We perform lattice studies of the gauge theory with Sp(4) gauge group and two flavours of (Dirac) fundamental matter. The global SU (4) symmetry is spontaneously broken by the fermion condensate. The dynamical Wilson fermions in the lattice action introduce a mass that breaks the global symmetry also explicitly. The resulting pseudo-Nambu-Goldstone bosons describe the SU (4)/Sp(4) coset, and are relevant, in the context of physics beyond the Standard Model, for composite Higgs models. We discuss scale setting, continuum extrapolation and finite volume effects in the lattice theory. We study mesonic composite states, which span representations of the unbroken Sp(4) global symmetry, and we measure masses and decay constants of the (flavoured) spin-0 and spin-1 states accessible to the numerical treatment, as a function of the fermion mass. With help from the effective field theory treatment of such mesons, we perform a first extrapolation towards the massless limit. We assess our results by critically comparing to the literature on other models and to the quenched results, and we conclude by outlining future avenues for further exploration. The results of our spectroscopic analysis provide new input data for future phenomenological studies in the contexts of composite Higgs models, and of dark matter models with a strongly coupled dynamical origin. arXiv:1909.12662v2 [hep-lat] 22 Nov 2019 7 Comparison to other gauge theories 37 8 Continuum results: summary 42 9 Conclusions and outlook 43 A Lattice action and numerical calculations: additional details 45 A.1 Hybrid Monte Carlo 45 A.2 Of diquarks 47 A.3 Effective mass and fitting procedure 48 B Low-energy constants and global fit 50 -1 -