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DTSVX vs. VSTCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DTSVX vs. VSTCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilshire Small Company Value Portfolio (DTSVX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX). The values are adjusted to include any dividend payments, if applicable.

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

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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.

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Return for Risk

DTSVX vs. VSTCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DTSVX
DTSVX Risk / Return Rank: 8888
Overall Rank
DTSVX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DTSVX Sortino Ratio Rank: 8686
Sortino Ratio Rank
DTSVX Omega Ratio Rank: 8080
Omega Ratio Rank
DTSVX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DTSVX Martin Ratio Rank: 9292
Martin Ratio Rank

VSTCX
VSTCX Risk / Return Rank: 9090
Overall Rank
VSTCX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VSTCX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VSTCX Omega Ratio Rank: 8282
Omega Ratio Rank
VSTCX Calmar Ratio Rank: 9797
Calmar Ratio Rank
VSTCX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


DTSVXVSTCXDifference
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

DTSVX vs. VSTCX - Sharpe Ratio Comparison

The current DTSVX Sharpe Ratio is 2.15, which is comparable to the VSTCX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of DTSVX and VSTCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


DTSVXVSTCXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.31%

-2.86%

+1.55%

Average Drawdown

Average peak-to-trough decline

-10.25%

-10.58%

+0.33%

Ulcer Index

Depth 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.


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Volatility by Period


DTSVXVSTCXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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