DTSGX vs. DTLGX
DTSGX (Wilshire Small Company Growth Portfolio) and DTLGX (Wilshire Large Company Growth Portfolio) are both mutual funds - DTSGX is a Small Cap Growth Equities fund managed by Wilshire Mutual Funds, while DTLGX is a Large Cap Growth Equities fund managed by Wilshire Mutual Funds. Over the past 10 years, DTSGX returned 8.57%/yr vs 15.84%/yr for DTLGX. Their correlation of 0.82 means they have usually moved in the same direction. DTSGX charges 1.35%/yr vs 1.30%/yr for DTLGX.
Performance
DTSGX vs. DTLGX - Performance Comparison
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Returns By Period
In the year-to-date period, DTSGX achieves a 16.02% return, which is significantly higher than DTLGX's 3.58% return. Over the past 10 years, DTSGX has underperformed DTLGX with an annualized return of 8.57%, while DTLGX has yielded a comparatively higher 15.84% annualized return.
DTSGX
- 1D
- -0.05%
- 1M
- -4.50%
- 6M
- 11.86%
- YTD
- 16.02%
- 1Y
- 27.99%
- 3Y*
- 9.53%
- 5Y*
- 1.24%
- 10Y*
- 8.57%
- ALL TIME*
- 8.12%
DTLGX
- 1D
- 1.01%
- 1M
- -1.79%
- 6M
- 4.59%
- YTD
- 3.58%
- 1Y
- 14.16%
- 3Y*
- 22.38%
- 5Y*
- 11.64%
- 10Y*
- 15.84%
- ALL TIME*
- 10.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DTSGX vs. DTLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTSGX Wilshire Small Company Growth Portfolio | 16.02% | 7.91% | 4.24% | 17.91% | -31.39% | 12.56% | 28.93% | 27.91% | -7.98% | 13.87% |
DTLGX Wilshire Large Company Growth Portfolio | 3.58% | 21.95% | 35.90% | 39.81% | -31.60% | 22.61% | 38.78% | 28.64% | -2.20% | 27.03% |
Correlation
The correlation between DTSGX and DTLGX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 1992 | 0.82 |
The correlation between DTSGX and DTLGX shifts across timeframes, from 0.69 (3 years) to 0.82 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DTSGX vs. DTLGX — Risk / Return Rank
DTSGX
DTLGX
DTSGX vs. DTLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire Small Company Growth Portfolio (DTSGX) and Wilshire Large Company Growth Portfolio (DTLGX). 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.
| DTSGX | DTLGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.12 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 0.69 | +1.29 |
| Martin ratioReturn relative to average drawdown | 6.71 | 2.22 | +4.49 |
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Drawdowns
DTSGX vs. DTLGX - Drawdown Comparison
The maximum DTSGX drawdown since its inception was -56.83%, roughly equal to the maximum DTLGX drawdown of -56.57%. Use the drawdown chart below to compare losses from any high point for DTSGX and DTLGX.
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Drawdown Indicators
| DTSGX | DTLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.83% | -56.57% | -0.26% |
Max Drawdown (1Y)Largest decline over 1 year | -13.28% | -17.05% | +3.77% |
Max Drawdown (3Y)Largest decline over 3 years | -27.55% | -24.20% | -3.35% |
Max Drawdown (5Y)Largest decline over 5 years | -40.62% | -35.84% | -4.78% |
Max Drawdown (10Y)Largest decline over 10 years | -40.62% | -35.84% | -4.78% |
Current DrawdownCurrent decline from peak | -7.17% | -6.06% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -13.29% | -13.82% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 5.32% | -1.40% |
Volatility
DTSGX vs. DTLGX - Volatility Comparison
Wilshire Small Company Growth Portfolio (DTSGX) and Wilshire Large Company Growth Portfolio (DTLGX) have volatilities of 6.34% and 6.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTSGX | DTLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 6.28% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 17.76% | 14.97% | +2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.29% | 18.88% | +3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.00% | 22.37% | +1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 21.43% | +1.99% |
DTSGX vs. DTLGX - Expense Ratio Comparison
DTSGX has a 1.35% expense ratio, which is higher than DTLGX's 1.30% expense ratio.
Dividends
DTSGX vs. DTLGX - Dividend Comparison
DTSGX has not paid dividends to shareholders, while DTLGX's dividend yield for the trailing twelve months is around 25.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTLGX Wilshire Large Company Growth Portfolio | 25.02% | 25.91% | 13.48% | 0.09% | 20.78% | 22.68% | 21.08% | 10.06% | 16.96% | 9.01% | 12.35% | 11.48% |
DTSGX Wilshire Small Company Growth Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 25.61% | 38.28% | 12.13% | 2.46% | 6.52% | 10.69% | 11.80% | 5.94% |
Frequently Asked Questions
DTSGX and DTLGX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DTSGX has higher volatility (6.34%) compared to DTLGX (6.28%). In terms of maximum drawdown, DTSGX dropped -56.83% vs DTLGX's -56.57%.
DTSGX currently has the higher Sharpe Ratio (1.18 vs 0.63), 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.
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