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ARDC vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARDC vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ares Dynamic Credit Allocation Fund, Inc. (ARDC) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ARDC achieves a -1.07% return, which is significantly lower than DGRO's 9.86% return. Over the past 10 years, ARDC has underperformed DGRO with an annualized return of 8.32%, while DGRO has yielded a comparatively higher 13.52% annualized return.


ARDC

1D
0.24%
1M
-1.38%
YTD
-1.07%
6M
-0.45%
1Y
-2.63%
3Y*
12.24%
5Y*
4.85%
10Y*
8.32%

DGRO

1D
0.69%
1M
3.74%
YTD
9.86%
6M
9.27%
1Y
22.26%
3Y*
16.74%
5Y*
10.82%
10Y*
13.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARDC vs. DGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARDC
Ares Dynamic Credit Allocation Fund, Inc.
-1.07%-3.10%21.05%32.35%-22.21%23.12%2.56%21.26%-8.80%17.63%
DGRO
iShares Core Dividend Growth ETF
9.86%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%23.00%

Correlation

The correlation between ARDC and DGRO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.37

The correlation between ARDC and DGRO shifts across timeframes, from 0.27 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ARDC vs. DGRO — Risk / Return Rank

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

ARDC
ARDC Risk / Return Rank: 3131
Overall Rank
ARDC Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ARDC Sortino Ratio Rank: 2424
Sortino Ratio Rank
ARDC Omega Ratio Rank: 2525
Omega Ratio Rank
ARDC Calmar Ratio Rank: 3737
Calmar Ratio Rank
ARDC Martin Ratio Rank: 3636
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 8282
Overall Rank
DGRO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 8787
Sortino Ratio Rank
DGRO Omega Ratio Rank: 8282
Omega Ratio Rank
DGRO Calmar Ratio Rank: 7777
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7979
Martin Ratio Rank
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.

ARDC vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ares Dynamic Credit Allocation Fund, Inc. (ARDC) and iShares Core Dividend Growth ETF (DGRO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ARDCDGRODifference
Sharpe ratioReturn per unit of total volatility

-2.62

Sortino ratioReturn per unit of downside risk

-3.72

Omega ratioGain probability vs. loss probability

0.96

1.42

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.17

3.46

-3.63

Martin ratioReturn relative to average drawdown

-0.35

13.36

-13.72

ARDC vs. DGRO - Sharpe Ratio Comparison

The current ARDC Sharpe Ratio is -0.28, which is lower than the DGRO Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of ARDC and DGRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ARDC vs. DGRO - Drawdown Comparison

The maximum ARDC drawdown since its inception was -45.40%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for ARDC and DGRO.


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Drawdown Indicators


ARDCDGRODifference

Max Drawdown

Largest peak-to-trough decline

-45.40%

-35.10%

-10.30%

Max Drawdown (1Y)

Largest decline over 1 year

-15.57%

-6.47%

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-19.78%

-14.03%

-5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-26.48%

-19.31%

-7.17%

Max Drawdown (10Y)

Largest decline over 10 years

-45.40%

-35.10%

-10.30%

Current Drawdown

Current decline from peak

-8.60%

0.00%

-8.60%

Average Drawdown

Average peak-to-trough decline

-6.64%

-3.44%

-3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.51%

1.68%

+5.83%

Volatility

ARDC vs. DGRO - Volatility Comparison

The current volatility for Ares Dynamic Credit Allocation Fund, Inc. (ARDC) is 2.42%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 2.64%. This indicates that ARDC experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARDCDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

2.64%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

6.96%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

9.47%

9.59%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.78%

13.83%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

16.62%

+0.24%

ARDC vs. DGRO - Expense Ratio Comparison

ARDC has a 0.00% expense ratio, which is lower than DGRO's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ARDC vs. DGRO - Dividend Comparison

ARDC's dividend yield for the trailing twelve months is around 10.72%, more than DGRO's 1.94% yield.


PositionTTM20252024202320222021202020192018201720162015
ARDC
Ares Dynamic Credit Allocation Fund, Inc.
10.72%10.19%9.33%9.85%10.31%7.16%8.40%8.40%9.35%7.58%8.45%10.51%
DGRO
iShares Core Dividend Growth ETF
1.94%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%

Frequently Asked Questions


ARDC and DGRO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGRO has higher volatility (2.64%) compared to ARDC (2.42%). In terms of maximum drawdown, ARDC dropped -45.40% vs DGRO's -35.10%.

DGRO currently has the higher Sharpe Ratio (2.34 vs -0.28), 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.

Portfolio Optimizer

Find the right allocation for ARDC and DGRO

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