^DWCF vs. ^GSPC

In the year-to-date period, ^DWCF achieves a 0.59% return, which is significantly higher than ^GSPC's -0.63% return. Both investments have delivered pretty close results over the past 10 years, with ^DWCF having a 10.21% annualized return and ^GSPC not far ahead at 10.64%.

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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.

The current ^DWCF Sharpe Ratio is 0.57, which is comparable to the ^GSPC Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of ^DWCF and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^DWCF drawdown since its inception was -56.81%, roughly equal to 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.

Dow Jones U.S. Total Stock Market Index (^DWCF) and S&P 500 (^GSPC) have volatilities of 4.68% and 4.72%, 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.