DTLGX vs. WLCTX

Last updated Jun 23, 2026

DTLGX (Wilshire Large Company Growth Portfolio) and WLCTX (Wilshire International Equity Fund) are both mutual funds - DTLGX is a Large Cap Growth Equities fund managed by Wilshire Mutual Funds, while WLCTX is a Foreign Large Cap Equities fund managed by Wilshire Mutual Funds. Over the past 10 years, DTLGX returned 16.87%/yr vs 10.79%/yr for WLCTX. Their correlation of 0.81 suggests significant overlap in exposure. DTLGX charges 1.30%/yr vs 1.50%/yr for WLCTX.

Performance

DTLGX vs. WLCTX - Performance Comparison

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

Returns By Period

In the year-to-date period, DTLGX achieves a 7.57% return, which is significantly lower than WLCTX's 15.24% return. Over the past 10 years, DTLGX has outperformed WLCTX with an annualized return of 16.87%, while WLCTX has yielded a comparatively lower 10.79% annualized return.

DTLGX

• 1D: 1.76%
• 1M: 1.14%
• YTD: 7.57%
• 6M: 6.80%
• 1Y: 27.38%
• 3Y*: 25.76%
• 5Y*: 13.75%
• 10Y*: 16.87%

WLCTX

• 1D: 0.58%
• 1M: 2.59%
• YTD: 15.24%
• 6M: 15.77%
• 1Y: 31.74%
• 3Y*: 19.46%
• 5Y*: 9.45%
• 10Y*: 10.79%

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

DTLGX vs. WLCTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTLGX Wilshire Large Company Growth Portfolio	7.57%	21.95%	35.90%	39.81%	-31.60%	22.61%	38.78%	28.64%	-2.20%	27.03%
WLCTX Wilshire International Equity Fund	15.24%	33.77%	5.89%	17.15%	-18.87%	12.29%	16.52%	23.53%	-12.73%	25.54%

Correlation

The correlation between DTLGX and WLCTX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (10Y) Calculated over the trailing 10-year period	0.72
Correlation (All Time) Calculated using the full available price history since Nov 20, 2007	0.81

The correlation between DTLGX and WLCTX shifts across timeframes, from 0.62 (3 years) to 0.81 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DTLGX vs. WLCTX — Risk / Return Rank

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

DTLGX

DTLGX Risk / Return Rank: 26
DTLGX Sharpe Ratio Rank: 31
DTLGX Sortino Ratio Rank: 27
DTLGX Omega Ratio Rank: 28
DTLGX Calmar Ratio Rank: 20
DTLGX Martin Ratio Rank: 23

WLCTX

WLCTX Risk / Return Rank: 61
WLCTX Sharpe Ratio Rank: 68
WLCTX Sortino Ratio Rank: 64
WLCTX Omega Ratio Rank: 67
WLCTX Calmar Ratio Rank: 53
WLCTX Martin Ratio Rank: 52

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. WLCTX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DTLGX	WLCTX	Difference
Sharpe ratio: Return per unit of total volatility	1.49	2.21	-0.72
Sortino ratio: Return per unit of downside risk	2.04	3.06	-1.02
Omega ratio: Gain probability vs. loss probability	1.26	1.41	-0.15
Calmar ratio: Return relative to maximum drawdown	1.56	2.66	-1.10
Martin ratio: Return relative to average drawdown	5.30	10.09	-4.79

DTLGX vs. WLCTX - Sharpe Ratio Comparison

The current DTLGX Sharpe Ratio is 1.49, which is lower than the WLCTX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of DTLGX and WLCTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DTLGX vs. WLCTX - Drawdown Comparison

The maximum DTLGX drawdown since its inception was -56.57%, which is greater than WLCTX's maximum drawdown of -52.88%. Use the drawdown chart below to compare losses from any high point for DTLGX and WLCTX.

Drawdown Indicators

	DTLGX	WLCTX	Difference
Max Drawdown Largest peak-to-trough decline	-56.57%	-52.88%	-3.69%
Max Drawdown (1Y) Largest decline over 1 year	-17.05%	-11.55%	-5.50%
Max Drawdown (3Y) Largest decline over 3 years	-24.20%	-14.26%	-9.94%
Max Drawdown (5Y) Largest decline over 5 years	-35.84%	-32.89%	-2.95%
Max Drawdown (10Y) Largest decline over 10 years	-35.84%	-34.49%	-1.35%
Current Drawdown Current decline from peak	-2.44%	0.00%	-2.44%
Average Drawdown Average peak-to-trough decline	-13.85%	-11.31%	-2.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.00%	3.03%	+1.97%

Volatility

DTLGX vs. WLCTX - Volatility Comparison

Wilshire Large Company Growth Portfolio (DTLGX) has a higher volatility of 6.79% compared to Wilshire International Equity Fund (WLCTX) at 5.02%. This indicates that DTLGX's price experiences larger fluctuations and is considered to be riskier than WLCTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTLGX	WLCTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.79%	5.02%	+1.77%
Volatility (6M) Calculated over the trailing 6-month period	14.01%	11.87%	+2.14%
Volatility (1Y) Calculated over the trailing 1-year period	17.85%	13.88%	+3.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.20%	15.03%	+7.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.37%	15.99%	+5.38%

DTLGX vs. WLCTX - Expense Ratio Comparison

DTLGX has a 1.30% expense ratio, which is lower than WLCTX's 1.50% expense ratio.

Dividends

DTLGX vs. WLCTX - Dividend Comparison

DTLGX's dividend yield for the trailing twelve months is around 24.09%, more than WLCTX's 10.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTLGX Wilshire Large Company Growth Portfolio	24.09%	25.91%	13.48%	0.09%	20.78%	22.68%	21.08%	10.06%	16.96%	9.01%	12.35%	11.48%
WLCTX Wilshire International Equity Fund	10.82%	12.47%	11.81%	3.02%	0.91%	19.22%	6.81%	1.26%	4.91%	0.07%	1.64%	0.22%

Frequently Asked Questions

Can I hold both DTLGX and WLCTX in my portfolio?

DTLGX and WLCTX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTLGX or WLCTX?

DTLGX has higher volatility (6.79%) compared to WLCTX (5.02%). In terms of maximum drawdown, DTLGX dropped -56.57% vs WLCTX's -52.88%.

Which has better risk-adjusted returns?

WLCTX currently has the higher Sharpe Ratio (2.21 vs 1.49), 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.