SLCGX vs. DTLGX

Last updated Jun 4, 2026

SLCGX (Saratoga Large Capitalization Growth Portfolio) and DTLGX (Wilshire Large Company Growth Portfolio) are both Large Cap Growth Equities funds. Over the past 10 years, SLCGX returned 19.62%/yr vs 16.94%/yr for DTLGX. Their correlation of 0.95 suggests significant overlap in exposure. SLCGX charges 1.34%/yr vs 1.30%/yr for DTLGX.

Performance

SLCGX vs. DTLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saratoga Large Capitalization Growth Portfolio (SLCGX) and Wilshire Large Company Growth Portfolio (DTLGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SLCGX achieves a 3.44% return, which is significantly lower than DTLGX's 9.70% return. Over the past 10 years, SLCGX has outperformed DTLGX with an annualized return of 19.62%, while DTLGX has yielded a comparatively lower 16.94% annualized return.

SLCGX

• 1D: -0.68%
• 1M: 7.26%
• YTD: 3.44%
• 6M: 4.29%
• 1Y: 21.04%
• 3Y*: 27.15%
• 5Y*: 16.65%
• 10Y*: 19.62%

DTLGX

• 1D: -0.50%
• 1M: 6.68%
• YTD: 9.70%
• 6M: 9.11%
• 1Y: 29.85%
• 3Y*: 27.66%
• 5Y*: 14.79%
• 10Y*: 16.94%

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

SLCGX vs. DTLGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SLCGX Saratoga Large Capitalization Growth Portfolio	3.44%	22.74%	40.67%	38.79%	-28.77%	32.60%	28.67%	51.18%	-0.28%	30.32%
DTLGX Wilshire Large Company Growth Portfolio	9.70%	21.95%	35.90%	39.81%	-31.60%	22.61%	38.78%	28.64%	-2.20%	27.03%

Correlation

The correlation between SLCGX and DTLGX is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jan 4, 1995	0.95

The correlation between SLCGX and DTLGX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

Return for Risk

SLCGX vs. DTLGX — Risk / Return Rank

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

SLCGX

SLCGX Risk / Return Rank: 17
SLCGX Sharpe Ratio Rank: 21
SLCGX Sortino Ratio Rank: 18
SLCGX Omega Ratio Rank: 20
SLCGX Calmar Ratio Rank: 13
SLCGX Martin Ratio Rank: 13

DTLGX

DTLGX Risk / Return Rank: 32
DTLGX Sharpe Ratio Rank: 39
DTLGX Sortino Ratio Rank: 35
DTLGX Omega Ratio Rank: 35
DTLGX Calmar Ratio Rank: 24
DTLGX Martin Ratio Rank: 26

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.

SLCGX vs. DTLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saratoga Large Capitalization Growth Portfolio (SLCGX) and Wilshire Large Company Growth Portfolio (DTLGX). 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.

	SLCGX	DTLGX	Difference
Sharpe ratio Return per unit of total volatility	1.32	1.83	-0.51
Sortino ratio Return per unit of downside risk	1.81	2.46	-0.65
Omega ratio Gain probability vs. loss probability	1.23	1.32	-0.08
Calmar ratio Return relative to maximum drawdown	1.21	1.81	-0.60
Martin ratio Return relative to average drawdown	3.73	6.28	-2.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SLCGX vs. DTLGX - Sharpe Ratio Comparison

The current SLCGX Sharpe Ratio is 1.32, which is comparable to the DTLGX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SLCGX and DTLGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SLCGX	DTLGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.32	1.83	-0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	0.67	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.89	0.80	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.55	-0.04

Drawdowns

SLCGX vs. DTLGX - Drawdown Comparison

The maximum SLCGX drawdown since its inception was -71.04%, which is greater than DTLGX's maximum drawdown of -56.57%. Use the drawdown chart below to compare losses from any high point for SLCGX and DTLGX.

Drawdown Indicators

	SLCGX	DTLGX	Difference
Max Drawdown Largest peak-to-trough decline	-71.04%	-56.57%	-14.47%
Max Drawdown (1Y) Largest decline over 1 year	-18.18%	-17.05%	-1.13%
Max Drawdown (3Y) Largest decline over 3 years	-24.17%	-24.20%	+0.03%
Max Drawdown (5Y) Largest decline over 5 years	-31.13%	-35.84%	+4.71%
Max Drawdown (10Y) Largest decline over 10 years	-31.16%	-35.84%	+4.68%
Current Drawdown Current decline from peak	-0.68%	-0.50%	-0.18%
Average Drawdown Average peak-to-trough decline	-22.91%	-13.87%	-9.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.87%	4.91%	+0.96%

Volatility

SLCGX vs. DTLGX - Volatility Comparison

Saratoga Large Capitalization Growth Portfolio (SLCGX) and Wilshire Large Company Growth Portfolio (DTLGX) have volatilities of 3.65% and 3.79%, 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

	SLCGX	DTLGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	3.79%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	12.54%	12.77%	-0.23%
Volatility (1Y) Calculated over the trailing 1-year period	16.65%	16.93%	-0.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.67%	22.05%	-0.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.02%	21.30%	+0.72%

SLCGX vs. DTLGX - Expense Ratio Comparison

SLCGX has a 1.34% expense ratio, which is higher than DTLGX's 1.30% expense ratio.

Dividends

SLCGX vs. DTLGX - Dividend Comparison

SLCGX's dividend yield for the trailing twelve months is around 13.37%, less than DTLGX's 23.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTLGX Wilshire Large Company Growth Portfolio	23.62%	25.91%	13.48%	0.09%	20.78%	22.68%	21.08%	10.06%	16.96%	9.01%	12.35%	11.48%
SLCGX Saratoga Large Capitalization Growth Portfolio	13.37%	13.83%	23.77%	7.53%	7.55%	23.16%	8.91%	31.50%	25.22%	5.81%	23.83%	10.21%

Frequently Asked Questions

Can I hold both SLCGX and DTLGX in my portfolio?

With a correlation of 0.94, SLCGX and DTLGX 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, SLCGX or DTLGX?

DTLGX has higher volatility (3.79%) compared to SLCGX (3.65%). In terms of maximum drawdown, SLCGX dropped -71.04% vs DTLGX's -56.57%.

Which has better risk-adjusted returns?

DTLGX currently has the higher Sharpe Ratio (1.83 vs 1.32), 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.