DTSGX vs. VLEOX
Compare and contrast key facts about Wilshire Small Company Growth Portfolio (DTSGX) and Value Line Small Cap Opportunities Fund (VLEOX).
DTSGX is managed by Wilshire Mutual Funds. It was launched on Oct 1, 1992. VLEOX is managed by Value Line. It was launched on Jun 23, 1993.
Performance
DTSGX vs. VLEOX - Performance Comparison
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DTSGX vs. VLEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTSGX Wilshire Small Company Growth Portfolio | -6.45% | 7.91% | 4.24% | 17.91% | -31.39% | 12.56% | 28.93% | 27.91% | -7.98% | 13.87% |
VLEOX Value Line Small Cap Opportunities Fund | -1.31% | 6.27% | 14.23% | 22.01% | -19.12% | 15.16% | 26.65% | 25.32% | -4.97% | 17.66% |
Returns By Period
In the year-to-date period, DTSGX achieves a -6.45% return, which is significantly lower than VLEOX's -1.31% return. Over the past 10 years, DTSGX has underperformed VLEOX with an annualized return of 7.14%, while VLEOX has yielded a comparatively higher 10.66% annualized return.
DTSGX
- 1D
- -2.00%
- 1M
- -9.99%
- YTD
- -6.45%
- 6M
- -5.21%
- 1Y
- 13.16%
- 3Y*
- 4.69%
- 5Y*
- -1.99%
- 10Y*
- 7.14%
VLEOX
- 1D
- -1.31%
- 1M
- -9.46%
- YTD
- -1.31%
- 6M
- 0.46%
- 1Y
- 13.46%
- 3Y*
- 10.24%
- 5Y*
- 5.21%
- 10Y*
- 10.66%
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DTSGX vs. VLEOX - Expense Ratio Comparison
DTSGX has a 1.35% expense ratio, which is higher than VLEOX's 1.16% expense ratio.
Return for Risk
DTSGX vs. VLEOX — Risk / Return Rank
DTSGX
VLEOX
DTSGX vs. VLEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire Small Company Growth Portfolio (DTSGX) and Value Line Small Cap Opportunities Fund (VLEOX). 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.
| DTSGX | VLEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.69 | -0.15 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.16 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.14 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.04 | -0.26 |
Martin ratioReturn relative to average drawdown | 2.72 | 3.84 | -1.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DTSGX | VLEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.69 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.27 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.54 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.53 | -0.20 |
Correlation
The correlation between DTSGX and VLEOX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DTSGX vs. VLEOX - Dividend Comparison
DTSGX has not paid dividends to shareholders, while VLEOX's dividend yield for the trailing twelve months is around 6.48%.
| 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% |
VLEOX Value Line Small Cap Opportunities Fund | 6.48% | 6.40% | 0.09% | 0.82% | 2.76% | 6.00% | 8.02% | 23.60% | 15.87% | 3.64% | 5.40% | 14.55% |
Drawdowns
DTSGX vs. VLEOX - Drawdown Comparison
The maximum DTSGX drawdown since its inception was -56.83%, roughly equal to the maximum VLEOX drawdown of -55.86%. Use the drawdown chart below to compare losses from any high point for DTSGX and VLEOX.
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Drawdown Indicators
| DTSGX | VLEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.83% | -55.86% | -0.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.28% | -10.86% | -2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -40.62% | -30.68% | -9.94% |
Max Drawdown (10Y)Largest decline over 10 years | -40.62% | -35.30% | -5.32% |
Current DrawdownCurrent decline from peak | -21.25% | -10.58% | -10.67% |
Average DrawdownAverage peak-to-trough decline | -13.37% | -9.52% | -3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 2.96% | +0.85% |
Volatility
DTSGX vs. VLEOX - Volatility Comparison
Wilshire Small Company Growth Portfolio (DTSGX) has a higher volatility of 7.53% compared to Value Line Small Cap Opportunities Fund (VLEOX) at 6.26%. This indicates that DTSGX's price experiences larger fluctuations and is considered to be riskier than VLEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTSGX | VLEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 6.26% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 15.51% | 11.83% | +3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.68% | 19.58% | +4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.58% | 19.24% | +4.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.20% | 19.93% | +3.27% |