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WFRPX vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WFRPX and VFIAX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

WFRPX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wealthfront Risk Parity Fund Class W (WFRPX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


WFRPX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

VFIAX

YTD

-0.17%

1M

10.61%

6M

-1.15%

1Y

11.52%

3Y*

15.41%

5Y*

16.31%

10Y*

12.58%

*Annualized

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WFRPX vs. VFIAX - Expense Ratio Comparison

WFRPX has a 0.25% expense ratio, which is higher than VFIAX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

WFRPX vs. VFIAX — Risk-Adjusted Performance Rank

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

WFRPX
The Risk-Adjusted Performance Rank of WFRPX is 2929
Overall Rank
The Sharpe Ratio Rank of WFRPX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of WFRPX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of WFRPX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of WFRPX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of WFRPX is 2929
Martin Ratio Rank

VFIAX
The Risk-Adjusted Performance Rank of VFIAX is 6767
Overall Rank
The Sharpe Ratio Rank of VFIAX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIAX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VFIAX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VFIAX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VFIAX is 6868
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.

WFRPX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wealthfront Risk Parity Fund Class W (WFRPX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.



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Dividends

WFRPX vs. VFIAX - Dividend Comparison

WFRPX has not paid dividends to shareholders, while VFIAX's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
WFRPX
Wealthfront Risk Parity Fund Class W
3.87%5.18%4.86%1.31%0.00%0.29%1.57%1.33%0.00%0.00%0.00%0.00%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.29%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%

Drawdowns

WFRPX vs. VFIAX - Drawdown Comparison


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Volatility

WFRPX vs. VFIAX - Volatility Comparison


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