DTLGX vs. SPY
Compare and contrast key facts about Wilshire Large Company Growth Portfolio (DTLGX) and State Street SPDR S&P 500 ETF (SPY).
DTLGX is managed by Wilshire Mutual Funds. It was launched on Sep 30, 1992. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
DTLGX vs. SPY - Performance Comparison
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DTLGX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTLGX Wilshire Large Company Growth Portfolio | -13.65% | 21.95% | 35.90% | 39.81% | -31.60% | 22.61% | 38.78% | 28.64% | -2.20% | 27.03% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, DTLGX achieves a -13.65% return, which is significantly lower than SPY's -4.37% return. Both investments have delivered pretty close results over the past 10 years, with DTLGX having a 14.37% annualized return and SPY not far behind at 13.98%.
DTLGX
- 1D
- -0.83%
- 1M
- -9.67%
- YTD
- -13.65%
- 6M
- -13.38%
- 1Y
- 17.18%
- 3Y*
- 21.01%
- 5Y*
- 10.45%
- 10Y*
- 14.37%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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DTLGX vs. SPY - Expense Ratio Comparison
DTLGX has a 1.30% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
DTLGX vs. SPY — Risk / Return Rank
DTLGX
SPY
DTLGX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire Large Company Growth Portfolio (DTLGX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.93 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.45 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 1.53 | -0.70 |
Martin ratioReturn relative to average drawdown | 2.97 | 7.30 | -4.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DTLGX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.93 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.69 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.78 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.56 | -0.05 |
Correlation
The correlation between DTLGX and SPY is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DTLGX vs. SPY - Dividend Comparison
DTLGX's dividend yield for the trailing twelve months is around 30.01%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTLGX Wilshire Large Company Growth Portfolio | 30.01% | 25.91% | 13.48% | 0.09% | 20.78% | 22.68% | 21.08% | 10.06% | 16.96% | 9.01% | 12.35% | 11.48% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
DTLGX vs. SPY - Drawdown Comparison
The maximum DTLGX drawdown since its inception was -56.57%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DTLGX and SPY.
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Drawdown Indicators
| DTLGX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.57% | -55.19% | -1.38% |
Max Drawdown (1Y)Largest decline over 1 year | -17.05% | -12.05% | -5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -35.84% | -24.50% | -11.34% |
Max Drawdown (10Y)Largest decline over 10 years | -35.84% | -33.72% | -2.12% |
Current DrawdownCurrent decline from peak | -17.05% | -6.24% | -10.81% |
Average DrawdownAverage peak-to-trough decline | -13.92% | -9.09% | -4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 2.52% | +2.24% |
Volatility
DTLGX vs. SPY - Volatility Comparison
Wilshire Large Company Growth Portfolio (DTLGX) has a higher volatility of 6.03% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that DTLGX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTLGX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 5.31% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.99% | 9.47% | +3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.15% | 19.05% | +4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.97% | 17.06% | +4.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 17.92% | +3.28% |