^DWCF vs. ^GSPC
Compare and contrast key facts about Dow Jones U.S. Total Stock Market Index (^DWCF) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DWCF or ^GSPC.
Correlation
The correlation between ^DWCF 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
^DWCF vs. ^GSPC - Performance Comparison
Key characteristics
^DWCF:
1.77
^GSPC:
1.90
^DWCF:
2.38
^GSPC:
2.54
^DWCF:
1.33
^GSPC:
1.35
^DWCF:
2.67
^GSPC:
2.81
^DWCF:
11.34
^GSPC:
12.39
^DWCF:
2.03%
^GSPC:
1.93%
^DWCF:
12.99%
^GSPC:
12.58%
^DWCF:
-35.14%
^GSPC:
-56.78%
^DWCF:
-4.10%
^GSPC:
-3.58%
Returns By Period
The year-to-date returns for both investments are quite close, with ^DWCF having a 22.08% return and ^GSPC slightly higher at 23.11%. Both investments have delivered pretty close results over the past 10 years, with ^DWCF having a 10.53% annualized return and ^GSPC not far ahead at 11.01%.
^DWCF
22.08%
-0.53%
7.86%
22.15%
12.16%
10.53%
^GSPC
23.11%
-0.36%
7.02%
23.15%
12.80%
11.01%
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
^DWCF vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Total Stock Market Index (^DWCF) 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
^DWCF vs. ^GSPC - Drawdown Comparison
The maximum ^DWCF drawdown since its inception was -35.14%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^DWCF and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^DWCF vs. ^GSPC - Volatility Comparison
Dow Jones U.S. Total Stock Market Index (^DWCF) has a higher volatility of 3.92% compared to S&P 500 (^GSPC) at 3.64%. This indicates that ^DWCF'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.