^DWGROT vs. ^IXIC

Last updated Jun 5, 2026

^DWGROT (Dow Jones U.S. Growth Total Stock Market Index) and ^IXIC (NASDAQ Composite) are both indexes. Over the past 5 years, ^DWGROT returned 14.98%/yr vs 14.20%/yr for ^IXIC. With a 0.99 correlation, they move nearly in lockstep.

Performance

^DWGROT vs. ^IXIC - 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 NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ^DWGROT achieves a 7.29% return, which is significantly lower than ^IXIC's 15.44% return.

^DWGROT

• 1D: -1.24%
• 1M: 4.20%
• YTD: 7.29%
• 6M: 6.45%
• 1Y: 25.82%
• 3Y*: 24.90%
• 5Y*: 14.98%
• 10Y*: —

^IXIC

• 1D: -0.09%
• 1M: 5.94%
• YTD: 15.44%
• 6M: 14.15%
• 1Y: 37.87%
• 3Y*: 26.58%
• 5Y*: 14.20%
• 10Y*: 18.37%

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

^DWGROT vs. ^IXIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
^DWGROT Dow Jones U.S. Growth Total Stock Market Index	7.29%	17.83%	33.64%	47.46%	-31.24%	25.81%	38.07%	10.38%
^IXIC NASDAQ Composite	15.44%	20.36%	28.64%	43.42%	-33.10%	21.39%	43.64%	11.73%

Correlation

The correlation between ^DWGROT and ^IXIC is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019	0.99

The correlation between ^DWGROT and ^IXIC has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

Return for Risk

^DWGROT vs. ^IXIC — Risk / Return Rank

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

^DWGROT

^DWGROT Risk / Return Rank: 53
^DWGROT Sharpe Ratio Rank: 57
^DWGROT Sortino Ratio Rank: 56
^DWGROT Omega Ratio Rank: 56
^DWGROT Calmar Ratio Rank: 46
^DWGROT Martin Ratio Rank: 49

^IXIC

^IXIC Risk / Return Rank: 75
^IXIC Sharpe Ratio Rank: 80
^IXIC Sortino Ratio Rank: 77
^IXIC Omega Ratio Rank: 75
^IXIC Calmar Ratio Rank: 70
^IXIC Martin Ratio Rank: 75

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. ^IXIC - 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 NASDAQ Composite (^IXIC). 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	^IXIC	Difference
Sharpe ratio: Return per unit of total volatility	1.68	2.34	-0.67
Sortino ratio: Return per unit of downside risk	2.28	3.09	-0.81
Omega ratio: Gain probability vs. loss probability	1.29	1.40	-0.11
Calmar ratio: Return relative to maximum drawdown	1.63	2.88	-1.25
Martin ratio: Return relative to average drawdown	5.64	11.23	-5.59
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. ^IXIC - Sharpe Ratio Comparison

The current ^DWGROT Sharpe Ratio is 1.68, which is comparable to the ^IXIC Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of ^DWGROT and ^IXIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	^DWGROT	^IXIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	2.34	-0.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.64	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	0.53	+0.27

Drawdowns

^DWGROT vs. ^IXIC - Drawdown Comparison

The maximum ^DWGROT drawdown since its inception was -34.14%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for ^DWGROT and ^IXIC.

Drawdown Indicators

	^DWGROT	^IXIC	Difference
Max Drawdown Largest peak-to-trough decline	-34.14%	-77.93%	+43.79%
Max Drawdown (1Y) Largest decline over 1 year	-16.18%	-13.21%	-2.97%
Max Drawdown (3Y) Largest decline over 3 years	-23.54%	-24.32%	+0.78%
Max Drawdown (5Y) Largest decline over 5 years	-34.14%	-36.40%	+2.26%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.40%	—
Current Drawdown Current decline from peak	-1.81%	-0.97%	-0.84%
Average Drawdown Average peak-to-trough decline	-8.15%	-21.40%	+13.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.68%	3.38%	+1.30%

Volatility

^DWGROT vs. ^IXIC - Volatility Comparison

The current volatility for Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) is 3.73%, while NASDAQ Composite (^IXIC) has a volatility of 4.23%. This indicates that ^DWGROT experiences smaller price fluctuations and is considered to be less risky than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^DWGROT	^IXIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.73%	4.23%	-0.50%
Volatility (6M) Calculated over the trailing 6-month period	11.85%	12.13%	-0.28%
Volatility (1Y) Calculated over the trailing 1-year period	15.78%	16.24%	-0.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.30%	22.43%	-0.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.42%	22.01%	+2.41%

Frequently Asked Questions

Can I hold both ^DWGROT and ^IXIC in my portfolio?

With a correlation of 0.98, ^DWGROT and ^IXIC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, ^DWGROT or ^IXIC?

^IXIC has higher volatility (4.23%) compared to ^DWGROT (3.73%). In terms of maximum drawdown, ^DWGROT dropped -34.14% vs ^IXIC's -77.93%.

Which has better risk-adjusted returns?

^IXIC currently has the higher Sharpe Ratio (2.34 vs 1.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.