DTLGX vs. DTLVX

Last updated Jun 3, 2026

DTLGX (Wilshire Large Company Growth Portfolio) and DTLVX (Wilshire Large Company Value Portfolio) are both mutual funds - DTLGX is a Large Cap Growth Equities fund managed by Wilshire Mutual Funds, while DTLVX is a Large Cap Value Equities fund managed by Wilshire Mutual Funds. Over the past 10 years, DTLGX returned 17.00%/yr vs 9.62%/yr for DTLVX. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 1.30% expense ratio.

Performance

DTLGX vs. DTLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilshire Large Company Growth Portfolio (DTLGX) and Wilshire Large Company Value Portfolio (DTLVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DTLGX achieves a 10.26% return, which is significantly higher than DTLVX's 9.05% return. Over the past 10 years, DTLGX has outperformed DTLVX with an annualized return of 17.00%, while DTLVX has yielded a comparatively lower 9.62% annualized return.

DTLGX

• 1D: 0.86%
• 1M: 7.27%
• YTD: 10.26%
• 6M: 9.41%
• 1Y: 31.40%
• 3Y*: 27.87%
• 5Y*: 14.73%
• 10Y*: 17.00%

DTLVX

• 1D: 0.29%
• 1M: 2.98%
• YTD: 9.05%
• 6M: 11.61%
• 1Y: 23.17%
• 3Y*: 16.95%
• 5Y*: 9.32%
• 10Y*: 9.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DTLGX vs. DTLVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTLGX Wilshire Large Company Growth Portfolio	10.26%	21.95%	35.90%	39.81%	-31.60%	22.61%	38.78%	28.64%	-2.20%	27.03%
DTLVX Wilshire Large Company Value Portfolio	9.05%	15.83%	13.34%	16.00%	-11.41%	25.74%	-0.81%	23.61%	-11.79%	14.73%

Correlation

The correlation between DTLGX and DTLVX is 0.52, 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	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.69
Correlation (All Time) Calculated using the full available price history since Oct 1, 1992	0.78

Over the past year, the correlation between DTLGX and DTLVX has dropped to 0.52 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

Return for Risk

DTLGX vs. DTLVX — Risk / Return Rank

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

DTLGX

DTLGX Risk / Return Rank: 35
DTLGX Sharpe Ratio Rank: 43
DTLGX Sortino Ratio Rank: 38
DTLGX Omega Ratio Rank: 39
DTLGX Calmar Ratio Rank: 25
DTLGX Martin Ratio Rank: 27

DTLVX

DTLVX Risk / Return Rank: 57
DTLVX Sharpe Ratio Rank: 51
DTLVX Sortino Ratio Rank: 52
DTLVX Omega Ratio Rank: 48
DTLVX Calmar Ratio Rank: 69
DTLVX Martin Ratio Rank: 64

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DTLGX vs. DTLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilshire Large Company Growth Portfolio (DTLGX) and Wilshire Large Company Value Portfolio (DTLVX). 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.

	DTLGX	DTLVX	Difference
Sharpe ratio Return per unit of total volatility	1.93	2.11	-0.18
Sortino ratio Return per unit of downside risk	2.58	3.03	-0.45
Omega ratio Gain probability vs. loss probability	1.33	1.38	-0.05
Calmar ratio Return relative to maximum drawdown	1.91	3.22	-1.32
Martin ratio Return relative to average drawdown	6.62	12.57	-5.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DTLGX vs. DTLVX - Sharpe Ratio Comparison

The current DTLGX Sharpe Ratio is 1.93, which is comparable to the DTLVX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of DTLGX and DTLVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DTLGX	DTLVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.93	2.11	-0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.59	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.80	0.52	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.42	+0.13

Drawdowns

DTLGX vs. DTLVX - Drawdown Comparison

The maximum DTLGX drawdown since its inception was -56.57%, smaller than the maximum DTLVX drawdown of -63.46%. Use the drawdown chart below to compare losses from any high point for DTLGX and DTLVX.

Drawdown Indicators

	DTLGX	DTLVX	Difference
Max Drawdown Largest peak-to-trough decline	-56.57%	-63.46%	+6.89%
Max Drawdown (1Y) Largest decline over 1 year	-17.05%	-7.25%	-9.80%
Max Drawdown (3Y) Largest decline over 3 years	-24.20%	-16.33%	-7.87%
Max Drawdown (5Y) Largest decline over 5 years	-35.84%	-22.14%	-13.70%
Max Drawdown (10Y) Largest decline over 10 years	-35.84%	-42.24%	+6.40%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-13.87%	-9.52%	-4.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.91%	1.86%	+3.05%

Volatility

DTLGX vs. DTLVX - Volatility Comparison

Wilshire Large Company Growth Portfolio (DTLGX) has a higher volatility of 3.72% compared to Wilshire Large Company Value Portfolio (DTLVX) at 2.58%. This indicates that DTLGX's price experiences larger fluctuations and is considered to be riskier than DTLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTLGX	DTLVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.72%	2.58%	+1.14%
Volatility (6M) Calculated over the trailing 6-month period	12.77%	8.14%	+4.63%
Volatility (1Y) Calculated over the trailing 1-year period	16.96%	11.09%	+5.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.05%	15.78%	+6.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.30%	18.65%	+2.65%

DTLGX vs. DTLVX - Expense Ratio Comparison

Both DTLGX and DTLVX have an expense ratio of 1.30%.

Dividends

DTLGX vs. DTLVX - Dividend Comparison

DTLGX's dividend yield for the trailing twelve months is around 23.50%, more than DTLVX's 9.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTLGX Wilshire Large Company Growth Portfolio	23.50%	25.91%	13.48%	0.09%	20.78%	22.68%	21.08%	10.06%	16.96%	9.01%	12.35%	11.48%
DTLVX Wilshire Large Company Value Portfolio	9.57%	10.43%	8.02%	2.78%	10.90%	11.24%	0.99%	5.81%	8.83%	10.36%	1.29%	7.72%

Frequently Asked Questions

Can I hold both DTLGX and DTLVX in my portfolio?

DTLGX and DTLVX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTLGX or DTLVX?

DTLGX has higher volatility (3.72%) compared to DTLVX (2.58%). In terms of maximum drawdown, DTLGX dropped -56.57% vs DTLVX's -63.46%.

Which has better risk-adjusted returns?

DTLVX currently has the higher Sharpe Ratio (2.11 vs 1.93), 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.