DTSGX vs. VSGIX
DTSGX (Wilshire Small Company Growth Portfolio) and VSGIX (Vanguard Small-Cap Growth Index Fund Institutional Shares) are both Small Cap Growth Equities funds. Over the past 10 years, DTSGX returned 8.57%/yr vs 10.90%/yr for VSGIX. Their 0.97 correlation means they have historically moved very closely together. DTSGX charges 1.35%/yr vs 0.06%/yr for VSGIX.
Performance
DTSGX vs. VSGIX - 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 VSGIX's 13.03% return. Over the past 10 years, DTSGX has underperformed VSGIX with an annualized return of 8.57%, while VSGIX has yielded a comparatively higher 10.90% 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%
VSGIX
- 1D
- -0.30%
- 1M
- -4.98%
- 6M
- 8.32%
- YTD
- 13.03%
- 1Y
- 23.20%
- 3Y*
- 13.33%
- 5Y*
- 4.12%
- 10Y*
- 10.90%
- ALL TIME*
- 9.27%
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. VSGIX - 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% |
VSGIX Vanguard Small-Cap Growth Index Fund Institutional Shares | 13.03% | 8.44% | 14.95% | 23.07% | -28.39% | 5.70% | 35.29% | 32.77% | -5.70% | 21.94% |
Correlation
The correlation between DTSGX and VSGIX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since May 24, 2000 | 0.97 |
The correlation between DTSGX and VSGIX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
DTSGX vs. VSGIX — Risk / Return Rank
DTSGX
VSGIX
DTSGX vs. VSGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire Small Company Growth Portfolio (DTSGX) and Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX). 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 | VSGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 1.86 | +0.12 |
| Martin ratioReturn relative to average drawdown | 6.71 | 6.29 | +0.42 |
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Drawdowns
DTSGX vs. VSGIX - Drawdown Comparison
The maximum DTSGX drawdown since its inception was -56.83%, roughly equal to the maximum VSGIX drawdown of -58.66%. Use the drawdown chart below to compare losses from any high point for DTSGX and VSGIX.
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Drawdown Indicators
| DTSGX | VSGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.83% | -58.66% | +1.83% |
Max Drawdown (1Y)Largest decline over 1 year | -13.28% | -11.38% | -1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -27.55% | -27.47% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -40.62% | -38.36% | -2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -40.62% | -38.70% | -1.92% |
Current DrawdownCurrent decline from peak | -7.17% | -6.93% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -13.29% | -11.28% | -2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 3.37% | +0.55% |
Volatility
DTSGX vs. VSGIX - Volatility Comparison
Wilshire Small Company Growth Portfolio (DTSGX) has a higher volatility of 6.34% compared to Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX) at 5.18%. This indicates that DTSGX's price experiences larger fluctuations and is considered to be riskier than VSGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTSGX | VSGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 5.18% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 17.76% | 16.11% | +1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.29% | 20.71% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.00% | 23.73% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 23.03% | +0.39% |
DTSGX vs. VSGIX - Expense Ratio Comparison
DTSGX has a 1.35% expense ratio, which is higher than VSGIX's 0.06% expense ratio.
Dividends
DTSGX vs. VSGIX - Dividend Comparison
DTSGX has not paid dividends to shareholders, while VSGIX's dividend yield for the trailing twelve months is around 0.45%.
| 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% |
VSGIX Vanguard Small-Cap Growth Index Fund Institutional Shares | 0.45% | 0.55% | 0.55% | 0.68% | 0.56% | 0.37% | 0.45% | 0.58% | 0.80% | 0.82% | 1.09% | 0.98% |
Frequently Asked Questions
With a correlation of 0.96, DTSGX and VSGIX 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 VSGIX (5.18%). In terms of maximum drawdown, DTSGX dropped -56.83% vs VSGIX's -58.66%.
DTSGX currently has the higher Sharpe Ratio (1.18 vs 1.03), 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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