BIBDX vs. DGRW
Compare and contrast key facts about BlackRock Global Dividend Portfolio (BIBDX) and WisdomTree U.S. Dividend Growth Fund (DGRW).
BIBDX is managed by Blackrock. It was launched on Apr 6, 2008. DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIBDX or DGRW.
Performance
BIBDX vs. DGRW - Performance Comparison
Returns By Period
In the year-to-date period, BIBDX achieves a 11.18% return, which is significantly lower than DGRW's 19.73% return. Over the past 10 years, BIBDX has underperformed DGRW with an annualized return of 6.84%, while DGRW has yielded a comparatively higher 12.77% annualized return.
BIBDX
11.18%
-4.09%
3.35%
17.69%
7.89%
6.84%
DGRW
19.73%
-1.78%
9.32%
26.72%
14.19%
12.77%
Key characteristics
| BIBDX | DGRW | |
|---|---|---|
| Sharpe Ratio | 1.89 | 2.51 |
| Sortino Ratio | 2.66 | 3.49 |
| Omega Ratio | 1.33 | 1.46 |
| Calmar Ratio | 2.93 | 4.25 |
| Martin Ratio | 12.36 | 16.02 |
| Ulcer Index | 1.52% | 1.66% |
| Daily Std Dev | 9.92% | 10.61% |
| Max Drawdown | -42.34% | -32.04% |
| Current Drawdown | -4.09% | -2.95% |
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BIBDX vs. DGRW - Expense Ratio Comparison
BIBDX has a 0.75% expense ratio, which is higher than DGRW's 0.28% expense ratio.
Correlation
The correlation between BIBDX and DGRW is 0.86, 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.
Risk-Adjusted Performance
BIBDX vs. DGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Dividend Portfolio (BIBDX) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.
Dividends
BIBDX vs. DGRW - Dividend Comparison
BIBDX's dividend yield for the trailing twelve months is around 1.60%, more than DGRW's 1.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIBDX BlackRock Global Dividend Portfolio | 1.60% | 2.00% | 2.07% | 1.73% | 2.39% | 2.82% | 3.29% | 2.33% | 2.29% | 2.75% | 3.43% | 2.60% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.53% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
Drawdowns
BIBDX vs. DGRW - Drawdown Comparison
The maximum BIBDX drawdown since its inception was -42.34%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for BIBDX and DGRW. For additional features, visit the drawdowns tool.
Volatility
BIBDX vs. DGRW - Volatility Comparison
The current volatility for BlackRock Global Dividend Portfolio (BIBDX) is 2.88%, while WisdomTree U.S. Dividend Growth Fund (DGRW) has a volatility of 3.64%. This indicates that BIBDX experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.