^DJUSL vs. ^GSPC
Compare and contrast key facts about Dow Jones U.S. Large-Cap Index (^DJUSL) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSL or ^GSPC.
Key characteristics
| ^DJUSL | ^GSPC | |
|---|---|---|
| YTD Return | 19.98% | 17.95% |
| 1Y Return | 27.04% | 24.88% |
| 3Y Return (Ann) | 8.85% | 8.21% |
| 5Y Return (Ann) | 14.43% | 13.37% |
| 10Y Return (Ann) | 11.56% | 10.92% |
| Sharpe Ratio | 2.08 | 2.03 |
| Daily Std Dev | 13.50% | 12.77% |
| Max Drawdown | -60.82% | -56.78% |
| Current Drawdown | -1.40% | -0.73% |
Correlation
The correlation between ^DJUSL and ^GSPC is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^DJUSL vs. ^GSPC - Performance Comparison
In the year-to-date period, ^DJUSL achieves a 19.98% return, which is significantly higher than ^GSPC's 17.95% return. Over the past 10 years, ^DJUSL has outperformed ^GSPC with an annualized return of 11.56%, while ^GSPC has yielded a comparatively lower 10.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^DJUSL vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Large-Cap Index (^DJUSL) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
^DJUSL vs. ^GSPC - Drawdown Comparison
The maximum ^DJUSL drawdown since its inception was -60.82%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^DJUSL and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^DJUSL vs. ^GSPC - Volatility Comparison
Dow Jones U.S. Large-Cap Index (^DJUSL) has a higher volatility of 4.66% compared to S&P 500 (^GSPC) at 4.36%. This indicates that ^DJUSL's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.