^DWGROT vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) and S&P 500 Index (^GSPC).

Performance

^DWGROT vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

^DWGROT vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
^DWGROT Dow Jones U.S. Growth Total Stock Market Index	-10.28%	17.83%	33.64%	47.46%	-31.24%	25.81%	38.07%	10.38%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	8.50%

Returns By Period

In the year-to-date period, ^DWGROT achieves a -10.28% return, which is significantly lower than ^GSPC's -3.95% return.

^DWGROT

• 1D: 3.83%
• 1M: -5.47%
• YTD: -10.28%
• 6M: -8.62%
• 1Y: 16.79%
• 3Y*: 21.34%
• 5Y*: 11.75%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^DWGROT vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DWGROT

^DWGROT Risk / Return Rank: 47
^DWGROT Sharpe Ratio Rank: 46
^DWGROT Sortino Ratio Rank: 51
^DWGROT Omega Ratio Rank: 53
^DWGROT Calmar Ratio Rank: 41
^DWGROT Martin Ratio Rank: 43

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^DWGROT vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) and S&P 500 Index (^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.

	^DWGROT	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.78	0.92	-0.14
Sortino ratio Return per unit of downside risk	1.28	1.41	-0.14
Omega ratio Gain probability vs. loss probability	1.18	1.21	-0.04
Calmar ratio Return relative to maximum drawdown	1.10	1.41	-0.32
Martin ratio Return relative to average drawdown	3.82	6.61	-2.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^DWGROT vs. ^GSPC - Sharpe Ratio Comparison

The current ^DWGROT Sharpe Ratio is 0.78, which is comparable to the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ^DWGROT 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.

Sharpe Ratios by Period

	^DWGROT	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	0.92	-0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.61	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.46	+0.23

Correlation

The correlation between ^DWGROT and ^GSPC is 0.94, 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.

Drawdowns

^DWGROT vs. ^GSPC - Drawdown Comparison

The maximum ^DWGROT drawdown since its inception was -34.14%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^DWGROT and ^GSPC.

Drawdown Indicators

	^DWGROT	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-34.14%	-56.78%	+22.64%
Max Drawdown (1Y) Largest decline over 1 year	-16.18%	-12.14%	-4.04%
Max Drawdown (5Y) Largest decline over 5 years	-34.14%	-25.43%	-8.71%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-12.97%	-5.78%	-7.19%
Average Drawdown Average peak-to-trough decline	-8.29%	-10.75%	+2.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.63%	2.60%	+2.03%

Volatility

^DWGROT vs. ^GSPC - Volatility Comparison

Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) has a higher volatility of 6.88% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that ^DWGROT'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.

Volatility by Period

	^DWGROT	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.88%	5.37%	+1.51%
Volatility (6M) Calculated over the trailing 6-month period	12.69%	9.55%	+3.14%
Volatility (1Y) Calculated over the trailing 1-year period	22.84%	18.33%	+4.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.34%	16.90%	+5.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.62%	18.05%	+6.57%