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 | -10.04% | 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 | -3.65% | 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 -10.04% return, which is significantly lower than SPY's -3.65% return. Over the past 10 years, DTLGX has outperformed SPY with an annualized return of 14.84%, while SPY has yielded a comparatively lower 14.06% annualized return.
DTLGX
- 1D
- 4.17%
- 1M
- -5.90%
- YTD
- -10.04%
- 6M
- -10.13%
- 1Y
- 20.96%
- 3Y*
- 22.67%
- 5Y*
- 10.98%
- 10Y*
- 14.84%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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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 | 0.94 | 0.96 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.49 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.53 | -0.25 |
Martin ratioReturn relative to average drawdown | 4.53 | 7.27 | -2.74 |
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 | 0.94 | 0.96 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.70 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.79 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 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 28.81%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTLGX Wilshire Large Company Growth Portfolio | 28.81% | 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 | 1.13% | 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 | -13.59% | -5.53% | -8.06% |
Average DrawdownAverage peak-to-trough decline | -13.92% | -9.09% | -4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.84% | 2.54% | +2.30% |
Volatility
DTLGX vs. SPY - Volatility Comparison
Wilshire Large Company Growth Portfolio (DTLGX) has a higher volatility of 7.56% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. 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 | 7.56% | 5.35% | +2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 13.63% | 9.50% | +4.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.46% | 19.06% | +4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.04% | 17.06% | +4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.24% | 17.92% | +3.32% |