- ISIN
- US9718973012
- CUSIP
- 971897301
- Issuer
- Wilshire Mutual Funds
- Inception Date
- Oct 1, 1992
- Category
- Small Cap Growth Equities
- Min. Investment
- $2,500
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
DTSGX Performance Chart
Wilshire Small Company Growth Portfolio (DTSGX) is up 20.5% since the beginning of the year. DTSGX is currently trading at $22 per share. Investors who bought $1,000 worth of DTSGX shares 5 years ago would now be looking at an investment worth $1,140.
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Returns By Period
Wilshire Small Company Growth Portfolio (DTSGX) has returned 20.50% so far this year and 37.58% over the past 12 months. Over the last ten years, DTSGX has returned 9.51% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Wilshire Small Company Growth Portfolio
- 1D
- 2.42%
- 1M
- 4.45%
- YTD
- 20.50%
- 6M
- 16.49%
- 1Y
- 37.58%
- 3Y*
- 12.43%
- 5Y*
- 2.66%
- 10Y*
- 9.51%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DTSGX Monthly Returns History
Based on dividend-adjusted daily data since Sep 30, 1992, DTSGX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.
Historically, 60% of months were positive and 40% were negative. The best month was Feb 2000 with a return of +17.8%, while the worst month was Nov 2000 at -24.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, DTSGX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +10.7%, while the worst single day was Nov 28, 2000 at -19.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.57% | 1.33% | -6.05% | 13.44% | 6.17% | 2.46% | 20.50% | ||||||
| 2025 | 4.01% | -6.92% | -7.86% | 0.26% | 5.01% | 3.71% | 1.82% | 4.64% | 2.62% | 2.88% | 0.59% | -2.09% | 7.91% |
| 2024 | -3.32% | 6.55% | 2.45% | -7.69% | 2.97% | -1.10% | 6.39% | -1.98% | 0.54% | -2.13% | 11.60% | -8.23% | 4.24% |
| 2023 | 10.44% | -0.59% | -1.52% | -0.87% | -0.68% | 6.68% | 3.77% | -3.69% | -6.58% | -7.93% | 9.73% | 10.09% | 17.91% |
| 2022 | -13.22% | -1.61% | -1.12% | -13.40% | -1.96% | -4.83% | 11.15% | -2.68% | -8.26% | 6.47% | 1.33% | -6.06% | -31.39% |
| 2021 | 1.36% | 6.03% | -1.41% | 3.75% | -2.62% | 5.10% | -0.69% | 2.26% | -4.07% | 6.28% | -4.52% | 1.21% | 12.56% |
Benchmark Metrics
Wilshire Small Company Growth Portfolio has an annualized alpha of -0.29%, beta of 1.06, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since September 30, 1992.
- This fund participated in 112.71% of S&P 500 Index downside but only 110.11% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.06 and R2 of 0.72, 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
- -0.29%
- Beta
- 1.06
- R²
- 0.72
- Upside Capture
- 110.11%
- Downside Capture
- 112.71%
Expense Ratio
DTSGX has a high expense ratio of 1.35%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
DTSGX ranks 45 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 Small Company Growth Portfolio (DTSGX) and compare them to S&P 500 Index.
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.
| DTSGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 2.78 | +0.01 |
| Martin ratioReturn relative to average drawdown | 10.42 | 12.44 | -2.02 |
Dividends
Dividend History
Wilshire Small Company Growth Portfolio provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.00 | $0.00 | $3.53 | $9.61 | $3.75 | $0.67 | $1.42 | $2.68 | $2.88 | $1.35 |
Dividend yield | 0.00% | 0.00% | 0.00% | 0.00% | 25.61% | 38.28% | 12.13% | 2.46% | 6.52% | 10.69% | 11.80% | 5.94% |
Monthly Dividends
The table displays the monthly dividend distributions for Wilshire Small Company Growth 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 | $0.00 | $0.00 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.53 | $3.53 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $9.61 | $9.61 |
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 Small Company Growth 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 Small Company Growth Portfolio was 56.83%, occurring on Mar 9, 2009. Recovery took 488 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -56.83%Mar 2009 | 1y 5mo | 1y 11mo | 3y 4moOct 2007 - Feb 2011 |
Dot-com crash2000–2002 | -47.06%Oct 2002 | 2y 7mo | 3y 3mo | 5y 10moMar 2000 - Jan 2006 |
1998 bear market1998 | -42.09%Oct 1998 | 5mo 19d | 1y 4mo | 1y 10moApr 1998 - Feb 2000 |
Bear market2022 | -40.62%Jun 2022 | 7mo 9d | 4y | 4y 7moNov 2021 - Jun 2026 |
COVID crash2020 | -38.05%Mar 2020 | 1mo 2d | 5mo 12d | 6mo 14dFeb 2020 - Sep 2020 |
Drawdown Indicators
| DTSGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.83% | -56.78% | -0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -13.28% | -9.10% | -4.18% |
Max Drawdown (3Y)Largest decline over 3 years | -27.55% | -18.90% | -8.65% |
Max Drawdown (5Y)Largest decline over 5 years | -40.62% | -25.43% | -15.19% |
Max Drawdown (10Y)Largest decline over 10 years | -40.62% | -33.92% | -6.70% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -13.32% | -10.71% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.03% | +1.53% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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