DTLGX vs. WFIVX
Compare and contrast key facts about Wilshire Large Company Growth Portfolio (DTLGX) and Wilshire 5000 Index Portfolio (WFIVX).
DTLGX is managed by Wilshire Mutual Funds. It was launched on Sep 30, 1992. WFIVX is managed by Wilshire Mutual Funds. It was launched on Feb 1, 1999.
Performance
DTLGX vs. WFIVX - Performance Comparison
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DTLGX vs. WFIVX - 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% |
WFIVX Wilshire 5000 Index Portfolio | -6.78% | 16.31% | 22.59% | 24.97% | -18.97% | 25.51% | 19.90% | 29.74% | -5.66% | 20.29% |
Returns By Period
In the year-to-date period, DTLGX achieves a -13.65% return, which is significantly lower than WFIVX's -6.78% return. Over the past 10 years, DTLGX has outperformed WFIVX with an annualized return of 14.37%, while WFIVX has yielded a comparatively lower 12.25% annualized return.
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%
WFIVX
- 1D
- -0.46%
- 1M
- -7.73%
- YTD
- -6.78%
- 6M
- -4.76%
- 1Y
- 14.04%
- 3Y*
- 15.86%
- 5Y*
- 9.72%
- 10Y*
- 12.25%
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DTLGX vs. WFIVX - Expense Ratio Comparison
DTLGX has a 1.30% expense ratio, which is higher than WFIVX's 0.54% expense ratio.
Return for Risk
DTLGX vs. WFIVX — Risk / Return Rank
DTLGX
WFIVX
DTLGX vs. WFIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire Large Company Growth Portfolio (DTLGX) and Wilshire 5000 Index Portfolio (WFIVX). 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 | WFIVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.80 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.25 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 0.99 | -0.16 |
Martin ratioReturn relative to average drawdown | 2.97 | 4.80 | -1.83 |
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 | WFIVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.80 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.57 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.68 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.37 | +0.14 |
Correlation
The correlation between DTLGX and WFIVX is 0.94, 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. WFIVX - Dividend Comparison
DTLGX's dividend yield for the trailing twelve months is around 30.01%, more than WFIVX's 9.62% 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% |
WFIVX Wilshire 5000 Index Portfolio | 9.62% | 8.97% | 2.79% | 3.33% | 5.18% | 7.25% | 9.16% | 5.06% | 5.97% | 8.83% | 2.06% | 1.39% |
Drawdowns
DTLGX vs. WFIVX - Drawdown Comparison
The maximum DTLGX drawdown since its inception was -56.57%, roughly equal to the maximum WFIVX drawdown of -55.43%. Use the drawdown chart below to compare losses from any high point for DTLGX and WFIVX.
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Drawdown Indicators
| DTLGX | WFIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.57% | -55.43% | -1.14% |
Max Drawdown (1Y)Largest decline over 1 year | -17.05% | -12.39% | -4.66% |
Max Drawdown (5Y)Largest decline over 5 years | -35.84% | -24.93% | -10.91% |
Max Drawdown (10Y)Largest decline over 10 years | -35.84% | -34.62% | -1.22% |
Current DrawdownCurrent decline from peak | -17.05% | -8.89% | -8.16% |
Average DrawdownAverage peak-to-trough decline | -13.92% | -11.71% | -2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 2.56% | +2.20% |
Volatility
DTLGX vs. WFIVX - Volatility Comparison
Wilshire Large Company Growth Portfolio (DTLGX) has a higher volatility of 6.03% compared to Wilshire 5000 Index Portfolio (WFIVX) at 4.37%. This indicates that DTLGX's price experiences larger fluctuations and is considered to be riskier than WFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTLGX | WFIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 4.37% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 12.99% | 9.28% | +3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.15% | 18.35% | +4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.97% | 17.09% | +4.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 18.15% | +3.05% |