Dow Jones U.S. Large-Cap Index (^DJUSL)
Share Price Chart
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Performance
Performance Chart
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Returns By Period
Dow Jones U.S. Large-Cap Index (^DJUSL) returned -0.17% year-to-date (YTD) and 13.68% over the past 12 months. Over the past 10 years, ^DJUSL delivered an annualized return of 11.53%, outperforming the S&P 500 benchmark at 10.85%.
^DJUSL
-0.17%
6.53%
-1.35%
13.68%
14.39%
14.72%
11.53%
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of ^DJUSL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.48% | -1.50% | -6.40% | -0.81% | 6.53% | -0.17% | |||||||
| 2024 | 2.30% | 5.39% | 2.60% | -4.00% | 5.37% | 4.69% | 0.46% | 2.28% | 1.92% | -0.86% | 5.27% | -1.19% | 26.52% |
| 2023 | 6.16% | -2.37% | 4.91% | 1.82% | 1.62% | 6.14% | 3.23% | -1.38% | -4.79% | -1.77% | 9.05% | 3.99% | 28.92% |
| 2022 | -5.36% | -3.68% | 3.60% | -9.58% | -0.57% | -7.93% | 9.10% | -4.53% | -9.39% | 7.29% | 5.07% | -6.16% | -21.96% |
| 2021 | -1.04% | 1.63% | 4.09% | 5.36% | 0.16% | 2.85% | 2.37% | 3.01% | -5.06% | 7.18% | -0.61% | 3.69% | 25.66% |
| 2020 | 0.38% | -8.15% | -11.18% | 12.63% | 4.39% | 2.13% | 5.49% | 8.49% | -4.13% | -3.49% | 10.76% | 3.89% | 19.80% |
| 2019 | 7.38% | 2.81% | 1.91% | 3.97% | -6.61% | 6.87% | 1.40% | -1.69% | 1.58% | 2.33% | 3.51% | 2.88% | 28.82% |
| 2018 | 5.96% | -3.78% | -3.15% | 0.39% | 2.36% | 0.48% | 3.73% | 3.28% | 0.64% | -6.74% | 1.63% | -8.93% | -5.11% |
| 2017 | 1.75% | 3.89% | -0.02% | 0.97% | 1.25% | 0.54% | 2.00% | 0.31% | 1.78% | 2.39% | 2.67% | 0.97% | 20.08% |
| 2016 | -5.02% | -0.81% | 6.35% | 0.25% | 1.55% | 0.06% | 3.49% | -0.07% | -0.09% | -1.70% | 3.07% | 2.08% | 9.06% |
| 2015 | -3.19% | 5.45% | -1.98% | 1.10% | 0.98% | -2.09% | 2.14% | -6.48% | -2.57% | 8.50% | 0.06% | -1.59% | -0.54% |
| 2014 | -3.67% | 4.07% | 0.76% | 0.68% | 2.10% | 1.74% | -1.26% | 3.67% | -1.35% | 2.19% | 2.48% | -0.56% | 11.09% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^DJUSL is 68, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Dow Jones U.S. Large-Cap Index (^DJUSL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Dow Jones U.S. Large-Cap Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Dow Jones U.S. Large-Cap Index was 60.82%, occurring on Mar 9, 2009. Recovery took 1191 trading sessions.
The current Dow Jones U.S. Large-Cap Index drawdown is 4.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.82% | Mar 27, 2000 | 2250 | Mar 9, 2009 | 1191 | Nov 22, 2013 | 3441 |
| -32.75% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -27.28% | Jan 4, 2022 | 195 | Oct 12, 2022 | 311 | Jan 10, 2024 | 506 |
| -19.65% | Oct 4, 2018 | 56 | Dec 24, 2018 | 84 | Apr 26, 2019 | 140 |
| -19.59% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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