DTSGX vs. NCLEX
DTSGX (Wilshire Small Company Growth Portfolio) and NCLEX (Nicholas Limited Edition Fund) are both Small Cap Growth Equities funds. Over the past 10 years, DTSGX returned 8.57%/yr vs 7.68%/yr for NCLEX. Their correlation of 0.90 means they have usually moved in the same direction. DTSGX charges 1.35%/yr vs 0.85%/yr for NCLEX.
Performance
DTSGX vs. NCLEX - 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 NCLEX's 0.43% return. Over the past 10 years, DTSGX has outperformed NCLEX with an annualized return of 8.57%, while NCLEX has yielded a comparatively lower 7.68% 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%
NCLEX
- 1D
- 0.43%
- 1M
- 0.63%
- 6M
- 0.12%
- YTD
- 0.43%
- 1Y
- -1.86%
- 3Y*
- 0.61%
- 5Y*
- -0.53%
- 10Y*
- 7.68%
- ALL TIME*
- 9.16%
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. NCLEX - 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% |
NCLEX Nicholas Limited Edition Fund | 0.43% | -10.41% | 11.91% | 17.17% | -23.71% | 19.07% | 22.67% | 27.36% | -0.94% | 19.93% |
Correlation
The correlation between DTSGX and NCLEX is 0.64, 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. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 1992 | 0.90 |
Over the past year, the correlation between DTSGX and NCLEX has dropped to 0.64 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
DTSGX vs. NCLEX — Risk / Return Rank
DTSGX
NCLEX
DTSGX vs. NCLEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire Small Company Growth Portfolio (DTSGX) and Nicholas Limited Edition Fund (NCLEX). 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 | NCLEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.98 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | -0.16 | +2.15 |
| Martin ratioReturn relative to average drawdown | 6.71 | -0.32 | +7.03 |
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Drawdowns
DTSGX vs. NCLEX - Drawdown Comparison
The maximum DTSGX drawdown since its inception was -56.83%, which is greater than NCLEX's maximum drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for DTSGX and NCLEX.
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Drawdown Indicators
| DTSGX | NCLEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.83% | -48.68% | -8.15% |
Max Drawdown (1Y)Largest decline over 1 year | -13.28% | -20.88% | +7.60% |
Max Drawdown (3Y)Largest decline over 3 years | -27.55% | -28.50% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -40.62% | -28.50% | -12.12% |
Max Drawdown (10Y)Largest decline over 10 years | -40.62% | -35.79% | -4.83% |
Current DrawdownCurrent decline from peak | -7.17% | -15.98% | +8.81% |
Average DrawdownAverage peak-to-trough decline | -13.29% | -8.32% | -4.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 10.65% | -6.73% |
Volatility
DTSGX vs. NCLEX - Volatility Comparison
Wilshire Small Company Growth Portfolio (DTSGX) has a higher volatility of 6.34% compared to Nicholas Limited Edition Fund (NCLEX) at 4.95%. This indicates that DTSGX's price experiences larger fluctuations and is considered to be riskier than NCLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTSGX | NCLEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 4.95% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 17.76% | 12.76% | +5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.29% | 17.31% | +4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.00% | 19.62% | +4.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 19.22% | +4.20% |
DTSGX vs. NCLEX - Expense Ratio Comparison
DTSGX has a 1.35% expense ratio, which is higher than NCLEX's 0.85% expense ratio.
Dividends
DTSGX vs. NCLEX - Dividend Comparison
DTSGX has not paid dividends to shareholders, while NCLEX's dividend yield for the trailing twelve months is around 7.50%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NCLEX Nicholas Limited Edition Fund | 7.50% | 7.53% | 2.51% | 2.43% | 6.22% | 16.44% | 5.10% | 5.66% | 10.72% | 7.97% | 10.68% | 8.05% |
Frequently Asked Questions
DTSGX and NCLEX have a correlation of 0.64, 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 NCLEX (4.95%). In terms of maximum drawdown, DTSGX dropped -56.83% vs NCLEX's -48.68%.
DTSGX currently has the higher Sharpe Ratio (1.18 vs -0.20), 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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