DTSVX vs. GQSCX
DTSVX (Wilshire Small Company Value Portfolio) and GQSCX (Glenmede Quantitative U.S. Small Cap Equity Portfolio) are both Small Cap Blend Equities funds. Over the past 5 years, DTSVX returned 11.02%/yr vs 12.97%/yr for GQSCX. Their 0.95 correlation means they have historically moved very closely together. DTSVX charges 1.35%/yr vs 0.85%/yr for GQSCX.
Performance
DTSVX vs. GQSCX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DTSVX having a 25.18% return and GQSCX slightly higher at 26.14%.
DTSVX
- 1D
- 0.03%
- 1M
- 0.64%
- 6M
- 17.12%
- YTD
- 25.18%
- 1Y
- 42.27%
- 3Y*
- 15.90%
- 5Y*
- 11.02%
- 10Y*
- 9.40%
- ALL TIME*
- 8.30%
GQSCX
- 1D
- 0.00%
- 1M
- 1.63%
- 6M
- 19.84%
- YTD
- 26.14%
- 1Y
- 53.63%
- 3Y*
- 18.61%
- 5Y*
- 12.97%
- 10Y*
- —
- ALL TIME*
- 12.04%
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 |
DTSVX vs. GQSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTSVX Wilshire Small Company Value Portfolio | 25.18% | 10.47% | 7.63% | 17.45% | -10.31% | 32.04% | 0.45% | 21.31% | -16.42% | 1.39% |
GQSCX Glenmede Quantitative U.S. Small Cap Equity Portfolio | 26.14% | 12.22% | 11.49% | 18.94% | -8.48% | 31.77% | 7.60% | 22.17% | -11.32% | 1.07% |
Correlation
The correlation between DTSVX and GQSCX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2017 | 0.95 |
The correlation between DTSVX and GQSCX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
DTSVX vs. GQSCX — Risk / Return Rank
DTSVX
GQSCX
DTSVX vs. GQSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire Small Company Value Portfolio (DTSVX) and Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX). 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 | GQSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.46 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.96 | 5.63 | -1.67 |
| Martin ratioReturn relative to average drawdown | 13.55 | 21.36 | -7.81 |
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Drawdowns
DTSVX vs. GQSCX - Drawdown Comparison
The maximum DTSVX drawdown since its inception was -62.29%, which is greater than GQSCX's maximum drawdown of -46.87%. Use the drawdown chart below to compare losses from any high point for DTSVX and GQSCX.
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Drawdown Indicators
| DTSVX | GQSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.29% | -46.87% | -15.42% |
Max Drawdown (1Y)Largest decline over 1 year | -9.55% | -8.74% | -0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -26.88% | -28.83% | +1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -26.88% | -28.83% | +1.95% |
Max Drawdown (10Y)Largest decline over 10 years | -49.65% | — | — |
Current DrawdownCurrent decline from peak | -1.31% | -0.97% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -10.25% | -8.03% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.32% | +0.48% |
Volatility
DTSVX vs. GQSCX - Volatility Comparison
Wilshire Small Company Value Portfolio (DTSVX) has a higher volatility of 3.88% compared to Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) at 3.29%. This indicates that DTSVX's price experiences larger fluctuations and is considered to be riskier than GQSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTSVX | GQSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.29% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.79% | 12.54% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.66% | 18.10% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.13% | 21.75% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.36% | 24.66% | -1.30% |
DTSVX vs. GQSCX - Expense Ratio Comparison
DTSVX has a 1.35% expense ratio, which is higher than GQSCX's 0.85% expense ratio.
Dividends
DTSVX vs. GQSCX - Dividend Comparison
DTSVX's dividend yield for the trailing twelve months is around 8.75%, more than GQSCX's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTSVX Wilshire Small Company Value Portfolio | 8.75% | 10.95% | 9.03% | 3.92% | 11.16% | 0.93% | 2.30% | 0.66% | 6.28% | 12.18% | 2.20% | 5.98% |
GQSCX Glenmede Quantitative U.S. Small Cap Equity Portfolio | 2.62% | 3.01% | 10.53% | 0.70% | 9.45% | 10.41% | 0.51% | 0.59% | 0.77% | 0.14% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, DTSVX and GQSCX 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.
DTSVX has higher volatility (3.88%) compared to GQSCX (3.29%). In terms of maximum drawdown, DTSVX dropped -62.29% vs GQSCX's -46.87%.
GQSCX currently has the higher Sharpe Ratio (2.72 vs 2.15), 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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