SMVLX vs. DTLVX
SMVLX (Smead Value Fund) and DTLVX (Wilshire Large Company Value Portfolio) are both Large Cap Value Equities funds. Over the past 10 years, SMVLX returned 12.30%/yr vs 9.63%/yr for DTLVX. Their correlation of 0.89 suggests significant overlap in exposure. SMVLX charges 1.26%/yr vs 1.30%/yr for DTLVX.
Performance
SMVLX vs. DTLVX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SMVLX achieves a 17.31% return, which is significantly higher than DTLVX's 11.44% return. Over the past 10 years, SMVLX has outperformed DTLVX with an annualized return of 12.30%, while DTLVX has yielded a comparatively lower 9.63% annualized return.
SMVLX
- 1D
- 0.46%
- 1M
- -0.17%
- 6M
- 13.90%
- YTD
- 17.31%
- 1Y
- 25.55%
- 3Y*
- 12.87%
- 5Y*
- 9.76%
- 10Y*
- 12.30%
DTLVX
- 1D
- 0.24%
- 1M
- 1.14%
- 6M
- 7.89%
- YTD
- 11.44%
- 1Y
- 20.91%
- 3Y*
- 16.05%
- 5Y*
- 9.85%
- 10Y*
- 9.63%
SMVLX vs. DTLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMVLX Smead Value Fund | 17.31% | 5.05% | 4.78% | 16.87% | -2.79% | 42.46% | 1.71% | 26.29% | -4.79% | 19.73% |
DTLVX Wilshire Large Company Value Portfolio | 11.44% | 15.83% | 13.34% | 16.00% | -11.41% | 25.74% | -0.81% | 23.61% | -11.79% | 14.73% |
Correlation
The correlation between SMVLX and DTLVX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.89 |
The correlation between SMVLX and DTLVX shifts across timeframes, from 0.71 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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
SMVLX vs. DTLVX — Risk / Return Rank
SMVLX
DTLVX
SMVLX vs. DTLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Smead Value Fund (SMVLX) and Wilshire Large Company Value Portfolio (DTLVX). 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.
| SMVLX | DTLVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.22 | 2.79 | +1.43 |
| Martin ratioReturn relative to average drawdown | 12.21 | 10.76 | +1.45 |
Loading charts...
Drawdowns
SMVLX vs. DTLVX - Drawdown Comparison
The maximum SMVLX drawdown since its inception was -39.56%, smaller than the maximum DTLVX drawdown of -63.46%. Use the drawdown chart below to compare losses from any high point for SMVLX and DTLVX.
Loading charts...
Drawdown Indicators
| SMVLX | DTLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.56% | -63.46% | +23.90% |
Max Drawdown (1Y)Largest decline over 1 year | -5.90% | -7.25% | +1.35% |
Max Drawdown (3Y)Largest decline over 3 years | -24.62% | -16.33% | -8.29% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | -22.14% | -2.48% |
Max Drawdown (10Y)Largest decline over 10 years | -39.56% | -42.24% | +2.68% |
Current DrawdownCurrent decline from peak | -0.63% | -0.20% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -9.49% | +4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 1.88% | +0.17% |
Volatility
SMVLX vs. DTLVX - Volatility Comparison
Smead Value Fund (SMVLX) has a higher volatility of 3.84% compared to Wilshire Large Company Value Portfolio (DTLVX) at 3.42%. This indicates that SMVLX's price experiences larger fluctuations and is considered to be riskier than DTLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SMVLX | DTLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 3.42% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 8.39% | +0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.08% | 11.40% | +2.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.34% | 15.76% | +2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.42% | 18.56% | +0.86% |
SMVLX vs. DTLVX - Expense Ratio Comparison
SMVLX has a 1.26% expense ratio, which is lower than DTLVX's 1.30% expense ratio.
Dividends
SMVLX vs. DTLVX - Dividend Comparison
SMVLX's dividend yield for the trailing twelve months is around 1.42%, less than DTLVX's 9.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTLVX Wilshire Large Company Value Portfolio | 9.36% | 10.43% | 8.02% | 2.78% | 10.90% | 11.24% | 0.99% | 5.81% | 8.83% | 10.36% | 1.29% | 7.72% |
SMVLX Smead Value Fund | 1.42% | 1.67% | 1.08% | 1.34% | 1.78% | 3.91% | 1.40% | 3.83% | 7.47% | 0.22% | 3.14% | 3.10% |
Frequently Asked Questions
SMVLX and DTLVX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMVLX has higher volatility (3.84%) compared to DTLVX (3.42%). In terms of maximum drawdown, SMVLX dropped -39.56% vs DTLVX's -63.46%.
DTLVX currently has the higher Sharpe Ratio (1.77 vs 1.77), 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 SMVLX and DTLVX
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