DTLGX vs. FOCKX
DTLGX (Wilshire Large Company Growth Portfolio) and FOCKX (Fidelity OTC Portfolio Class K) are both Large Cap Growth Equities funds. Over the past 10 years, DTLGX returned 16.96%/yr vs 23.46%/yr for FOCKX. Their correlation of 0.95 suggests significant overlap in exposure. DTLGX charges 1.30%/yr vs 0.73%/yr for FOCKX.
Performance
DTLGX vs. FOCKX - Performance Comparison
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Returns By Period
In the year-to-date period, DTLGX achieves a 5.98% return, which is significantly lower than FOCKX's 27.09% return. Over the past 10 years, DTLGX has underperformed FOCKX with an annualized return of 16.96%, while FOCKX has yielded a comparatively higher 23.46% annualized return.
DTLGX
- 1D
- -1.48%
- 1M
- -0.36%
- YTD
- 5.98%
- 6M
- 4.51%
- 1Y
- 24.16%
- 3Y*
- 25.45%
- 5Y*
- 12.97%
- 10Y*
- 16.96%
FOCKX
- 1D
- -1.91%
- 1M
- 3.82%
- YTD
- 27.09%
- 6M
- 26.38%
- 1Y
- 56.90%
- 3Y*
- 34.24%
- 5Y*
- 18.15%
- 10Y*
- 23.46%
DTLGX vs. FOCKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTLGX Wilshire Large Company Growth Portfolio | 5.98% | 21.95% | 35.90% | 39.81% | -31.60% | 22.61% | 38.78% | 28.64% | -2.20% | 27.03% |
FOCKX Fidelity OTC Portfolio Class K | 27.09% | 22.28% | 38.91% | 42.92% | -32.07% | 25.06% | 46.83% | 39.36% | -3.18% | 38.78% |
Correlation
The correlation between DTLGX and FOCKX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since May 9, 2008 | 0.95 |
The correlation between DTLGX and FOCKX has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.
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Return for Risk
DTLGX vs. FOCKX — Risk / Return Rank
DTLGX
FOCKX
DTLGX vs. FOCKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire Large Company Growth Portfolio (DTLGX) and Fidelity OTC Portfolio Class K (FOCKX). 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.
| DTLGX | FOCKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.50 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | 5.18 | -3.68 |
| Martin ratioReturn relative to average drawdown | 5.11 | 21.92 | -16.81 |
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Drawdowns
DTLGX vs. FOCKX - Drawdown Comparison
The maximum DTLGX drawdown since its inception was -56.57%, which is greater than FOCKX's maximum drawdown of -53.33%. Use the drawdown chart below to compare losses from any high point for DTLGX and FOCKX.
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Drawdown Indicators
| DTLGX | FOCKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.57% | -53.33% | -3.24% |
Max Drawdown (1Y)Largest decline over 1 year | -17.05% | -11.28% | -5.77% |
Max Drawdown (3Y)Largest decline over 3 years | -24.20% | -24.83% | +0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -35.84% | -36.97% | +1.13% |
Max Drawdown (10Y)Largest decline over 10 years | -35.84% | -36.97% | +1.13% |
Current DrawdownCurrent decline from peak | -3.88% | -2.01% | -1.87% |
Average DrawdownAverage peak-to-trough decline | -13.85% | -8.36% | -5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.00% | 2.65% | +2.35% |
Volatility
DTLGX vs. FOCKX - Volatility Comparison
The current volatility for Wilshire Large Company Growth Portfolio (DTLGX) is 6.83%, while Fidelity OTC Portfolio Class K (FOCKX) has a volatility of 8.99%. This indicates that DTLGX experiences smaller price fluctuations and is considered to be less risky than FOCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTLGX | FOCKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.83% | 8.99% | -2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 13.95% | 16.00% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.94% | 19.60% | -1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.22% | 22.97% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.39% | 22.59% | -1.20% |
DTLGX vs. FOCKX - Expense Ratio Comparison
DTLGX has a 1.30% expense ratio, which is higher than FOCKX's 0.73% expense ratio.
Dividends
DTLGX vs. FOCKX - Dividend Comparison
DTLGX's dividend yield for the trailing twelve months is around 24.45%, more than FOCKX's 5.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTLGX Wilshire Large Company Growth Portfolio | 24.45% | 25.91% | 13.48% | 0.09% | 20.78% | 22.68% | 21.08% | 10.06% | 16.96% | 9.01% | 12.35% | 11.48% |
FOCKX Fidelity OTC Portfolio Class K | 5.94% | 7.56% | 16.42% | 0.09% | 3.97% | 11.34% | 6.18% | 7.49% | 7.81% | 4.85% | 3.25% | 5.42% |
Frequently Asked Questions
With a correlation of 0.92, DTLGX and FOCKX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FOCKX has higher volatility (8.99%) compared to DTLGX (6.83%). In terms of maximum drawdown, DTLGX dropped -56.57% vs FOCKX's -53.33%.
FOCKX currently has the higher Sharpe Ratio (2.99 vs 1.43), 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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