WIORX vs. DTSVX
Compare and contrast key facts about Wilshire Income Opportunities Fund (WIORX) and Wilshire Small Company Value Portfolio (DTSVX).
WIORX is managed by Wilshire Mutual Funds. It was launched on Mar 29, 2016. DTSVX is managed by Wilshire Mutual Funds. It was launched on Sep 30, 1992.
Performance
WIORX vs. DTSVX - Performance Comparison
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WIORX vs. DTSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WIORX Wilshire Income Opportunities Fund | -0.88% | 7.18% | 3.49% | 6.35% | -11.18% | 0.40% | 3.59% | 9.58% | -0.65% | 5.60% |
DTSVX Wilshire Small Company Value Portfolio | 2.33% | 10.47% | 7.63% | 17.45% | -10.31% | 32.04% | 0.45% | 21.31% | -16.42% | 7.95% |
Returns By Period
In the year-to-date period, WIORX achieves a -0.88% return, which is significantly lower than DTSVX's 2.33% return.
WIORX
- 1D
- 0.33%
- 1M
- -2.38%
- YTD
- -0.88%
- 6M
- -0.12%
- 1Y
- 4.13%
- 3Y*
- 4.57%
- 5Y*
- 0.93%
- 10Y*
- —
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%
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WIORX vs. DTSVX - Expense Ratio Comparison
WIORX has a 1.15% expense ratio, which is lower than DTSVX's 1.35% expense ratio.
Return for Risk
WIORX vs. DTSVX — Risk / Return Rank
WIORX
DTSVX
WIORX vs. DTSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire Income Opportunities Fund (WIORX) and Wilshire Small Company Value Portfolio (DTSVX). 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.
| WIORX | DTSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 1.05 | +0.36 |
Sortino ratioReturn per unit of downside risk | 2.03 | 1.61 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.53 | +0.12 |
Martin ratioReturn relative to average drawdown | 6.87 | 5.59 | +1.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WIORX | DTSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 1.05 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.32 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.34 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.36 | +0.28 |
Correlation
The correlation between WIORX and DTSVX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
WIORX vs. DTSVX - Dividend Comparison
WIORX's dividend yield for the trailing twelve months is around 3.31%, less than DTSVX's 10.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WIORX Wilshire Income Opportunities Fund | 3.31% | 4.48% | 4.38% | 2.79% | 3.40% | 3.49% | 3.79% | 3.75% | 3.06% | 4.46% | 0.00% | 0.00% |
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% |
Drawdowns
WIORX vs. DTSVX - Drawdown Comparison
The maximum WIORX drawdown since its inception was -15.02%, smaller than the maximum DTSVX drawdown of -62.29%. Use the drawdown chart below to compare losses from any high point for WIORX and DTSVX.
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Drawdown Indicators
| WIORX | DTSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.02% | -62.29% | +47.27% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -13.70% | +10.99% |
Max Drawdown (5Y)Largest decline over 5 years | -15.02% | -26.88% | +11.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.65% | — |
Current DrawdownCurrent decline from peak | -2.38% | -8.39% | +6.01% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -10.34% | +7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 3.75% | -3.10% |
Volatility
WIORX vs. DTSVX - Volatility Comparison
The current volatility for Wilshire Income Opportunities Fund (WIORX) is 1.32%, while Wilshire Small Company Value Portfolio (DTSVX) has a volatility of 5.33%. This indicates that WIORX experiences smaller price fluctuations and is considered to be less risky than DTSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WIORX | DTSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 5.33% | -4.01% |
Volatility (6M)Calculated over the trailing 6-month period | 1.89% | 12.93% | -11.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.01% | 22.46% | -19.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.16% | 21.40% | -17.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.73% | 23.42% | -19.69% |