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

Share Price Chart


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Popular comparisons: ^DWCF vs. OMXS.L, ^DWCF vs. SPY, ^DWCF vs. DAX, ^DWCF vs. DIA, ^DWCF vs. ^GSPC, ^DWCF vs. ACWI, ^DWCF vs. FNGU, ^DWCF vs. BRK-B, ^DWCF vs. QQQ, ^DWCF vs. FNGS

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. 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.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.83%
12.76%
^DWCF (Dow Jones U.S. Total Stock Market Index)
Benchmark (^GSPC)

Returns By Period

Dow Jones U.S. Total Stock Market Index had a return of 24.72% year-to-date (YTD) and 33.45% in the last 12 months. Over the past 10 years, Dow Jones U.S. Total Stock Market Index had an annualized return of 10.93%, which was very close to the S&P 500 benchmark's annualized return of 11.39%.


PeriodReturnBenchmark
Year-To-Date24.72%25.48%
1 month2.69%2.14%
6 months12.83%12.76%
1 year33.45%33.14%
5 years (annualized)13.39%13.96%
10 years (annualized)10.93%11.39%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.02%5.28%3.11%-4.48%4.59%2.98%1.76%2.00%1.94%-0.79%24.72%
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%
2022-6.35%-2.65%3.10%-9.09%-0.37%-8.54%9.28%-3.94%-9.45%8.06%5.07%-6.02%-21.02%
2021-0.42%3.07%3.35%5.05%0.32%2.42%1.63%2.73%-4.64%6.63%-1.60%3.98%24.36%
2020-0.24%-8.36%-13.97%13.13%5.15%2.16%5.53%7.02%-3.80%-2.23%12.04%4.36%18.72%
20198.48%3.29%1.28%3.87%-6.66%6.85%1.35%-2.22%1.57%2.01%3.57%2.72%28.42%
20185.21%-3.89%-2.14%0.25%2.60%0.52%3.24%3.26%0.02%-7.50%1.77%-9.48%-7.04%
20171.84%3.47%-0.08%0.93%0.79%0.77%1.78%-0.05%2.30%2.06%2.79%0.87%18.89%
2016-5.78%-0.28%6.84%0.51%1.56%0.01%3.87%0.01%0.03%-2.30%4.18%1.78%10.31%
2015-2.88%5.57%-1.19%0.36%1.18%-1.87%1.54%-6.21%-3.12%7.74%0.33%-2.20%-1.51%
2014-3.22%4.52%0.37%-0.03%1.96%2.37%-2.11%3.97%-2.28%2.64%2.21%-0.18%10.36%
20135.40%1.06%3.77%1.57%2.16%-1.43%5.29%-3.08%3.52%4.13%2.70%2.46%30.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ^DWCF is 88, placing it in the top 12% 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 ^DWCF is 8888
Combined Rank
The Sharpe Ratio Rank of ^DWCF is 8888Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWCF is 8787Sortino Ratio Rank
The Omega Ratio Rank of ^DWCF is 9090Omega Ratio Rank
The Calmar Ratio Rank of ^DWCF is 9191Calmar Ratio Rank
The Martin Ratio Rank of ^DWCF is 8585Martin 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. Total Stock Market Index (^DWCF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^DWCF
Sharpe ratio
The chart of Sharpe ratio for ^DWCF, currently valued at 2.87, compared to the broader market-1.000.001.002.003.002.87
Sortino ratio
The chart of Sortino ratio for ^DWCF, currently valued at 3.84, compared to the broader market-1.000.001.002.003.004.003.84
Omega ratio
The chart of Omega ratio for ^DWCF, currently valued at 1.54, compared to the broader market1.001.201.401.601.54
Calmar ratio
The chart of Calmar ratio for ^DWCF, currently valued at 4.18, compared to the broader market0.001.002.003.004.005.004.18
Martin ratio
The chart of Martin ratio for ^DWCF, currently valued at 18.28, compared to the broader market0.005.0010.0015.0020.0018.28
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-1.000.001.002.003.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-1.000.001.002.003.004.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.201.401.601.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.001.002.003.004.005.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.005.0010.0015.0020.0018.80

Sharpe Ratio

The current Dow Jones U.S. Total Stock Market Index Sharpe ratio is 2.87. 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. 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.87
2.91
^DWCF (Dow Jones U.S. Total Stock Market 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%JuneJulyAugustSeptemberOctoberNovember
-0.46%
-0.27%
^DWCF (Dow Jones U.S. Total Stock Market Index)
Benchmark (^GSPC)

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 35.14%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current Dow Jones U.S. Total Stock Market Index drawdown is 0.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.14%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-26.31%Jan 4, 2022197Oct 14, 2022321Jan 29, 2024518
-20.61%Sep 21, 201865Dec 24, 2018129Jul 1, 2019194
-16.26%Jun 24, 2015161Feb 11, 2016106Jul 14, 2016267
-10.26%Apr 3, 201243Jun 4, 201266Sep 6, 2012109

Volatility

Volatility Chart

The current Dow Jones U.S. Total Stock Market Index volatility is 3.96%, 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%7.00%JuneJulyAugustSeptemberOctoberNovember
3.96%
3.75%
^DWCF (Dow Jones U.S. Total Stock Market Index)
Benchmark (^GSPC)