:

-55.43%

^NDX:

-82.90%

Current Drawdown

WFIVX:

-5.78%

^NDX:

-4.14%

Returns By Period

In the year-to-date period, WFIVX achieves a 0.70% return, which is significantly lower than ^NDX's 0.80% return. Over the past 10 years, WFIVX has underperformed ^NDX with an annualized return of 7.55%, while ^NDX has yielded a comparatively higher 17.56% annualized return.


WFIVX

YTD

0.70%

1M

-5.15%

6M

3.36%

1Y

20.83%

5Y*

8.17%

10Y*

7.55%

^NDX

YTD

0.80%

1M

-1.21%

6M

2.45%

1Y

26.99%

5Y*

18.82%

10Y*

17.56%

*Annualized

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Risk-Adjusted Performance

WFIVX vs. ^NDX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WFIVX
The Risk-Adjusted Performance Rank of WFIVX is 8383
Overall Rank
The Sharpe Ratio Rank of WFIVX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of WFIVX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of WFIVX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of WFIVX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of WFIVX is 8585
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6969
Overall Rank
The Sharpe Ratio Rank of ^NDX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WFIVX vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) and NASDAQ 100 (^NDX). 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.


Sharpe ratio
The chart of Sharpe ratio for WFIVX, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.581.50
The chart of Sortino ratio for WFIVX, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.0010.002.132.02
The chart of Omega ratio for WFIVX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.27
The chart of Calmar ratio for WFIVX, currently valued at 1.81, compared to the broader market0.005.0010.001.812.00
The chart of Martin ratio for WFIVX, currently valued at 8.80, compared to the broader market0.0020.0040.0060.008.807.07
WFIVX
^NDX

The current WFIVX Sharpe Ratio is 1.58, which is comparable to the ^NDX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of WFIVX and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.58
1.50
WFIVX
^NDX

Drawdowns

WFIVX vs. ^NDX - Drawdown Comparison

The maximum WFIVX drawdown since its inception was -55.43%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for WFIVX and ^NDX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.78%
-4.14%
WFIVX
^NDX

Volatility

WFIVX vs. ^NDX - Volatility Comparison

The current volatility for Wilshire 5000 Index Portfolio (WFIVX) is 5.12%, while NASDAQ 100 (^NDX) has a volatility of 6.15%. This indicates that WFIVX experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
5.12%
6.15%
WFIVX
^NDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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