- ISIN
- US9718972022
- CUSIP
- 971897202
- Issuer
- Wilshire Mutual Funds
- Inception Date
- Sep 30, 1992
- Category
- Large Cap Value Equities
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
DTLVX Performance Chart
Wilshire Large Company Value Portfolio (DTLVX) is up 9.1% since the beginning of the year. DTLVX is currently trading at $24 per share. Investors who bought $1,000 worth of DTLVX shares 5 years ago would now be looking at an investment worth $1,561.
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Returns By Period
Wilshire Large Company Value Portfolio (DTLVX) has returned 9.05% so far this year and 23.17% over the past 12 months. Over the last ten years, DTLVX has returned 9.62% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Wilshire Large Company Value Portfolio
- 1D
- 0.29%
- 1M
- 2.98%
- YTD
- 9.05%
- 6M
- 11.61%
- 1Y
- 23.17%
- 3Y*
- 16.95%
- 5Y*
- 9.32%
- 10Y*
- 9.62%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
DTLVX Monthly Returns History
Based on dividend-adjusted daily data since Sep 30, 1992, DTLVX's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +16.1%, while the worst month was Mar 2020 at -20.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, DTLVX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.4%, while the worst single day was Mar 16, 2020 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.11% | 2.32% | -5.08% | 6.12% | 2.33% | 0.29% | 9.05% | ||||||
| 2025 | 4.39% | -0.23% | -3.17% | -2.53% | 4.23% | 3.50% | 0.18% | 3.91% | 1.24% | -0.51% | 2.34% | 1.79% | 15.83% |
| 2024 | 0.15% | 3.87% | 5.54% | -4.93% | 3.14% | -0.55% | 4.64% | 1.82% | 0.65% | -0.95% | 6.12% | -6.08% | 13.34% |
| 2023 | 6.84% | -3.15% | -0.65% | 0.98% | -3.02% | 7.07% | 3.95% | -2.65% | -3.91% | -3.37% | 8.41% | 5.64% | 16.00% |
| 2022 | -3.63% | -2.00% | 1.95% | -6.34% | 2.09% | -9.31% | 7.95% | -3.53% | -9.44% | 10.37% | 6.81% | -4.56% | -11.41% |
| 2021 | -0.91% | 5.57% | 5.32% | 4.37% | 2.69% | -0.51% | 1.25% | 2.38% | -4.12% | 4.94% | -2.77% | 5.54% | 25.74% |
Benchmark Metrics
Wilshire Large Company Value Portfolio has an annualized alpha of -0.44%, beta of 0.96, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since October 01, 1992.
- This fund participated in 98.20% of S&P 500 Index downside but only 93.31% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.96 and R2 of 0.85, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.44%
- Beta
- 0.96
- R²
- 0.85
- Upside Capture
- 93.31%
- Downside Capture
- 98.20%
Expense Ratio
DTLVX has a high expense ratio of 1.30%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
DTLVX ranks 57 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Wilshire Large Company Value Portfolio (DTLVX) and compare them to S&P 500 Index.
| DTLVX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 2.39 | -0.27 |
Sortino ratioReturn per unit of downside risk | 3.03 | 3.25 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.43 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.23 | 3.11 | +0.11 |
Martin ratioReturn relative to average drawdown | 12.57 | 14.38 | -1.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Wilshire Large Company Value Portfolio provided a 9.57% dividend yield over the last twelve months, with an annual payout of $2.32 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.32 | $2.32 | $1.70 | $0.56 | $1.95 | $2.51 | $0.19 | $1.17 | $1.52 | $2.20 | $0.26 | $1.44 |
Dividend yield | 9.57% | 10.43% | 8.02% | 2.78% | 10.90% | 11.24% | 0.99% | 5.81% | 8.83% | 10.36% | 1.29% | 7.72% |
Monthly Dividends
The table displays the monthly dividend distributions for Wilshire Large Company Value Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.32 | $2.32 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.70 | $1.70 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.56 | $0.56 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.95 | $1.95 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.51 | $2.51 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Wilshire Large Company Value Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Wilshire Large Company Value Portfolio was 63.46%, occurring on Mar 9, 2009. Recovery took 1049 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -63.46%Mar 2009 | 1y 9mo | 4y 2mo | 5y 11moJun 2007 - May 2013 |
COVID crash2020 | -42.24%Mar 2020 | 2mo 2d | 9mo 19d | 11mo 21dJan 2020 - Jan 2021 |
Dot-com crash2000–2002 | -35.07%Oct 2002 | 1y 4mo | 2y 27d | 3y 5moMay 2001 - Nov 2004 |
2000 bear market2000 | -25.68%Feb 2000 | 9mo 27d | 11mo 12d | 1y 9moMay 1999 - Feb 2001 |
Bear market2022 | -22.14%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Drawdown Indicators
| DTLVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.46% | -56.78% | -6.68% |
Max Drawdown (1Y)Largest decline over 1 year | -7.25% | -9.10% | +1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | -18.90% | +2.57% |
Max Drawdown (5Y)Largest decline over 5 years | -22.14% | -25.43% | +3.29% |
Max Drawdown (10Y)Largest decline over 10 years | -42.24% | -33.92% | -8.32% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.52% | -10.72% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.97% | -0.11% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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