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Performance

^DWGROT Performance Chart

Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) is up 8.6% since the beginning of the year. ^DWGROT is currently trading at $38,969 per share. Investors who bought $1,000 worth of ^DWGROT shares 5 years ago would now be looking at an investment worth $2,063.


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S&P 500 Index

Returns By Period

Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) has returned 8.64% so far this year and 27.88% over the past 12 months.


Dow Jones U.S. Growth Total Stock Market Index

1D
-0.58%
1M
6.05%
YTD
8.64%
6M
8.01%
1Y
27.88%
3Y*
25.42%
5Y*
15.58%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^DWGROT Monthly Returns History

Based on dividend-adjusted daily data since Sep 26, 2019, ^DWGROT's average daily return is +0.08%, while the average monthly return is +1.64%. At this rate, an investment would double in approximately 3.6 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 57% 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.61%-3.85%-5.16%13.58%6.73%-0.11%8.64%
20252.26%-4.33%-8.22%1.42%8.48%6.17%3.51%1.24%4.72%4.60%-1.57%-0.56%17.83%
20242.18%6.98%1.92%-4.14%6.09%6.45%-0.60%1.71%2.56%-0.49%7.05%0.32%33.64%
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%

Benchmark Metrics

Dow Jones U.S. Growth Total Stock Market Index has an annualized alpha of 2.36%, 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 121.43% of S&P 500 Index gains and 105.42% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This index generated an annualized alpha of 2.36% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.36%
Beta
1.16
0.92
Upside Capture
121.43%
Downside Capture
105.42%

Return for Risk

Risk / Return Rank

^DWGROT ranks 58 for risk / return — on par with similar indices. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


^DWGROT Risk / Return Rank: 5858
Overall Rank
^DWGROT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
^DWGROT Sortino Ratio Rank: 6464
Sortino Ratio Rank
^DWGROT Omega Ratio Rank: 6565
Omega Ratio Rank
^DWGROT Calmar Ratio Rank: 4848
Calmar Ratio Rank
^DWGROT Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 S&P 500 Index.


^DWGROTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.32

1.41

-0.08

Calmar ratioReturn relative to maximum drawdown

1.79

2.93

-1.14

Martin ratioReturn relative to average drawdown

6.18

13.52

-7.34

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 0.58%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-34.14%Oct 2022
10mo 26d1y 2mo
2y 1moNov 2021 - Dec 2023
COVID crash2020
-33.19%Mar 2020
1mo 2d3mo 11d
4mo 13dFeb 2020 - Jul 2020
2025 selloff2025
-23.54%Apr 2025
3mo 22d2mo 23d
6mo 15dDec 2024 - Jun 2025
2026 correction2026
-16.18%Mar 2026
5mo 1d1mo 7d
6mo 8dOct 2025 - May 2026
2024 correction2024
-11.91%Aug 2024
25d2mo 5d
3moJul 2024 - Oct 2024

Drawdown Indicators


^DWGROTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.14%

-56.78%

+22.64%

Max Drawdown (1Y)

Largest decline over 1 year

-16.18%

-9.10%

-7.08%

Max Drawdown (3Y)

Largest decline over 3 years

-23.54%

-18.90%

-4.64%

Max Drawdown (5Y)

Largest decline over 5 years

-34.14%

-25.43%

-8.71%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.58%

-0.74%

+0.16%

Average Drawdown

Average peak-to-trough decline

-8.15%

-10.72%

+2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

1.97%

+2.71%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ^DWGROT

Add Dow Jones U.S. Growth 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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