DTSGX vs. SGPIX
DTSGX (Wilshire Small Company Growth Portfolio) and SGPIX (ProFunds Small Cap Growth Fund) are both Small Cap Growth Equities funds. Over the past 10 years, DTSGX returned 8.57%/yr vs 8.60%/yr for SGPIX. Their 0.95 correlation means they have historically moved very closely together. DTSGX charges 1.35%/yr vs 1.60%/yr for SGPIX.
Performance
DTSGX vs. SGPIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DTSGX achieves a 16.02% return, which is significantly lower than SGPIX's 21.50% return. Both investments have delivered pretty close results over the past 10 years, with DTSGX having a 8.57% annualized return and SGPIX not far ahead at 8.60%.
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%
SGPIX
- 1D
- -0.25%
- 1M
- -1.92%
- 6M
- 14.79%
- YTD
- 21.50%
- 1Y
- 30.03%
- 3Y*
- 12.08%
- 5Y*
- 3.45%
- 10Y*
- 8.60%
- ALL TIME*
- 8.07%
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. SGPIX - 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% |
SGPIX ProFunds Small Cap Growth Fund | 21.50% | 3.52% | 7.53% | 15.35% | -22.72% | 13.29% | 17.43% | 18.95% | -5.76% | 12.73% |
Correlation
The correlation between DTSGX and SGPIX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2002 | 0.95 |
The correlation between DTSGX and SGPIX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DTSGX vs. SGPIX — Risk / Return Rank
DTSGX
SGPIX
DTSGX vs. SGPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire Small Company Growth Portfolio (DTSGX) and ProFunds Small Cap Growth Fund (SGPIX). 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 | SGPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 3.07 | -1.09 |
| Martin ratioReturn relative to average drawdown | 6.71 | 10.29 | -3.58 |
Loading charts...
Drawdowns
DTSGX vs. SGPIX - Drawdown Comparison
The maximum DTSGX drawdown since its inception was -56.83%, roughly equal to the maximum SGPIX drawdown of -58.70%. Use the drawdown chart below to compare losses from any high point for DTSGX and SGPIX.
Loading charts...
Drawdown Indicators
| DTSGX | SGPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.83% | -58.70% | +1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -13.28% | -9.15% | -4.13% |
Max Drawdown (3Y)Largest decline over 3 years | -27.55% | -27.72% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -40.62% | -34.64% | -5.98% |
Max Drawdown (10Y)Largest decline over 10 years | -40.62% | -43.14% | +2.52% |
Current DrawdownCurrent decline from peak | -7.17% | -3.43% | -3.74% |
Average DrawdownAverage peak-to-trough decline | -13.29% | -11.20% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 2.73% | +1.19% |
Volatility
DTSGX vs. SGPIX - Volatility Comparison
Wilshire Small Company Growth Portfolio (DTSGX) has a higher volatility of 6.34% compared to ProFunds Small Cap Growth Fund (SGPIX) at 4.03%. This indicates that DTSGX's price experiences larger fluctuations and is considered to be riskier than SGPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DTSGX | SGPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 4.03% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 17.76% | 12.96% | +4.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.29% | 17.84% | +4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.00% | 21.60% | +2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 22.31% | +1.11% |
DTSGX vs. SGPIX - Expense Ratio Comparison
DTSGX has a 1.35% expense ratio, which is lower than SGPIX's 1.60% expense ratio.
Dividends
DTSGX vs. SGPIX - Dividend Comparison
Neither DTSGX nor SGPIX has paid dividends to shareholders.
| 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% |
SGPIX ProFunds Small Cap Growth Fund | 0.00% | 0.18% | 1.58% | 0.80% | 3.80% | 2.06% | 0.00% | 0.00% | 4.29% | 0.00% | 0.00% | 2.58% |
Frequently Asked Questions
With a correlation of 0.90, DTSGX and SGPIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DTSGX has higher volatility (6.34%) compared to SGPIX (4.03%). In terms of maximum drawdown, DTSGX dropped -56.83% vs SGPIX's -58.70%.
SGPIX currently has the higher Sharpe Ratio (1.58 vs 1.18), 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.
Find the right allocation for DTSGX and SGPIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer