DTLVX vs. DTSVX
Compare and contrast key facts about Wilshire Large Company Value Portfolio (DTLVX) and Wilshire Small Company Value Portfolio (DTSVX).
DTLVX is managed by Wilshire Mutual Funds. It was launched on Sep 30, 1992. DTSVX is managed by Wilshire Mutual Funds. It was launched on Sep 30, 1992.
Performance
DTLVX vs. DTSVX - Performance Comparison
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DTLVX vs. DTSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTLVX Wilshire Large Company Value Portfolio | 0.14% | 15.83% | 13.34% | 16.00% | -11.41% | 25.74% | -0.81% | 23.61% | -11.79% | 14.73% |
DTSVX Wilshire Small Company Value Portfolio | 4.74% | 10.47% | 7.63% | 17.45% | -10.31% | 32.04% | 0.45% | 21.31% | -16.42% | 8.86% |
Returns By Period
In the year-to-date period, DTLVX achieves a 0.14% return, which is significantly lower than DTSVX's 4.74% return. Over the past 10 years, DTLVX has outperformed DTSVX with an annualized return of 8.92%, while DTSVX has yielded a comparatively lower 8.20% annualized return.
DTLVX
- 1D
- 2.16%
- 1M
- -4.92%
- YTD
- 0.14%
- 6M
- 3.73%
- 1Y
- 15.06%
- 3Y*
- 14.05%
- 5Y*
- 8.80%
- 10Y*
- 8.92%
DTSVX
- 1D
- 2.36%
- 1M
- -4.88%
- YTD
- 4.74%
- 6M
- 7.93%
- 1Y
- 26.10%
- 3Y*
- 13.00%
- 5Y*
- 7.06%
- 10Y*
- 8.20%
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DTLVX vs. DTSVX - Expense Ratio Comparison
DTLVX has a 1.30% expense ratio, which is lower than DTSVX's 1.35% expense ratio.
Return for Risk
DTLVX vs. DTSVX — Risk / Return Rank
DTLVX
DTSVX
DTLVX vs. DTSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire Large Company Value Portfolio (DTLVX) and Wilshire Small Company Value Portfolio (DTSVX). 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.
| DTLVX | DTSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.18 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.76 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.93 | -0.63 |
Martin ratioReturn relative to average drawdown | 5.97 | 7.01 | -1.04 |
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
| DTLVX | DTSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.18 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.33 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.35 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.36 | +0.04 |
Correlation
The correlation between DTLVX and DTSVX is 0.84, 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
DTLVX vs. DTSVX - Dividend Comparison
DTLVX's dividend yield for the trailing twelve months is around 10.42%, which matches DTSVX's 10.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTLVX Wilshire Large Company Value Portfolio | 10.42% | 10.43% | 8.02% | 2.78% | 10.90% | 11.24% | 0.99% | 5.81% | 8.83% | 10.36% | 1.29% | 7.72% |
DTSVX Wilshire Small Company Value Portfolio | 10.45% | 10.95% | 9.03% | 3.92% | 11.16% | 0.93% | 2.30% | 0.66% | 6.28% | 12.18% | 2.20% | 5.98% |
Drawdowns
DTLVX vs. DTSVX - Drawdown Comparison
The maximum DTLVX drawdown since its inception was -63.46%, roughly equal to the maximum DTSVX drawdown of -62.29%. Use the drawdown chart below to compare losses from any high point for DTLVX and DTSVX.
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Drawdown Indicators
| DTLVX | DTSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.46% | -62.29% | -1.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.24% | -13.70% | +1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -22.14% | -26.88% | +4.74% |
Max Drawdown (10Y)Largest decline over 10 years | -42.24% | -49.65% | +7.41% |
Current DrawdownCurrent decline from peak | -5.24% | -6.23% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -9.56% | -10.34% | +0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 3.77% | -1.11% |
Volatility
DTLVX vs. DTSVX - Volatility Comparison
The current volatility for Wilshire Large Company Value Portfolio (DTLVX) is 4.38%, while Wilshire Small Company Value Portfolio (DTSVX) has a volatility of 5.83%. This indicates that DTLVX experiences smaller price fluctuations and is considered to be less risky than DTSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTLVX | DTSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 5.83% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 8.81% | 13.11% | -4.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 22.53% | -6.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 21.42% | -5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 23.43% | -4.75% |