DTSGX vs. SPY

The year-to-date returns for both investments are quite close, with DTSGX having a 2.83% return and SPY slightly higher at 2.95%. Over the past 10 years, DTSGX has underperformed SPY with an annualized return of -3.28%, while SPY has yielded a comparatively higher 13.13% annualized return.

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DTSGX has a 1.35% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Wilshire Small Company Growth Portfolio (DTSGX) and SPDR S&P 500 ETF (SPY). 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.

The current DTSGX Sharpe Ratio is 0.31, which is lower than the SPY Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of DTSGX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DTSGX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.17%.

The maximum DTSGX drawdown since its inception was -64.70%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DTSGX and SPY. For additional features, visit the drawdowns tool.

Wilshire Small Company Growth Portfolio (DTSGX) has a higher volatility of 4.78% compared to SPDR S&P 500 ETF (SPY) at 3.45%. This indicates that DTSGX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.