DTSVX vs. DTLGX

Last updated Jun 24, 2026

DTSVX (Wilshire Small Company Value Portfolio) and DTLGX (Wilshire Large Company Growth Portfolio) are both mutual funds - DTSVX is a Small Cap Blend Equities fund managed by Wilshire Mutual Funds, while DTLGX is a Large Cap Growth Equities fund managed by Wilshire Mutual Funds. Over the past 10 years, DTSVX returned 9.78%/yr vs 16.96%/yr for DTLGX. A 0.71 correlation means they provide meaningful diversification when combined. DTSVX charges 1.35%/yr vs 1.30%/yr for DTLGX.

Performance

DTSVX vs. DTLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilshire Small Company Value Portfolio (DTSVX) and Wilshire Large Company Growth Portfolio (DTLGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DTSVX achieves a 19.76% return, which is significantly higher than DTLGX's 5.98% return. Over the past 10 years, DTSVX has underperformed DTLGX with an annualized return of 9.78%, while DTLGX has yielded a comparatively higher 16.96% annualized return.

DTSVX

• 1D: 0.10%
• 1M: 3.87%
• YTD: 19.76%
• 6M: 17.72%
• 1Y: 37.17%
• 3Y*: 18.13%
• 5Y*: 9.44%
• 10Y*: 9.78%

DTLGX

• 1D: -1.48%
• 1M: -0.36%
• YTD: 5.98%
• 6M: 4.51%
• 1Y: 24.16%
• 3Y*: 25.45%
• 5Y*: 12.97%
• 10Y*: 16.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DTSVX vs. DTLGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTSVX Wilshire Small Company Value Portfolio	19.76%	10.47%	7.63%	17.45%	-10.31%	32.04%	0.45%	21.31%	-16.42%	8.86%
DTLGX Wilshire Large Company Growth Portfolio	5.98%	21.95%	35.90%	39.81%	-31.60%	22.61%	38.78%	28.64%	-2.20%	27.03%

Correlation

The correlation between DTSVX and DTLGX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (10Y) Calculated over the trailing 10-year period	0.60
Correlation (All Time) Calculated using the full available price history since Sep 30, 1992	0.71

Over the past year, the correlation between DTSVX and DTLGX has dropped to 0.46 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

Return for Risk

DTSVX vs. DTLGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DTSVX

DTSVX Risk / Return Rank: 70
DTSVX Sharpe Ratio Rank: 64
DTSVX Sortino Ratio Rank: 67
DTSVX Omega Ratio Rank: 54
DTSVX Calmar Ratio Rank: 88
DTSVX Martin Ratio Rank: 76

DTLGX

DTLGX Risk / Return Rank: 25
DTLGX Sharpe Ratio Rank: 29
DTLGX Sortino Ratio Rank: 26
DTLGX Omega Ratio Rank: 27
DTLGX Calmar Ratio Rank: 20
DTLGX Martin Ratio Rank: 23

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DTSVX vs. DTLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilshire Small Company Value Portfolio (DTSVX) and Wilshire Large Company Growth Portfolio (DTLGX). 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.

	DTSVX	DTLGX	Difference
Sharpe ratio: Return per unit of total volatility	2.17	1.43	+0.74
Sortino ratio: Return per unit of downside risk	3.13	1.97	+1.16
Omega ratio: Gain probability vs. loss probability	1.37	1.25	+0.12
Calmar ratio: Return relative to maximum drawdown	4.12	1.50	+2.62
Martin ratio: Return relative to average drawdown	13.43	5.11	+8.33

DTSVX vs. DTLGX - Sharpe Ratio Comparison

The current DTSVX Sharpe Ratio is 2.17, which is higher than the DTLGX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of DTSVX and DTLGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DTSVX vs. DTLGX - Drawdown Comparison

The maximum DTSVX drawdown since its inception was -62.29%, which is greater than DTLGX's maximum drawdown of -56.57%. Use the drawdown chart below to compare losses from any high point for DTSVX and DTLGX.

Drawdown Indicators

	DTSVX	DTLGX	Difference
Max Drawdown Largest peak-to-trough decline	-62.29%	-56.57%	-5.72%
Max Drawdown (1Y) Largest decline over 1 year	-9.55%	-17.05%	+7.50%
Max Drawdown (3Y) Largest decline over 3 years	-26.88%	-24.20%	-2.68%
Max Drawdown (5Y) Largest decline over 5 years	-26.88%	-35.84%	+8.96%
Max Drawdown (10Y) Largest decline over 10 years	-49.65%	-35.84%	-13.81%
Current Drawdown Current decline from peak	-0.66%	-3.88%	+3.22%
Average Drawdown Average peak-to-trough decline	-10.28%	-13.85%	+3.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.92%	5.00%	-2.08%

Volatility

DTSVX vs. DTLGX - Volatility Comparison

The current volatility for Wilshire Small Company Value Portfolio (DTSVX) is 4.54%, while Wilshire Large Company Growth Portfolio (DTLGX) has a volatility of 6.83%. This indicates that DTSVX experiences smaller price fluctuations and is considered to be less risky than DTLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTSVX	DTLGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.54%	6.83%	-2.29%
Volatility (6M) Calculated over the trailing 6-month period	12.08%	13.95%	-1.87%
Volatility (1Y) Calculated over the trailing 1-year period	18.15%	17.94%	+0.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.27%	22.22%	-0.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.45%	21.39%	+2.06%

DTSVX vs. DTLGX - Expense Ratio Comparison

DTSVX has a 1.35% expense ratio, which is higher than DTLGX's 1.30% expense ratio.

Dividends

DTSVX vs. DTLGX - Dividend Comparison

DTSVX's dividend yield for the trailing twelve months is around 9.14%, less than DTLGX's 24.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTLGX Wilshire Large Company Growth Portfolio	24.45%	25.91%	13.48%	0.09%	20.78%	22.68%	21.08%	10.06%	16.96%	9.01%	12.35%	11.48%
DTSVX Wilshire Small Company Value Portfolio	9.14%	10.95%	9.03%	3.92%	11.16%	0.93%	2.30%	0.66%	6.28%	12.18%	2.20%	5.98%

Frequently Asked Questions

Can I hold both DTSVX and DTLGX in my portfolio?

DTSVX and DTLGX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTSVX or DTLGX?

DTLGX has higher volatility (6.83%) compared to DTSVX (4.54%). In terms of maximum drawdown, DTSVX dropped -62.29% vs DTLGX's -56.57%.

Which has better risk-adjusted returns?

DTSVX currently has the higher Sharpe Ratio (2.17 vs 1.43), 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.