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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. Growth 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. Growth Total Stock Market Index (^DWGROT) has returned -13.59% so far this year and 13.41% over the past 12 months.
Dow Jones U.S. Growth Total Stock Market Index
- 1D
- -0.39%
- 1M
- -8.65%
- YTD
- -13.59%
- 6M
- -11.53%
- 1Y
- 13.41%
- 3Y*
- 19.83%
- 5Y*
- 11.29%
- 10Y*
- —
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 Sep 26, 2019, ^DWGROT's average daily return is +0.07%, while the average monthly return is +1.40%. At this rate, your investment would double in approximately 4.2 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +14.9%, while the worst month was Apr 2022 at -12.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^DWGROT closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +11.9%, while the worst single day was Mar 16, 2020 at -12.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.61% | -3.85% | -8.65% | -13.59% | |||||||||
| 2025 | 2.26% | -4.33% | -8.22% | 1.42% | 8.48% | 6.17% | 3.51% | 1.24% | 4.72% | 4.60% | -1.57% | -0.56% | 17.83% |
| 2024 | 2.18% | 6.98% | 1.92% | -4.14% | 6.09% | 6.45% | -0.60% | 1.71% | 2.56% | -0.49% | 7.05% | 0.32% | 33.64% |
| 2023 | 10.01% | -1.15% | 7.23% | 1.11% | 5.77% | 6.95% | 3.50% | -1.22% | -5.42% | -1.82% | 11.08% | 4.84% | 47.46% |
| 2022 | -9.26% | -3.73% | 4.16% | -12.88% | -2.85% | -7.78% | 12.73% | -4.88% | -9.89% | 4.81% | 3.96% | -8.04% | -31.24% |
| 2021 | -0.09% | 0.79% | 0.98% | 7.00% | -1.59% | 6.12% | 2.54% | 3.78% | -5.28% | 8.51% | -0.36% | 1.61% | 25.81% |
Benchmark Metrics
Dow Jones U.S. Growth Total Stock Market Index has an annualized alpha of 2.14%, beta of 1.16, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.
- This index captured 120.43% of S&P 500 Index gains and 105.81% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This index generated an annualized alpha of 2.14% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.14%
- Beta
- 1.16
- R²
- 0.92
- Upside Capture
- 120.43%
- Downside Capture
- 105.81%
Return for Risk
Risk / Return Rank
^DWGROT ranks 37 for risk / return — below 37% of indices on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) and compare them to a chosen benchmark (S&P 500 Index).
| ^DWGROT | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.90 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.02 | 1.39 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.64 | 1.40 | -0.76 |
Martin ratioReturn relative to average drawdown | 2.29 | 6.61 | -4.32 |
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 ^DWGROT 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. Growth 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. Growth Total Stock Market Index was 34.14%, occurring on Oct 14, 2022. Recovery took 301 trading sessions.
The current Dow Jones U.S. Growth Total Stock Market Index drawdown is 16.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.14% | Nov 22, 2021 | 226 | Oct 14, 2022 | 301 | Dec 27, 2023 | 527 |
| -33.19% | Feb 20, 2020 | 23 | Mar 23, 2020 | 71 | Jul 2, 2020 | 94 |
| -23.54% | Dec 17, 2024 | 76 | Apr 8, 2025 | 56 | Jun 30, 2025 | 132 |
| -16.18% | Oct 30, 2025 | 103 | Mar 30, 2026 | — | — | — |
| -11.91% | Jul 11, 2024 | 18 | Aug 5, 2024 | 46 | Oct 9, 2024 | 64 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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