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Dow Jones U.S. Growth Total Stock Market Index (^D...
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Dow Jones U.S. Growth Total Stock Market Index

Popular comparisons: ^DWGROT vs. FNILX, ^DWGROT vs. ^IXIC, ^DWGROT vs. BRK-B, ^DWGROT vs. FZROX

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.


60.00%80.00%100.00%120.00%140.00%FebruaryMarchAprilMayJuneJuly
127.29%
81.33%
^DWGROT (Dow Jones U.S. Growth Total Stock Market Index)
Benchmark (^GSPC)

S&P 500

Returns By Period

Dow Jones U.S. Growth Total Stock Market Index had a return of 16.90% year-to-date (YTD) and 26.18% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date16.90%13.20%
1 month-2.93%-1.28%
6 months12.68%10.32%
1 year26.18%18.23%
5 years (annualized)N/A12.31%
10 years (annualized)N/A10.58%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.18%6.98%1.92%-4.14%6.09%6.45%16.90%
202310.01%-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%
20202.15%-6.82%-11.53%14.85%7.22%3.92%7.42%9.28%-3.80%-2.55%10.81%5.06%38.07%
2019-0.42%3.02%4.64%2.83%10.38%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ^DWGROT is 80, placing it in the top 20% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^DWGROT is 8080
^DWGROT (Dow Jones U.S. Growth Total Stock Market Index)
The Sharpe Ratio Rank of ^DWGROT is 7777Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWGROT is 7474Sortino Ratio Rank
The Omega Ratio Rank of ^DWGROT is 7979Omega Ratio Rank
The Calmar Ratio Rank of ^DWGROT is 8181Calmar Ratio Rank
The Martin Ratio Rank of ^DWGROT is 8787Martin 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. Growth Total Stock Market Index (^DWGROT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^DWGROT
Sharpe ratio
The chart of Sharpe ratio for ^DWGROT, currently valued at 1.62, compared to the broader market-0.500.000.501.001.502.002.501.62
Sortino ratio
The chart of Sortino ratio for ^DWGROT, currently valued at 2.23, compared to the broader market-1.000.001.002.003.002.23
Omega ratio
The chart of Omega ratio for ^DWGROT, currently valued at 1.29, compared to the broader market0.901.001.101.201.301.401.501.29
Calmar ratio
The chart of Calmar ratio for ^DWGROT, currently valued at 1.59, compared to the broader market0.001.002.003.004.005.001.59
Martin ratio
The chart of Martin ratio for ^DWGROT, currently valued at 8.43, compared to the broader market0.005.0010.0015.0020.008.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-0.500.000.501.001.502.002.501.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-1.000.001.002.003.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.901.001.101.201.301.401.501.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.001.002.003.004.005.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.005.0010.0015.0020.005.98

Sharpe Ratio

The current Dow Jones U.S. Growth Total Stock Market Index Sharpe ratio is 1.62. 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. Growth Total Stock Market 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.62
1.58
^DWGROT (Dow Jones U.S. Growth Total Stock Market Index)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-7.33%
-4.73%
^DWGROT (Dow Jones U.S. Growth Total Stock Market Index)
Benchmark (^GSPC)

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 7.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.14%Nov 22, 2021226Oct 14, 2022301Dec 27, 2023527
-33.19%Feb 20, 202023Mar 23, 202071Jul 2, 202094
-10.65%Sep 3, 202014Sep 23, 202031Nov 5, 202045
-10.09%Feb 16, 202115Mar 8, 202123Apr 9, 202138
-7.79%Apr 27, 202112May 12, 202122Jun 14, 202134

Volatility

Volatility Chart

The current Dow Jones U.S. Growth Total Stock Market Index volatility is 5.89%, 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.


2.00%3.00%4.00%5.00%6.00%FebruaryMarchAprilMayJuneJuly
5.89%
3.80%
^DWGROT (Dow Jones U.S. Growth Total Stock Market Index)
Benchmark (^GSPC)