DTSVX vs. BOSOX
Compare and contrast key facts about Wilshire Small Company Value Portfolio (DTSVX) and Boston Trust Small Cap Fund (BOSOX).
DTSVX is managed by Wilshire Mutual Funds. It was launched on Sep 30, 1992. BOSOX is managed by Boston Trust Walden.
Performance
DTSVX vs. BOSOX - Performance Comparison
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DTSVX vs. BOSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTSVX Wilshire Small Company Value Portfolio | 2.33% | 10.47% | 7.63% | 17.45% | -10.31% | 32.04% | 0.45% | 21.31% | -16.42% | 8.86% |
BOSOX Boston Trust Small Cap Fund | -4.10% | -4.04% | 12.52% | 10.09% | -9.05% | 28.10% | 8.27% | 38.35% | -6.01% | 12.24% |
Returns By Period
In the year-to-date period, DTSVX achieves a 2.33% return, which is significantly higher than BOSOX's -4.10% return. Over the past 10 years, DTSVX has underperformed BOSOX with an annualized return of 7.95%, while BOSOX has yielded a comparatively higher 9.28% annualized return.
DTSVX
- 1D
- -0.46%
- 1M
- -6.20%
- YTD
- 2.33%
- 6M
- 5.52%
- 1Y
- 23.46%
- 3Y*
- 12.13%
- 5Y*
- 6.86%
- 10Y*
- 7.95%
BOSOX
- 1D
- -0.25%
- 1M
- -8.25%
- YTD
- -4.10%
- 6M
- -4.75%
- 1Y
- -4.04%
- 3Y*
- 3.34%
- 5Y*
- 3.57%
- 10Y*
- 9.28%
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DTSVX vs. BOSOX - Expense Ratio Comparison
DTSVX has a 1.35% expense ratio, which is higher than BOSOX's 1.00% expense ratio.
Return for Risk
DTSVX vs. BOSOX — Risk / Return Rank
DTSVX
BOSOX
DTSVX vs. BOSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire Small Company Value Portfolio (DTSVX) and Boston Trust Small Cap Fund (BOSOX). 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.
| DTSVX | BOSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | -0.13 | +1.18 |
Sortino ratioReturn per unit of downside risk | 1.61 | -0.05 | +1.66 |
Omega ratioGain probability vs. loss probability | 1.21 | 0.99 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | -0.33 | +1.86 |
Martin ratioReturn relative to average drawdown | 5.59 | -1.03 | +6.62 |
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
| DTSVX | BOSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | -0.13 | +1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.20 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.48 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.41 | -0.05 |
Correlation
The correlation between DTSVX and BOSOX is 0.95, 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
DTSVX vs. BOSOX - Dividend Comparison
DTSVX's dividend yield for the trailing twelve months is around 10.70%, more than BOSOX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTSVX Wilshire Small Company Value Portfolio | 10.70% | 10.95% | 9.03% | 3.92% | 11.16% | 0.93% | 2.30% | 0.66% | 6.28% | 12.18% | 2.20% | 5.98% |
BOSOX Boston Trust Small Cap Fund | 4.60% | 4.41% | 6.52% | 0.78% | 5.09% | 8.93% | 2.56% | 12.46% | 16.19% | 9.13% | 3.14% | 18.92% |
Drawdowns
DTSVX vs. BOSOX - Drawdown Comparison
The maximum DTSVX drawdown since its inception was -62.29%, which is greater than BOSOX's maximum drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for DTSVX and BOSOX.
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Drawdown Indicators
| DTSVX | BOSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.29% | -51.32% | -10.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.70% | -11.89% | -1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -26.88% | -22.36% | -4.52% |
Max Drawdown (10Y)Largest decline over 10 years | -49.65% | -36.79% | -12.86% |
Current DrawdownCurrent decline from peak | -8.39% | -16.07% | +7.68% |
Average DrawdownAverage peak-to-trough decline | -10.34% | -7.26% | -3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 3.82% | -0.07% |
Volatility
DTSVX vs. BOSOX - Volatility Comparison
Wilshire Small Company Value Portfolio (DTSVX) has a higher volatility of 5.33% compared to Boston Trust Small Cap Fund (BOSOX) at 4.10%. This indicates that DTSVX's price experiences larger fluctuations and is considered to be riskier than BOSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTSVX | BOSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 4.10% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 12.93% | 10.48% | +2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.46% | 18.96% | +3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.40% | 17.82% | +3.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 19.56% | +3.86% |