DTLGX vs. WBGSX

Last updated Jun 4, 2026

DTLGX (Wilshire Large Company Growth Portfolio) and WBGSX (William Blair Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, DTLGX returned 16.94%/yr vs 15.14%/yr for WBGSX. Their correlation of 0.93 suggests significant overlap in exposure. DTLGX charges 1.30%/yr vs 1.20%/yr for WBGSX.

Performance

DTLGX vs. WBGSX - Performance Comparison

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

Returns By Period

In the year-to-date period, DTLGX achieves a 9.70% return, which is significantly lower than WBGSX's 10.45% return. Over the past 10 years, DTLGX has outperformed WBGSX with an annualized return of 16.94%, while WBGSX has yielded a comparatively lower 15.14% annualized return.

DTLGX

• 1D: -0.50%
• 1M: 6.68%
• YTD: 9.70%
• 6M: 9.11%
• 1Y: 29.85%
• 3Y*: 27.66%
• 5Y*: 14.79%
• 10Y*: 16.94%

WBGSX

• 1D: -0.27%
• 1M: 9.31%
• YTD: 10.45%
• 6M: 9.21%
• 1Y: 25.54%
• 3Y*: 18.88%
• 5Y*: 10.33%
• 10Y*: 15.14%

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

DTLGX vs. WBGSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTLGX Wilshire Large Company Growth Portfolio	9.70%	21.95%	35.90%	39.81%	-31.60%	22.61%	38.78%	28.64%	-2.20%	27.03%
WBGSX William Blair Growth Fund	10.45%	10.69%	21.86%	37.75%	-29.75%	21.71%	36.12%	32.11%	4.88%	24.19%

Correlation

The correlation between DTLGX and WBGSX is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Oct 1, 1992	0.93

The correlation between DTLGX and WBGSX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

Return for Risk

DTLGX vs. WBGSX — Risk / Return Rank

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

DTLGX

DTLGX Risk / Return Rank: 32
DTLGX Sharpe Ratio Rank: 39
DTLGX Sortino Ratio Rank: 35
DTLGX Omega Ratio Rank: 35
DTLGX Calmar Ratio Rank: 24
DTLGX Martin Ratio Rank: 26

WBGSX

WBGSX Risk / Return Rank: 24
WBGSX Sharpe Ratio Rank: 32
WBGSX Sortino Ratio Rank: 28
WBGSX Omega Ratio Rank: 30
WBGSX Calmar Ratio Rank: 15
WBGSX Martin Ratio Rank: 14

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. WBGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilshire Large Company Growth Portfolio (DTLGX) and William Blair Growth Fund (WBGSX). 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	WBGSX	Difference
Sharpe ratio Return per unit of total volatility	1.83	1.61	+0.22
Sortino ratio Return per unit of downside risk	2.46	2.20	+0.25
Omega ratio Gain probability vs. loss probability	1.32	1.28	+0.03
Calmar ratio Return relative to maximum drawdown	1.81	1.37	+0.44
Martin ratio Return relative to average drawdown	6.28	3.91	+2.37
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. WBGSX - Sharpe Ratio Comparison

The current DTLGX Sharpe Ratio is 1.83, which is comparable to the WBGSX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of DTLGX and WBGSX, 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	WBGSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.83	1.61	+0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.48	+0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.80	0.74	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.51	+0.04

Drawdowns

DTLGX vs. WBGSX - Drawdown Comparison

The maximum DTLGX drawdown since its inception was -56.57%, which is greater than WBGSX's maximum drawdown of -53.05%. Use the drawdown chart below to compare losses from any high point for DTLGX and WBGSX.

Drawdown Indicators

	DTLGX	WBGSX	Difference
Max Drawdown Largest peak-to-trough decline	-56.57%	-53.05%	-3.52%
Max Drawdown (1Y) Largest decline over 1 year	-17.05%	-19.70%	+2.65%
Max Drawdown (3Y) Largest decline over 3 years	-24.20%	-25.45%	+1.25%
Max Drawdown (5Y) Largest decline over 5 years	-35.84%	-36.90%	+1.06%
Max Drawdown (10Y) Largest decline over 10 years	-35.84%	-36.90%	+1.06%
Current Drawdown Current decline from peak	-0.50%	-0.27%	-0.23%
Average Drawdown Average peak-to-trough decline	-13.87%	-11.52%	-2.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.91%	6.87%	-1.96%

Volatility

DTLGX vs. WBGSX - Volatility Comparison

The current volatility for Wilshire Large Company Growth Portfolio (DTLGX) is 3.79%, while William Blair Growth Fund (WBGSX) has a volatility of 4.53%. This indicates that DTLGX experiences smaller price fluctuations and is considered to be less risky than WBGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTLGX	WBGSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.79%	4.53%	-0.74%
Volatility (6M) Calculated over the trailing 6-month period	12.77%	12.64%	+0.13%
Volatility (1Y) Calculated over the trailing 1-year period	16.93%	16.75%	+0.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.05%	21.50%	+0.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.30%	20.54%	+0.76%

DTLGX vs. WBGSX - Expense Ratio Comparison

DTLGX has a 1.30% expense ratio, which is higher than WBGSX's 1.20% expense ratio.

Dividends

DTLGX vs. WBGSX - Dividend Comparison

DTLGX's dividend yield for the trailing twelve months is around 23.62%, less than WBGSX's 39.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTLGX Wilshire Large Company Growth Portfolio	23.62%	25.91%	13.48%	0.09%	20.78%	22.68%	21.08%	10.06%	16.96%	9.01%	12.35%	11.48%
WBGSX William Blair Growth Fund	39.80%	43.96%	34.53%	12.73%	4.59%	14.82%	15.07%	10.27%	38.86%	38.00%	8.81%	13.92%

Frequently Asked Questions

Can I hold both DTLGX and WBGSX in my portfolio?

With a correlation of 0.90, DTLGX and WBGSX 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.

Which is riskier, DTLGX or WBGSX?

WBGSX has higher volatility (4.53%) compared to DTLGX (3.79%). In terms of maximum drawdown, DTLGX dropped -56.57% vs WBGSX's -53.05%.

Which has better risk-adjusted returns?

DTLGX currently has the higher Sharpe Ratio (1.83 vs 1.61), 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.