WLCTX vs. WIORX
WLCTX (Wilshire International Equity Fund) and WIORX (Wilshire Income Opportunities Fund) are both mutual funds - WLCTX is a Foreign Large Cap Equities fund managed by Wilshire Mutual Funds, while WIORX is a Multisector Bonds fund managed by Wilshire Mutual Funds. Over the past 5 years, WLCTX returned 9.31%/yr vs 0.88%/yr for WIORX. At a 0.29 correlation, their price movements are largely independent. WLCTX charges 1.50%/yr vs 1.15%/yr for WIORX.
Performance
WLCTX vs. WIORX - Performance Comparison
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Returns By Period
In the year-to-date period, WLCTX achieves a 15.49% return, which is significantly higher than WIORX's 0.10% return.
WLCTX
- 1D
- 0.22%
- 1M
- 2.82%
- YTD
- 15.49%
- 6M
- 15.36%
- 1Y
- 31.47%
- 3Y*
- 20.67%
- 5Y*
- 9.31%
- 10Y*
- 11.23%
WIORX
- 1D
- -0.33%
- 1M
- 0.33%
- YTD
- 0.10%
- 6M
- 0.20%
- 1Y
- 3.65%
- 3Y*
- 5.03%
- 5Y*
- 0.88%
- 10Y*
- —
WLCTX vs. WIORX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WLCTX Wilshire International Equity Fund | 15.49% | 33.77% | 5.89% | 17.15% | -18.87% | 12.29% | 16.52% | 23.53% | -12.73% | 25.54% |
WIORX Wilshire Income Opportunities Fund | 0.10% | 7.18% | 3.49% | 6.35% | -11.18% | 0.40% | 3.59% | 9.58% | -0.65% | 5.60% |
Correlation
The correlation between WLCTX and WIORX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.29 |
Over the past year, WLCTX and WIORX have become more correlated (0.51) than their long-term average of 0.29, meaning their price movements have been converging.
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Return for Risk
WLCTX vs. WIORX — Risk / Return Rank
WLCTX
WIORX
WLCTX vs. WIORX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire International Equity Fund (WLCTX) and Wilshire Income Opportunities Fund (WIORX). 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.
| WLCTX | WIORX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.25 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 1.44 | +1.35 |
| Martin ratioReturn relative to average drawdown | 10.59 | 4.57 | +6.02 |
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Drawdowns
WLCTX vs. WIORX - Drawdown Comparison
The maximum WLCTX drawdown since its inception was -52.88%, which is greater than WIORX's maximum drawdown of -15.02%. Use the drawdown chart below to compare losses from any high point for WLCTX and WIORX.
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Drawdown Indicators
| WLCTX | WIORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.88% | -15.02% | -37.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.55% | -2.71% | -8.84% |
Max Drawdown (3Y)Largest decline over 3 years | -14.26% | -4.66% | -9.60% |
Max Drawdown (5Y)Largest decline over 5 years | -32.89% | -15.02% | -17.87% |
Max Drawdown (10Y)Largest decline over 10 years | -34.49% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.42% | +1.42% |
Average DrawdownAverage peak-to-trough decline | -11.31% | -3.18% | -8.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 0.85% | +2.18% |
Volatility
WLCTX vs. WIORX - Volatility Comparison
Wilshire International Equity Fund (WLCTX) has a higher volatility of 4.93% compared to Wilshire Income Opportunities Fund (WIORX) at 1.07%. This indicates that WLCTX's price experiences larger fluctuations and is considered to be riskier than WIORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WLCTX | WIORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 1.07% | +3.86% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 2.42% | +9.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.86% | 2.99% | +10.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.03% | 4.22% | +10.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.97% | 3.73% | +12.24% |
WLCTX vs. WIORX - Expense Ratio Comparison
WLCTX has a 1.50% expense ratio, which is higher than WIORX's 1.15% expense ratio.
Dividends
WLCTX vs. WIORX - Dividend Comparison
WLCTX's dividend yield for the trailing twelve months is around 10.80%, more than WIORX's 4.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WIORX Wilshire Income Opportunities Fund | 4.40% | 4.48% | 4.38% | 2.79% | 3.40% | 3.49% | 3.79% | 3.75% | 3.06% | 4.46% | 0.00% | 0.00% |
WLCTX Wilshire International Equity Fund | 10.80% | 12.47% | 11.81% | 3.02% | 0.91% | 19.22% | 6.81% | 1.26% | 4.91% | 0.07% | 1.64% | 0.22% |
Frequently Asked Questions
WLCTX and WIORX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WLCTX has higher volatility (4.93%) compared to WIORX (1.07%). In terms of maximum drawdown, WLCTX dropped -52.88% vs WIORX's -15.02%.
WLCTX currently has the higher Sharpe Ratio (2.33 vs 1.31), 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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