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Highlights

Avg. Volume (1M)
0
Avg. Volume Value (1M)
$0.00

Share Price Chart


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Performance

^DWCF Performance Chart

Dow Jones U.S. Total Stock Market Index (^DWCF) is up 9.2% since the beginning of the year. ^DWCF is currently trading at $73,684 per share. Investors who bought $1,000 worth of ^DWCF shares 5 years ago would now be looking at an investment worth $1,615.


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Benchmark

Compare this symbol against anything

Returns By Period

Dow Jones U.S. Total Stock Market Index (^DWCF) has returned 9.16% so far this year and 17.13% over the past 12 months. Over the last ten years, ^DWCF has had an annualized return of 12.63%, just under the S&P 500 Index benchmark’s 13.10%.


Dow Jones U.S. Total Stock Market Index

1D
1.63%
1M
-1.17%
6M
6.96%
YTD
9.16%
1Y
17.13%
3Y*
17.03%
5Y*
10.06%
10Y*
12.63%
ALL TIME*
9.24%

Benchmark (S&P 500 Index)

1D
1.66%
1M
-0.82%
6M
6.72%
YTD
8.65%
1Y
16.89%
3Y*
17.46%
5Y*
11.09%
10Y*
13.10%
ALL TIME*
8.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^DWCF Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 1995, ^DWCF's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 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 2008 at -17.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ^DWCF closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.4%, while the worst single day was Mar 16, 2020 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.48%-0.65%-5.05%10.36%5.06%-0.48%-1.17%9.16%
20252.99%-2.00%-6.05%-0.77%6.27%4.99%2.21%2.15%3.33%2.13%0.04%-0.12%15.59%
20241.02%5.28%3.11%-4.48%4.59%2.98%1.76%2.00%1.94%-0.79%6.52%-3.13%22.21%
20236.87%-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 0.04%, beta of 1.00, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since January 03, 1995.

  • With beta of 1.00 and R2 of 0.99, 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
0.04%
Beta
1.00
0.99
Upside Capture
102.20%
Downside Capture
102.12%

Return for Risk

Risk / Return Rank

^DWCF ranks 64 for risk / return — above 64% of indices peers on PortfoliosLab. Its historical combined result is above most peers.


^DWCF Risk / Return Rank: 6464
Overall Rank
^DWCF Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
^DWCF Sortino Ratio Rank: 5858
Sortino Ratio Rank
^DWCF Omega Ratio Rank: 5959
Omega Ratio Rank
^DWCF Calmar Ratio Rank: 6767
Calmar Ratio Rank
^DWCF Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Dow Jones U.S. Total Stock Market Index (^DWCF) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^DWCFBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.23

1.24

0.00

Calmar ratioReturn relative to maximum drawdown

1.89

1.86

+0.02

Martin ratioReturn relative to average drawdown

7.99

7.90

+0.09

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 983 trading sessions.

The current Dow Jones U.S. Total Stock Market Index drawdown is 2.13%.


Drawdown

Fall

Recovery

Underwater

Related event

-56.81%Mar 2009
1y 5mo3y 11mo
5y 3moOct 2007 - Feb 2013
Financial crisis2007–2009
-50.22%Oct 2002
2y 6mo4y 6mo
7y 21dMar 2000 - Apr 2007
Dot-com crash2000–2002
-35.14%Mar 2020
1mo 2d5mo 4d
6mo 6dFeb 2020 - Aug 2020
COVID crash2020
-26.31%Oct 2022
9mo 13d1y 3mo
2y 25dJan 2022 - Jan 2024
Bear market2022
-22.38%Oct 1998
2mo 20d2mo 16d
5mo 6dJul 1998 - Dec 1998

Drawdown Indicators


^DWCFBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.81%

-56.78%

-0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-9.12%

-9.10%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-18.90%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-26.31%

-25.43%

-0.88%

Max Drawdown (10Y)

Largest decline over 10 years

-35.14%

-33.92%

-1.22%

Current Drawdown

Current decline from peak

-2.13%

-2.26%

+0.13%

Average Drawdown

Average peak-to-trough decline

-11.05%

-10.70%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.14%

+0.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ^DWCF

Add Dow Jones U.S. Total Stock Market Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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