DTSVX vs. VSTCX
DTSVX (Wilshire Small Company Value Portfolio) and VSTCX (Vanguard Strategic Small-Cap Equity Fund) are both Small Cap Blend Equities funds. Over the past 10 years, DTSVX returned 9.40%/yr vs 12.56%/yr for VSTCX. Their 0.96 correlation means they have historically moved very closely together. DTSVX charges 1.35%/yr vs 0.21%/yr for VSTCX.
Performance
DTSVX vs. VSTCX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DTSVX achieves a 25.18% return, which is significantly higher than VSTCX's 21.78% return. Over the past 10 years, DTSVX has underperformed VSTCX with an annualized return of 9.40%, while VSTCX has yielded a comparatively higher 12.56% annualized return.
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%
VSTCX
- 1D
- 1.18%
- 1M
- -1.13%
- 6M
- 17.27%
- YTD
- 21.78%
- 1Y
- 42.42%
- 3Y*
- 19.74%
- 5Y*
- 12.93%
- 10Y*
- 12.56%
- ALL TIME*
- 9.46%
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. VSTCX - 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% | 8.86% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 21.78% | 15.20% | 15.40% | 21.34% | -13.00% | 33.53% | 8.38% | 22.18% | -11.87% | 9.21% |
Correlation
The correlation between DTSVX and VSTCX is 0.91, 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. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2006 | 0.96 |
The correlation between DTSVX and VSTCX has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DTSVX vs. VSTCX — Risk / Return Rank
DTSVX
VSTCX
DTSVX vs. VSTCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire Small Company Value Portfolio (DTSVX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX). 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 | VSTCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.96 | 4.76 | -0.80 |
| Martin ratioReturn relative to average drawdown | 13.55 | 16.72 | -3.16 |
Loading charts...
Drawdowns
DTSVX vs. VSTCX - Drawdown Comparison
The maximum DTSVX drawdown since its inception was -62.29%, roughly equal to the maximum VSTCX drawdown of -62.50%. Use the drawdown chart below to compare losses from any high point for DTSVX and VSTCX.
Loading charts...
Drawdown Indicators
| DTSVX | VSTCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.29% | -62.50% | +0.21% |
Max Drawdown (1Y)Largest decline over 1 year | -9.55% | -8.08% | -1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -26.88% | -27.47% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -26.88% | -27.47% | +0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -49.65% | -48.08% | -1.57% |
Current DrawdownCurrent decline from peak | -1.31% | -2.86% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -10.25% | -10.58% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.30% | +0.50% |
Volatility
DTSVX vs. VSTCX - Volatility Comparison
Wilshire Small Company Value Portfolio (DTSVX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX) have volatilities of 3.88% and 3.84%, 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.
Loading charts...
Volatility by Period
| DTSVX | VSTCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.84% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.79% | 12.46% | -0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.66% | 17.64% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.13% | 21.88% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.36% | 23.42% | -0.06% |
DTSVX vs. VSTCX - Expense Ratio Comparison
DTSVX has a 1.35% expense ratio, which is higher than VSTCX's 0.21% expense ratio.
Dividends
DTSVX vs. VSTCX - Dividend Comparison
DTSVX's dividend yield for the trailing twelve months is around 8.75%, more than VSTCX's 6.20% 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% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 6.20% | 7.55% | 9.66% | 2.50% | 7.44% | 19.92% | 1.24% | 4.14% | 11.74% | 5.76% | 1.35% | 2.33% |
Frequently Asked Questions
With a correlation of 0.91, DTSVX and VSTCX 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 VSTCX (3.84%). In terms of maximum drawdown, DTSVX dropped -62.29% vs VSTCX's -62.50%.
VSTCX currently has the higher Sharpe Ratio (2.18 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.
Find the right allocation for DTSVX and VSTCX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer