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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. Total Stock Market Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Dow Jones U.S. Total Stock Market Index (^DWCF) has returned -4.28% so far this year and 16.68% over the past 12 months. Over the last ten years, ^DWCF has had an annualized return of 11.73%, just under the S&P 500 Index benchmark’s 12.16%.
Dow Jones U.S. Total Stock Market Index
- 1D
- 2.97%
- 1M
- -5.05%
- YTD
- -4.28%
- 6M
- -2.32%
- 1Y
- 16.68%
- 3Y*
- 16.24%
- 5Y*
- 8.93%
- 10Y*
- 11.73%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 1, 1987, ^DWCF's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, your investment would double in approximately 7.2 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +13.1%, while the worst month was Oct 1987 at -23.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^DWCF closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.4%, while the worst single day was Oct 19, 1987 at -17.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.48% | -0.65% | -5.05% | -4.28% | |||||||||
| 2025 | 2.99% | -2.00% | -6.05% | -0.77% | 6.27% | 4.99% | 2.21% | 2.15% | 3.33% | 2.13% | 0.04% | -0.12% | 15.59% |
| 2024 | 1.02% | 5.28% | 3.11% | -4.48% | 4.59% | 2.98% | 1.76% | 2.00% | 1.94% | -0.79% | 6.52% | -3.13% | 22.21% |
| 2023 | 6.87% | -2.48% | 2.46% | 0.91% | 0.25% | 6.71% | 3.51% | -2.13% | -4.89% | -2.78% | 9.18% | 5.22% | 24.06% |
| 2022 | -6.08% | -2.65% | 3.10% | -9.09% | -0.37% | -8.54% | 9.28% | -3.94% | -9.45% | 8.06% | 5.07% | -6.02% | -20.80% |
| 2021 | -0.42% | 3.07% | 3.35% | 5.05% | 0.32% | 2.42% | 1.63% | 2.73% | -4.64% | 6.63% | -1.60% | 3.68% | 24.01% |
Benchmark Metrics
Dow Jones U.S. Total Stock Market Index has an annualized alpha of 0.23%, beta of 0.98, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since January 02, 1987.
- With beta of 0.98 and R² of 0.98, this index moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.23%
- Beta
- 0.98
- R²
- 0.98
- Upside Capture
- 101.63%
- Downside Capture
- 101.29%
Return for Risk
Risk / Return Rank
^DWCF ranks 63 for risk / return — better than 63% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones U.S. Total Stock Market Index (^DWCF) and compare them to a chosen benchmark (S&P 500 Index).
| ^DWCF | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.90 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.39 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.40 | -0.02 |
Martin ratioReturn relative to average drawdown | 6.51 | 6.61 | -0.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^DWCF risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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. Total Stock Market 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. Total Stock Market Index was 56.81%, occurring on Mar 9, 2009. Recovery took 989 trading sessions.
The current Dow Jones U.S. Total Stock Market Index drawdown is 6.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.81% | Oct 10, 2007 | 369 | Mar 9, 2009 | 989 | Feb 1, 2013 | 1358 |
| -50.22% | Mar 27, 2000 | 663 | Oct 9, 2002 | 1178 | Apr 16, 2007 | 1841 |
| -35.14% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -33.68% | Aug 26, 1987 | 73 | Dec 4, 1987 | 428 | Jul 26, 1989 | 501 |
| -26.31% | Jan 4, 2022 | 197 | Oct 14, 2022 | 321 | Jan 29, 2024 | 518 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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