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DTSVX vs. WFIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DTSVX vs. WFIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilshire Small Company Value Portfolio (DTSVX) and Wilshire 5000 Index Portfolio (WFIVX). The values are adjusted to include any dividend payments, if applicable.

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DTSVX vs. WFIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DTSVX
Wilshire Small Company Value Portfolio
2.33%10.47%7.63%17.45%-10.31%32.04%0.45%21.31%-16.42%8.86%
WFIVX
Wilshire 5000 Index Portfolio
-6.78%16.31%22.59%24.97%-18.97%25.51%19.90%29.74%-5.66%20.29%

Returns By Period

In the year-to-date period, DTSVX achieves a 2.33% return, which is significantly higher than WFIVX's -6.78% return. Over the past 10 years, DTSVX has underperformed WFIVX with an annualized return of 7.95%, while WFIVX has yielded a comparatively higher 12.25% annualized return.


DTSVX

1D
-0.46%
1M
-6.20%
YTD
2.33%
6M
5.52%
1Y
23.46%
3Y*
12.13%
5Y*
6.86%
10Y*
7.95%

WFIVX

1D
-0.46%
1M
-7.73%
YTD
-6.78%
6M
-4.76%
1Y
14.04%
3Y*
15.86%
5Y*
9.72%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DTSVX vs. WFIVX - Expense Ratio Comparison

DTSVX has a 1.35% expense ratio, which is higher than WFIVX's 0.54% expense ratio.


Return for Risk

DTSVX vs. WFIVX — Risk / Return Rank

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

DTSVX
DTSVX Risk / Return Rank: 5858
Overall Rank
DTSVX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DTSVX Sortino Ratio Rank: 6161
Sortino Ratio Rank
DTSVX Omega Ratio Rank: 5151
Omega Ratio Rank
DTSVX Calmar Ratio Rank: 6565
Calmar Ratio Rank
DTSVX Martin Ratio Rank: 5757
Martin Ratio Rank

WFIVX
WFIVX Risk / Return Rank: 4343
Overall Rank
WFIVX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
WFIVX Sortino Ratio Rank: 4141
Sortino Ratio Rank
WFIVX Omega Ratio Rank: 4646
Omega Ratio Rank
WFIVX Calmar Ratio Rank: 3838
Calmar Ratio Rank
WFIVX Martin Ratio Rank: 4949
Martin Ratio Rank
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. WFIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilshire Small Company Value Portfolio (DTSVX) and Wilshire 5000 Index Portfolio (WFIVX). 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.


DTSVXWFIVXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.80

+0.26

Sortino ratio

Return per unit of downside risk

1.61

1.25

+0.36

Omega ratio

Gain probability vs. loss probability

1.21

1.19

+0.02

Calmar ratio

Return relative to maximum drawdown

1.53

0.99

+0.54

Martin ratio

Return relative to average drawdown

5.59

4.80

+0.79

DTSVX vs. WFIVX - Sharpe Ratio Comparison

The current DTSVX Sharpe Ratio is 1.05, which is higher than the WFIVX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of DTSVX and WFIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DTSVXWFIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.80

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.57

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.68

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.37

-0.01

Correlation

The correlation between DTSVX and WFIVX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DTSVX vs. WFIVX - Dividend Comparison

DTSVX's dividend yield for the trailing twelve months is around 10.70%, more than WFIVX's 9.62% yield.


TTM20252024202320222021202020192018201720162015
DTSVX
Wilshire Small Company Value Portfolio
10.70%10.95%9.03%3.92%11.16%0.93%2.30%0.66%6.28%12.18%2.20%5.98%
WFIVX
Wilshire 5000 Index Portfolio
9.62%8.97%2.79%3.33%5.18%7.25%9.16%5.06%5.97%8.83%2.06%1.39%

Drawdowns

DTSVX vs. WFIVX - Drawdown Comparison

The maximum DTSVX drawdown since its inception was -62.29%, which is greater than WFIVX's maximum drawdown of -55.43%. Use the drawdown chart below to compare losses from any high point for DTSVX and WFIVX.


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Drawdown Indicators


DTSVXWFIVXDifference

Max Drawdown

Largest peak-to-trough decline

-62.29%

-55.43%

-6.86%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-12.39%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-26.88%

-24.93%

-1.95%

Max Drawdown (10Y)

Largest decline over 10 years

-49.65%

-34.62%

-15.03%

Current Drawdown

Current decline from peak

-8.39%

-8.89%

+0.50%

Average Drawdown

Average peak-to-trough decline

-10.34%

-11.71%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

2.56%

+1.19%

Volatility

DTSVX vs. WFIVX - Volatility Comparison

Wilshire Small Company Value Portfolio (DTSVX) has a higher volatility of 5.33% compared to Wilshire 5000 Index Portfolio (WFIVX) at 4.37%. This indicates that DTSVX's price experiences larger fluctuations and is considered to be riskier than WFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTSVXWFIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

4.37%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

12.93%

9.28%

+3.65%

Volatility (1Y)

Calculated over the trailing 1-year period

22.46%

18.35%

+4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.40%

17.09%

+4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.42%

18.15%

+5.27%