DTLGX vs. SPY

In the year-to-date period, DTLGX achieves a 1.48% return, which is significantly higher than SPY's 0.87% return. Over the past 10 years, DTLGX has outperformed SPY with an annualized return of 14.11%, while SPY has yielded a comparatively lower 12.73% annualized return.

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DTLGX has a 1.30% expense ratio, which is higher than SPY's 0.09% expense ratio.

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

The current DTLGX Sharpe Ratio is 0.72, which is comparable to the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of DTLGX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DTLGX's dividend yield for the trailing twelve months is around 13.28%, more than SPY's 1.22% yield.

The maximum DTLGX drawdown since its inception was -55.73%, 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.

Wilshire Large Company Growth Portfolio (DTLGX) has a higher volatility of 5.85% compared to SPDR S&P 500 ETF (SPY) at 4.86%. 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.