WLCTX vs. DTLGX
Compare and contrast key facts about Wilshire International Equity Fund (WLCTX) and Wilshire Large Company Growth Portfolio (DTLGX).
WLCTX is managed by Wilshire Mutual Funds. It was launched on Nov 16, 2007. DTLGX is managed by Wilshire Mutual Funds. It was launched on Sep 30, 1992.
Performance
WLCTX vs. DTLGX - Performance Comparison
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WLCTX vs. DTLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WLCTX Wilshire International Equity Fund | -0.50% | 33.77% | 5.89% | 17.15% | -18.87% | 12.29% | 16.52% | 23.53% | -12.73% | 25.54% |
DTLGX Wilshire Large Company Growth Portfolio | -13.65% | 21.95% | 35.90% | 39.81% | -31.60% | 22.61% | 38.78% | 28.64% | -2.20% | 27.03% |
Returns By Period
In the year-to-date period, WLCTX achieves a -0.50% return, which is significantly higher than DTLGX's -13.65% return. Over the past 10 years, WLCTX has underperformed DTLGX with an annualized return of 9.23%, while DTLGX has yielded a comparatively higher 14.37% annualized return.
WLCTX
- 1D
- -0.25%
- 1M
- -11.55%
- YTD
- -0.50%
- 6M
- 2.80%
- 1Y
- 24.48%
- 3Y*
- 15.20%
- 5Y*
- 7.34%
- 10Y*
- 9.23%
DTLGX
- 1D
- -0.83%
- 1M
- -9.67%
- YTD
- -13.65%
- 6M
- -13.38%
- 1Y
- 17.18%
- 3Y*
- 21.01%
- 5Y*
- 10.45%
- 10Y*
- 14.37%
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WLCTX vs. DTLGX - Expense Ratio Comparison
WLCTX has a 1.50% expense ratio, which is higher than DTLGX's 1.30% expense ratio.
Return for Risk
WLCTX vs. DTLGX — Risk / Return Rank
WLCTX
DTLGX
WLCTX vs. DTLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire International Equity Fund (WLCTX) 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.
| WLCTX | DTLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 0.74 | +0.84 |
Sortino ratioReturn per unit of downside risk | 2.01 | 1.20 | +0.81 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.17 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 0.83 | +1.03 |
Martin ratioReturn relative to average drawdown | 7.16 | 2.97 | +4.20 |
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
| WLCTX | DTLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 0.74 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.48 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.68 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.51 | -0.24 |
Correlation
The correlation between WLCTX and DTLGX is 0.81, 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
WLCTX vs. DTLGX - Dividend Comparison
WLCTX's dividend yield for the trailing twelve months is around 12.53%, less than DTLGX's 30.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WLCTX Wilshire International Equity Fund | 12.53% | 12.47% | 11.81% | 3.02% | 0.91% | 19.22% | 6.81% | 1.26% | 4.91% | 0.07% | 1.64% | 0.22% |
DTLGX Wilshire Large Company Growth Portfolio | 30.01% | 25.91% | 13.48% | 0.09% | 20.78% | 22.68% | 21.08% | 10.06% | 16.96% | 9.01% | 12.35% | 11.48% |
Drawdowns
WLCTX vs. DTLGX - Drawdown Comparison
The maximum WLCTX drawdown since its inception was -52.88%, smaller than the maximum DTLGX drawdown of -56.57%. Use the drawdown chart below to compare losses from any high point for WLCTX and DTLGX.
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Drawdown Indicators
| WLCTX | DTLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.88% | -56.57% | +3.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.55% | -17.05% | +5.50% |
Max Drawdown (5Y)Largest decline over 5 years | -32.89% | -35.84% | +2.95% |
Max Drawdown (10Y)Largest decline over 10 years | -34.49% | -35.84% | +1.35% |
Current DrawdownCurrent decline from peak | -11.55% | -17.05% | +5.50% |
Average DrawdownAverage peak-to-trough decline | -11.43% | -13.92% | +2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 4.76% | -1.75% |
Volatility
WLCTX vs. DTLGX - Volatility Comparison
Wilshire International Equity Fund (WLCTX) and Wilshire Large Company Growth Portfolio (DTLGX) have volatilities of 6.04% and 6.03%, 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.
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Volatility by Period
| WLCTX | DTLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 6.03% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.63% | 12.99% | -3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.56% | 23.15% | -8.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.72% | 21.97% | -7.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 21.20% | -5.32% |