^DWGROT vs. ^IXIC

Last updated Apr 2, 2026

Compare and contrast key facts about Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) and NASDAQ Composite (^IXIC).

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.

^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	-10.28%	17.83%	33.64%	47.46%	-31.24%	25.81%	38.07%	10.38%
^IXIC NASDAQ Composite	-5.86%	20.36%	28.64%	43.42%	-33.10%	21.39%	43.64%	11.73%

Returns By Period

In the year-to-date period, ^DWGROT achieves a -10.28% return, which is significantly lower than ^IXIC's -5.86% return.

^DWGROT

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

^IXIC

• 1D: 0.18%
• 1M: -2.83%
• YTD: -5.86%
• 6M: -4.22%
• 1Y: 24.31%
• 3Y*: 21.53%
• 5Y*: 10.17%
• 10Y*: 16.16%

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

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: 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

^IXIC

^IXIC Risk / Return Rank: 74
^IXIC Sharpe Ratio Rank: 70
^IXIC Sortino Ratio Rank: 73
^IXIC Omega Ratio Rank: 76
^IXIC Calmar Ratio Rank: 76
^IXIC 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. ^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	0.78	1.05	-0.27
Sortino ratio Return per unit of downside risk	1.28	1.63	-0.36
Omega ratio Gain probability vs. loss probability	1.18	1.23	-0.05
Calmar ratio Return relative to maximum drawdown	1.10	1.91	-0.82
Martin ratio Return relative to average drawdown	3.82	6.77	-2.94
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 0.78, which is comparable to the ^IXIC Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of ^DWGROT and ^IXIC, 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	^IXIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	1.05	-0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.46	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.51	+0.18

Correlation

The correlation between ^DWGROT and ^IXIC 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.

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 (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	-12.97%	-8.68%	-4.29%
Average Drawdown Average peak-to-trough decline	-8.29%	-21.46%	+13.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.63%	3.75%	+0.88%

Volatility

^DWGROT vs. ^IXIC - Volatility Comparison

Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) and NASDAQ Composite (^IXIC) have volatilities of 6.88% and 6.91%, 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.

Volatility by Period

	^DWGROT	^IXIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.88%	6.91%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	12.69%	13.09%	-0.40%
Volatility (1Y) Calculated over the trailing 1-year period	22.84%	23.32%	-0.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.34%	22.43%	-0.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.62%	21.96%	+2.66%