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NASDAQ US Dividend Achievers Select Index (^DVG)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Popular comparisons: ^DVG vs. ZBH, ^DVG vs. VDIGX, ^DVG vs. SPY, ^DVG vs. SCHD, ^DVG vs. VIG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NASDAQ US Dividend Achievers Select Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
9.26%
8.95%
^DVG (NASDAQ US Dividend Achievers Select Index)
Benchmark (^GSPC)

Returns By Period

NASDAQ US Dividend Achievers Select Index had a return of 16.49% year-to-date (YTD) and 26.13% in the last 12 months. Over the past 10 years, NASDAQ US Dividend Achievers Select Index had an annualized return of 9.90%, while the S&P 500 had an annualized return of 11.17%, indicating that NASDAQ US Dividend Achievers Select Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date16.49%19.55%
1 month2.59%1.45%
6 months9.26%8.95%
1 year26.13%31.70%
5 years (annualized)10.71%13.79%
10 years (annualized)9.90%11.17%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.41%3.17%2.63%-4.16%3.32%1.51%3.58%3.33%16.49%
20232.61%-3.00%1.65%2.05%-2.73%6.30%2.04%-2.09%-4.48%-1.34%7.22%3.86%11.94%
2022-5.17%-2.77%2.64%-5.33%-0.50%-6.45%6.79%-3.64%-8.41%9.97%6.76%-3.85%-11.28%
2021-3.04%1.38%5.78%3.93%1.61%-0.27%3.04%1.55%-5.02%7.11%-1.96%6.21%21.39%
20200.43%-8.57%-9.78%9.85%3.42%-0.13%4.95%6.05%-1.24%-2.47%9.94%2.42%13.47%
20196.21%4.37%1.01%3.60%-4.91%6.64%2.00%0.42%1.23%-0.06%2.24%2.14%27.27%
20184.98%-4.16%-1.52%-1.03%1.49%0.14%4.61%2.58%1.52%-6.47%3.96%-9.00%-3.92%
20171.74%4.13%-0.32%1.61%1.36%0.09%0.67%-0.57%2.22%1.94%4.23%1.24%19.81%
2016-2.44%0.89%6.01%-0.36%0.75%2.13%2.20%-0.28%-1.15%-2.05%2.66%0.93%9.36%
2015-3.49%5.39%-2.27%-0.61%0.72%-2.68%2.05%-6.14%-1.97%6.56%-0.03%-0.98%-4.08%
2014-5.16%4.61%0.63%0.86%1.37%1.32%-3.37%3.34%-1.12%2.53%2.90%0.02%7.78%
20135.80%1.04%3.14%1.51%0.85%-1.61%5.20%-3.69%3.67%4.07%2.16%1.80%26.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ^DVG is 92, placing it in the top 8% 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 ^DVG is 9292
^DVG (NASDAQ US Dividend Achievers Select Index)
The Sharpe Ratio Rank of ^DVG is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of ^DVG is 100100Sortino Ratio Rank
The Omega Ratio Rank of ^DVG is 9090Omega Ratio Rank
The Calmar Ratio Rank of ^DVG is 8282Calmar Ratio Rank
The Martin Ratio Rank of ^DVG is 9393Martin 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 NASDAQ US Dividend Achievers Select Index (^DVG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^DVG
Sharpe ratio
The chart of Sharpe ratio for ^DVG, currently valued at 2.80, compared to the broader market0.001.002.002.80
Sortino ratio
The chart of Sortino ratio for ^DVG, currently valued at 3.88, compared to the broader market-1.000.001.002.003.003.88
Omega ratio
The chart of Omega ratio for ^DVG, currently valued at 1.52, compared to the broader market1.001.201.401.601.52
Calmar ratio
The chart of Calmar ratio for ^DVG, currently valued at 2.20, compared to the broader market0.001.002.003.004.005.002.20
Martin ratio
The chart of Martin ratio for ^DVG, currently valued at 16.86, compared to the broader market0.005.0010.0015.0020.0025.0016.86
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market0.001.002.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-1.000.001.002.003.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market1.001.201.401.601.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.001.002.003.004.005.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.005.0010.0015.0020.0025.0014.29

Sharpe Ratio

The current NASDAQ US Dividend Achievers Select Index Sharpe ratio is 2.80. 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 NASDAQ US Dividend Achievers Select 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 Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
2.80
2.32
^DVG (NASDAQ US Dividend Achievers Select Index)
Benchmark (^GSPC)

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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.08%
-0.19%
^DVG (NASDAQ US Dividend Achievers Select Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the NASDAQ US Dividend Achievers Select 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 NASDAQ US Dividend Achievers Select Index was 48.54%, occurring on Mar 9, 2009. Recovery took 881 trading sessions.

The current NASDAQ US Dividend Achievers Select Index drawdown is 0.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.54%Oct 10, 2007355Mar 9, 2009881Sep 6, 20121236
-31.85%Feb 18, 202025Mar 23, 2020110Aug 27, 2020135
-28.7%Mar 20, 2002246Mar 11, 2003451Dec 22, 2004697
-21.58%Jan 5, 2022186Sep 30, 2022326Jan 19, 2024512
-17.82%Sep 24, 201864Dec 24, 201879Apr 18, 2019143

Volatility

Volatility Chart

The current NASDAQ US Dividend Achievers Select Index volatility is 3.10%, 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%AprilMayJuneJulyAugustSeptember
3.10%
4.31%
^DVG (NASDAQ US Dividend Achievers Select Index)
Benchmark (^GSPC)