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Dow Jones U.S. Small-Cap Index (^DJUSS)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. Small-Cap Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


250.00%300.00%350.00%400.00%450.00%500.00%December2025FebruaryMarchAprilMay
430.95%
307.50%
^DJUSS (Dow Jones U.S. Small-Cap Index)
Benchmark (^GSPC)

Returns By Period

Dow Jones U.S. Small-Cap Index (^DJUSS) returned -4.55% year-to-date (YTD) and 3.11% over the past 12 months. Over the past 10 years, ^DJUSS returned 5.73% annually, underperforming the S&P 500 benchmark at 10.43%.


^DJUSS

YTD

-4.55%

1M

16.31%

6M

-8.44%

1Y

3.11%

5Y*

10.60%

10Y*

5.73%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^DJUSS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.89%-4.93%-6.05%-1.52%3.45%-4.55%
2024-2.09%5.77%4.66%-6.76%4.01%-1.54%5.14%0.36%2.42%-0.35%9.32%-7.50%12.68%
20239.72%-2.94%-3.01%-1.05%-2.86%8.91%4.09%-3.31%-5.51%-6.00%8.86%8.94%14.61%
2022-7.94%0.76%1.24%-8.05%0.05%-9.85%10.52%-2.88%-9.90%8.83%5.27%-5.88%-18.78%
20210.82%6.36%2.52%5.11%-0.25%0.62%0.17%2.41%-4.02%5.45%-4.51%3.60%19.14%
2020-2.07%-8.90%-22.37%14.71%7.13%1.82%4.62%3.43%-2.84%1.56%14.34%6.32%12.46%
201911.85%4.71%-0.76%3.50%-7.68%6.90%0.90%-3.78%1.51%1.34%3.86%1.84%25.42%
20183.07%-4.46%0.54%-0.18%4.36%0.24%1.91%4.27%-1.71%-9.92%1.97%-11.39%-12.11%
20171.97%2.60%-0.50%0.45%-1.22%1.55%1.28%-0.78%3.57%1.43%2.91%0.41%14.45%
2016-8.00%1.25%8.44%1.68%1.48%-0.40%5.04%0.29%-0.13%-3.76%8.17%1.54%15.44%
2015-1.98%5.98%0.95%-2.38%2.18%-1.05%-0.69%-6.08%-5.40%5.52%0.88%-5.06%-7.68%
2014-1.76%4.92%-0.36%-2.52%1.23%4.48%-5.66%4.89%-5.65%5.59%1.05%1.25%6.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DJUSS is 33, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^DJUSS is 3333
Overall Rank
The Sharpe Ratio Rank of ^DJUSS is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSS is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSS is 3333
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSS is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSS is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Dow Jones U.S. Small-Cap Index (^DJUSS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current Dow Jones U.S. Small-Cap Index Sharpe ratio is 0.14. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Dow Jones U.S. Small-Cap Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.14
0.48
^DJUSS (Dow Jones U.S. Small-Cap Index)
Benchmark (^GSPC)

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.04%
-7.82%
^DJUSS (Dow Jones U.S. Small-Cap Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dow Jones U.S. Small-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. Small-Cap Index was 60.34%, occurring on Mar 9, 2009. Recovery took 485 trading sessions.

The current Dow Jones U.S. Small-Cap Index drawdown is 12.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.34%Jul 16, 2007416Mar 9, 2009485Feb 7, 2011901
-52.33%Feb 18, 202025Mar 23, 2020226Feb 12, 2021251
-39.7%Mar 10, 2000648Oct 9, 2002286Nov 26, 2003934
-28.1%May 2, 2011109Oct 3, 2011240Sep 13, 2012349
-27.67%Nov 9, 2021224Sep 30, 2022510Oct 11, 2024734

Volatility

Volatility Chart

The current Dow Jones U.S. Small-Cap Index volatility is 11.59%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
11.59%
11.21%
^DJUSS (Dow Jones U.S. Small-Cap Index)
Benchmark (^GSPC)