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BIBDX vs. DGRW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

BIBDX vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Global Dividend Portfolio (BIBDX) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-3.61%
5.15%
BIBDX
DGRW

Key characteristics

Sharpe Ratio

BIBDX:

0.47

DGRW:

1.79

Sortino Ratio

BIBDX:

0.65

DGRW:

2.50

Omega Ratio

BIBDX:

1.10

DGRW:

1.33

Calmar Ratio

BIBDX:

0.49

DGRW:

3.06

Martin Ratio

BIBDX:

2.24

DGRW:

10.47

Ulcer Index

BIBDX:

2.40%

DGRW:

1.83%

Daily Std Dev

BIBDX:

11.55%

DGRW:

10.72%

Max Drawdown

BIBDX:

-42.34%

DGRW:

-32.04%

Current Drawdown

BIBDX:

-10.26%

DGRW:

-4.26%

Returns By Period

In the year-to-date period, BIBDX achieves a 4.03% return, which is significantly lower than DGRW's 18.12% return. Over the past 10 years, BIBDX has underperformed DGRW with an annualized return of 6.28%, while DGRW has yielded a comparatively higher 12.36% annualized return.


BIBDX

YTD

4.03%

1M

-8.07%

6M

-3.53%

1Y

4.92%

5Y*

5.70%

10Y*

6.28%

DGRW

YTD

18.12%

1M

-2.86%

6M

5.05%

1Y

18.81%

5Y*

13.27%

10Y*

12.36%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BIBDX vs. DGRW - Expense Ratio Comparison

BIBDX has a 0.75% expense ratio, which is higher than DGRW's 0.28% expense ratio.


BIBDX
BlackRock Global Dividend Portfolio
Expense ratio chart for BIBDX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for DGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%

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.


Sharpe ratio
The chart of Sharpe ratio for BIBDX, currently valued at 0.47, compared to the broader market-1.000.001.002.003.004.000.471.79
The chart of Sortino ratio for BIBDX, currently valued at 0.65, compared to the broader market-2.000.002.004.006.008.0010.000.652.50
The chart of Omega ratio for BIBDX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.33
The chart of Calmar ratio for BIBDX, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.0012.0014.000.493.06
The chart of Martin ratio for BIBDX, currently valued at 2.24, compared to the broader market0.0020.0040.0060.002.2410.47
BIBDX
DGRW

The current BIBDX Sharpe Ratio is 0.47, which is lower than the DGRW Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of BIBDX and DGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.47
1.79
BIBDX
DGRW

Dividends

BIBDX vs. DGRW - Dividend Comparison

BIBDX's dividend yield for the trailing twelve months is around 1.30%, which matches DGRW's 1.29% yield.


TTM20232022202120202019201820172016201520142013
BIBDX
BlackRock Global Dividend Portfolio
1.30%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
1.29%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.26%
-4.26%
BIBDX
DGRW

Volatility

BIBDX vs. DGRW - Volatility Comparison

BlackRock Global Dividend Portfolio (BIBDX) has a higher volatility of 6.53% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 3.08%. This indicates that BIBDX's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.53%
3.08%
BIBDX
DGRW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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