^DWGROT vs. ^NDX

Last updated Jun 5, 2026

^DWGROT (Dow Jones U.S. Growth Total Stock Market Index) and ^NDX (NASDAQ 100 Index) are both indexes. Their correlation of 0.95 suggests significant overlap in exposure.

Performance

^DWGROT vs. ^NDX - 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 100 Index (^NDX). 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 ^NDX's 14.68% return.

^DWGROT

• 1D: -1.24%
• 1M: 2.35%
• YTD: 7.29%
• 6M: 6.12%
• 1Y: 26.75%
• 3Y*: 24.90%
• 5Y*: 14.98%
• 10Y*: —

^NDX

• 1D: -4.77%
• 1M: 1.25%
• YTD: 14.68%
• 6M: 12.71%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

^DWGROT vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)	2025
^DWGROT Dow Jones U.S. Growth Total Stock Market Index	7.29%	16.83%
^NDX NASDAQ 100 Index	14.68%	16.03%

Correlation

The correlation between ^DWGROT and ^NDX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025	0.95

Return for Risk

^DWGROT vs. ^NDX — 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

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. ^NDX - 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 100 Index (^NDX). 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	^NDX	Difference
Sharpe ratio: Return per unit of total volatility	1.68	—	—
Sortino ratio: Return per unit of downside risk	2.28	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	1.63	—	—
Martin ratio: Return relative to average drawdown	5.64	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	^DWGROT	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	1.99	-1.19

Drawdowns

^DWGROT vs. ^NDX - Drawdown Comparison

The maximum ^DWGROT drawdown since its inception was -34.14%, which is greater than ^NDX's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for ^DWGROT and ^NDX.

Drawdown Indicators

	^DWGROT	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-34.14%	-12.12%	-22.02%
Max Drawdown (1Y) Largest decline over 1 year	-16.18%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.54%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.14%	—	—
Current Drawdown Current decline from peak	-1.81%	-5.55%	+3.74%
Average Drawdown Average peak-to-trough decline	-8.15%	-2.12%	-6.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.68%	—	—

Volatility

Volatility by Period

	^DWGROT	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.73%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.85%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.78%	16.84%	-1.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.30%	16.84%	+5.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.42%	16.84%	+7.58%

Frequently Asked Questions

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

With a correlation of 0.95, ^DWGROT and ^NDX 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.