WBGSX vs. DTLGX

Last updated Jun 3, 2026

WBGSX (William Blair Growth Fund) and DTLGX (Wilshire Large Company Growth Portfolio) are both Large Cap Growth Equities funds. Over the past 10 years, WBGSX returned 15.17%/yr vs 17.00%/yr for DTLGX. Their correlation of 0.93 suggests significant overlap in exposure. WBGSX charges 1.20%/yr vs 1.30%/yr for DTLGX.

Performance

WBGSX vs. DTLGX - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with WBGSX having a 10.75% return and DTLGX slightly lower at 10.26%. Over the past 10 years, WBGSX has underperformed DTLGX with an annualized return of 15.17%, while DTLGX has yielded a comparatively higher 17.00% annualized return.

WBGSX

• 1D: 1.37%
• 1M: 9.28%
• YTD: 10.75%
• 6M: 9.39%
• 1Y: 27.06%
• 3Y*: 18.99%
• 5Y*: 10.20%
• 10Y*: 15.17%

DTLGX

• 1D: 0.86%
• 1M: 7.27%
• YTD: 10.26%
• 6M: 9.41%
• 1Y: 31.40%
• 3Y*: 27.87%
• 5Y*: 14.73%
• 10Y*: 17.00%

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

WBGSX vs. DTLGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WBGSX William Blair Growth Fund	10.75%	10.69%	21.86%	37.75%	-29.75%	21.71%	36.12%	32.11%	4.88%	24.19%
DTLGX Wilshire Large Company Growth Portfolio	10.26%	21.95%	35.90%	39.81%	-31.60%	22.61%	38.78%	28.64%	-2.20%	27.03%

Correlation

The correlation between WBGSX and DTLGX is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Oct 1, 1992	0.93

The correlation between WBGSX and DTLGX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

Return for Risk

WBGSX vs. DTLGX — Risk / Return Rank

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

WBGSX

WBGSX Risk / Return Rank: 24
WBGSX Sharpe Ratio Rank: 33
WBGSX Sortino Ratio Rank: 29
WBGSX Omega Ratio Rank: 31
WBGSX Calmar Ratio Rank: 15
WBGSX Martin Ratio Rank: 14

DTLGX

DTLGX Risk / Return Rank: 35
DTLGX Sharpe Ratio Rank: 43
DTLGX Sortino Ratio Rank: 38
DTLGX Omega Ratio Rank: 39
DTLGX Calmar Ratio Rank: 25
DTLGX Martin Ratio Rank: 27

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.

WBGSX vs. DTLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Growth Fund (WBGSX) 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.

	WBGSX	DTLGX	Difference
Sharpe ratio Return per unit of total volatility	1.67	1.93	-0.27
Sortino ratio Return per unit of downside risk	2.27	2.58	-0.31
Omega ratio Gain probability vs. loss probability	1.29	1.33	-0.04
Calmar ratio Return relative to maximum drawdown	1.44	1.91	-0.47
Martin ratio Return relative to average drawdown	4.11	6.62	-2.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WBGSX vs. DTLGX - Sharpe Ratio Comparison

The current WBGSX Sharpe Ratio is 1.67, which is comparable to the DTLGX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of WBGSX 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

	WBGSX	DTLGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.67	1.93	-0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.67	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.80	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.55	-0.04

Drawdowns

WBGSX vs. DTLGX - Drawdown Comparison

The maximum WBGSX drawdown since its inception was -53.05%, smaller than the maximum DTLGX drawdown of -56.57%. Use the drawdown chart below to compare losses from any high point for WBGSX and DTLGX.

Drawdown Indicators

	WBGSX	DTLGX	Difference
Max Drawdown Largest peak-to-trough decline	-53.05%	-56.57%	+3.52%
Max Drawdown (1Y) Largest decline over 1 year	-19.70%	-17.05%	-2.65%
Max Drawdown (3Y) Largest decline over 3 years	-25.45%	-24.20%	-1.25%
Max Drawdown (5Y) Largest decline over 5 years	-36.90%	-35.84%	-1.06%
Max Drawdown (10Y) Largest decline over 10 years	-36.90%	-35.84%	-1.06%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-11.52%	-13.87%	+2.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.87%	4.91%	+1.96%

Volatility

WBGSX vs. DTLGX - Volatility Comparison

William Blair Growth Fund (WBGSX) has a higher volatility of 4.48% compared to Wilshire Large Company Growth Portfolio (DTLGX) at 3.72%. This indicates that WBGSX's price experiences larger fluctuations and is considered to be riskier than DTLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WBGSX	DTLGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.48%	3.72%	+0.76%
Volatility (6M) Calculated over the trailing 6-month period	12.65%	12.77%	-0.12%
Volatility (1Y) Calculated over the trailing 1-year period	16.78%	16.96%	-0.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.50%	22.05%	-0.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.54%	21.30%	-0.76%

WBGSX vs. DTLGX - Expense Ratio Comparison

WBGSX has a 1.20% expense ratio, which is lower than DTLGX's 1.30% expense ratio.

Dividends

WBGSX vs. DTLGX - Dividend Comparison

WBGSX's dividend yield for the trailing twelve months is around 39.70%, more than DTLGX's 23.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTLGX Wilshire Large Company Growth Portfolio	23.50%	25.91%	13.48%	0.09%	20.78%	22.68%	21.08%	10.06%	16.96%	9.01%	12.35%	11.48%
WBGSX William Blair Growth Fund	39.70%	43.96%	34.53%	12.73%	4.59%	14.82%	15.07%	10.27%	38.86%	38.00%	8.81%	13.92%

Frequently Asked Questions

Can I hold both WBGSX and DTLGX in my portfolio?

With a correlation of 0.90, WBGSX 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, WBGSX or DTLGX?

WBGSX has higher volatility (4.48%) compared to DTLGX (3.72%). In terms of maximum drawdown, WBGSX dropped -53.05% vs DTLGX's -56.57%.

Which has better risk-adjusted returns?

DTLGX currently has the higher Sharpe Ratio (1.93 vs 1.67), 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.