DTLVX vs. WFIVX

Last updated Jun 3, 2026

DTLVX (Wilshire Large Company Value Portfolio) and WFIVX (Wilshire 5000 Index Portfolio) are both mutual funds - DTLVX is a Large Cap Value Equities fund managed by Wilshire Mutual Funds, while WFIVX is a Large Cap Blend Equities fund managed by Wilshire Mutual Funds. Over the past 10 years, DTLVX returned 9.62%/yr vs 14.05%/yr for WFIVX. Their correlation of 0.91 suggests significant overlap in exposure. DTLVX charges 1.30%/yr vs 0.54%/yr for WFIVX.

Performance

DTLVX vs. WFIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilshire Large Company Value Portfolio (DTLVX) and Wilshire 5000 Index Portfolio (WFIVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DTLVX achieves a 9.05% return, which is significantly lower than WFIVX's 11.30% return. Over the past 10 years, DTLVX has underperformed WFIVX with an annualized return of 9.62%, while WFIVX has yielded a comparatively higher 14.05% annualized return.

DTLVX

• 1D: 0.29%
• 1M: 2.98%
• YTD: 9.05%
• 6M: 11.61%
• 1Y: 23.17%
• 3Y*: 16.95%
• 5Y*: 9.32%
• 10Y*: 9.62%

WFIVX

• 1D: 0.26%
• 1M: 4.94%
• YTD: 11.30%
• 6M: 11.56%
• 1Y: 28.55%
• 3Y*: 21.30%
• 5Y*: 12.43%
• 10Y*: 14.05%

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

DTLVX vs. WFIVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTLVX Wilshire Large Company Value Portfolio	9.05%	15.83%	13.34%	16.00%	-11.41%	25.74%	-0.81%	23.61%	-11.79%	14.73%
WFIVX Wilshire 5000 Index Portfolio	11.30%	16.31%	22.59%	24.97%	-18.97%	25.51%	19.90%	29.74%	-5.66%	20.29%

Correlation

The correlation between DTLVX and WFIVX is 0.80, 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	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Feb 1, 1999	0.91

The correlation between DTLVX and WFIVX shifts across timeframes, from 0.80 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DTLVX vs. WFIVX — Risk / Return Rank

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

DTLVX

DTLVX Risk / Return Rank: 57
DTLVX Sharpe Ratio Rank: 51
DTLVX Sortino Ratio Rank: 52
DTLVX Omega Ratio Rank: 48
DTLVX Calmar Ratio Rank: 69
DTLVX Martin Ratio Rank: 64

WFIVX

WFIVX Risk / Return Rank: 68
WFIVX Sharpe Ratio Rank: 68
WFIVX Sortino Ratio Rank: 61
WFIVX Omega Ratio Rank: 61
WFIVX Calmar Ratio Rank: 71
WFIVX Martin Ratio Rank: 80

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.

DTLVX vs. WFIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilshire Large Company Value Portfolio (DTLVX) 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.

	DTLVX	WFIVX	Difference
Sharpe ratio Return per unit of total volatility	2.11	2.41	-0.30
Sortino ratio Return per unit of downside risk	3.03	3.29	-0.26
Omega ratio Gain probability vs. loss probability	1.38	1.43	-0.05
Calmar ratio Return relative to maximum drawdown	3.22	3.26	-0.04
Martin ratio Return relative to average drawdown	12.57	15.02	-2.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DTLVX vs. WFIVX - Sharpe Ratio Comparison

The current DTLVX Sharpe Ratio is 2.11, which is comparable to the WFIVX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of DTLVX and WFIVX, 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

	DTLVX	WFIVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.11	2.41	-0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.73	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.78	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.40	+0.02

Drawdowns

DTLVX vs. WFIVX - Drawdown Comparison

The maximum DTLVX drawdown since its inception was -63.46%, which is greater than WFIVX's maximum drawdown of -55.43%. Use the drawdown chart below to compare losses from any high point for DTLVX and WFIVX.

Drawdown Indicators

	DTLVX	WFIVX	Difference
Max Drawdown Largest peak-to-trough decline	-63.46%	-55.43%	-8.03%
Max Drawdown (1Y) Largest decline over 1 year	-7.25%	-8.89%	+1.64%
Max Drawdown (3Y) Largest decline over 3 years	-16.33%	-19.36%	+3.03%
Max Drawdown (5Y) Largest decline over 5 years	-22.14%	-24.93%	+2.79%
Max Drawdown (10Y) Largest decline over 10 years	-42.24%	-34.62%	-7.62%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-9.52%	-11.64%	+2.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	1.93%	-0.07%

Volatility

DTLVX vs. WFIVX - Volatility Comparison

The current volatility for Wilshire Large Company Value Portfolio (DTLVX) is 2.58%, while Wilshire 5000 Index Portfolio (WFIVX) has a volatility of 2.89%. This indicates that DTLVX experiences smaller price fluctuations and is considered to be less risky than WFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTLVX	WFIVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.58%	2.89%	-0.31%
Volatility (6M) Calculated over the trailing 6-month period	8.14%	9.13%	-0.99%
Volatility (1Y) Calculated over the trailing 1-year period	11.09%	12.12%	-1.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.78%	17.13%	-1.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.65%	18.19%	+0.46%

DTLVX vs. WFIVX - Expense Ratio Comparison

DTLVX has a 1.30% expense ratio, which is higher than WFIVX's 0.54% expense ratio.

Dividends

DTLVX vs. WFIVX - Dividend Comparison

DTLVX's dividend yield for the trailing twelve months is around 9.57%, more than WFIVX's 8.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTLVX Wilshire Large Company Value Portfolio	9.57%	10.43%	8.02%	2.78%	10.90%	11.24%	0.99%	5.81%	8.83%	10.36%	1.29%	7.72%
WFIVX Wilshire 5000 Index Portfolio	8.06%	8.97%	2.79%	3.33%	5.18%	7.25%	9.16%	5.06%	5.97%	8.83%	2.06%	1.39%

Frequently Asked Questions

Can I hold both DTLVX and WFIVX in my portfolio?

DTLVX and WFIVX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTLVX or WFIVX?

WFIVX has higher volatility (2.89%) compared to DTLVX (2.58%). In terms of maximum drawdown, DTLVX dropped -63.46% vs WFIVX's -55.43%.

Which has better risk-adjusted returns?

WFIVX currently has the higher Sharpe Ratio (2.41 vs 2.11), 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.