DTSVX vs. GQSCX

Last updated Jul 14, 2026

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 10.37%/yr vs 12.36%/yr for GQSCX. With a 0.95 correlation, they move nearly in lockstep. DTSVX charges 1.35%/yr vs 0.85%/yr for GQSCX.

Performance

DTSVX vs. GQSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilshire Small Company Value Portfolio (DTSVX) and Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DTSVX achieves a 23.44% return, which is significantly lower than GQSCX's 24.71% return.

DTSVX

• 1D: 0.29%
• 1M: 2.39%
• 6M: 17.14%
• YTD: 23.44%
• 1Y: 33.47%
• 3Y*: 17.29%
• 5Y*: 10.37%
• 10Y*: 9.43%

GQSCX

• 1D: -0.16%
• 1M: 5.02%
• 6M: 19.07%
• YTD: 24.71%
• 1Y: 43.92%
• 3Y*: 20.26%
• 5Y*: 12.36%
• 10Y*: —

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

DTSVX vs. GQSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTSVX Wilshire Small Company Value Portfolio	23.44%	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	24.71%	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, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year 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.

Return for Risk

DTSVX vs. GQSCX — Risk / Return Rank

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

DTSVX

DTSVX Risk / Return Rank: 73
DTSVX Sharpe Ratio Rank: 67
DTSVX Sortino Ratio Rank: 71
DTSVX Omega Ratio Rank: 59
DTSVX Calmar Ratio Rank: 87
DTSVX Martin Ratio Rank: 78

GQSCX

GQSCX Risk / Return Rank: 89
GQSCX Sharpe Ratio Rank: 87
GQSCX Sortino Ratio Rank: 85
GQSCX Omega Ratio Rank: 79
GQSCX Calmar Ratio Rank: 96
GQSCX Martin Ratio Rank: 96

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. 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 ratio: Return per unit of total volatility	1.81	2.31	-0.50
Sortino ratio: Return per unit of downside risk	2.66	3.28	-0.62
Omega ratio: Gain probability vs. loss probability	1.32	1.39	-0.08
Calmar ratio: Return relative to maximum drawdown	3.38	4.85	-1.47
Martin ratio: Return relative to average drawdown	11.03	17.65	-6.62

DTSVX vs. GQSCX - Sharpe Ratio Comparison

The current DTSVX Sharpe Ratio is 1.81, which is comparable to the GQSCX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of DTSVX and GQSCX, 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. 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.

Drawdown Indicators

	DTSVX	GQSCX	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-1.30%	-0.16%	-1.14%
Average Drawdown Average peak-to-trough decline	-10.27%	-8.08%	-2.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	2.47%	+0.46%

Volatility

DTSVX vs. GQSCX - Volatility Comparison

Wilshire Small Company Value Portfolio (DTSVX) and Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) have volatilities of 4.25% and 4.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTSVX	GQSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.25%	4.12%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	12.14%	12.85%	-0.71%
Volatility (1Y) Calculated over the trailing 1-year period	17.85%	18.36%	-0.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.21%	21.82%	-0.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.35%	24.72%	-1.37%

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 8.87%, more than GQSCX's 2.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTSVX Wilshire Small Company Value Portfolio	8.87%	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	2.65%	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

Can I hold both DTSVX and GQSCX in my portfolio?

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.

Which is riskier, DTSVX or GQSCX?

DTSVX has higher volatility (4.25%) compared to GQSCX (4.12%). In terms of maximum drawdown, DTSVX dropped -62.29% vs GQSCX's -46.87%.

Which has better risk-adjusted returns?

GQSCX currently has the higher Sharpe Ratio (2.31 vs 1.81), 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.