^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:
0.37
^GSPC:
0.46
^DWCF:
0.66
^GSPC:
0.77
^DWCF:
1.10
^GSPC:
1.11
^DWCF:
0.38
^GSPC:
0.47
^DWCF:
1.53
^GSPC:
1.94
^DWCF:
4.81%
^GSPC:
4.61%
^DWCF:
19.77%
^GSPC:
19.44%
^DWCF:
-35.14%
^GSPC:
-56.78%
^DWCF:
-11.24%
^GSPC:
-10.07%
Returns By Period
In the year-to-date period, ^DWCF achieves a -7.25% return, which is significantly lower than ^GSPC's -6.06% return. Over the past 10 years, ^DWCF has underperformed ^GSPC with an annualized return of 9.41%, while ^GSPC has yielded a comparatively higher 10.11% annualized return.
^DWCF
-7.25%
-4.12%
-5.78%
7.87%
13.76%
9.41%
^GSPC
-6.06%
-3.27%
-4.87%
9.44%
14.30%
10.11%
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Risk-Adjusted Performance
^DWCF vs. ^GSPC — Risk-Adjusted Performance Rank
^DWCF
^GSPC
^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) and S&P 500 (^GSPC) have volatilities of 14.35% and 14.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.