BOH vs. DGRO
Compare and contrast key facts about Bank of Hawaii Corporation (BOH) and iShares Core Dividend Growth ETF (DGRO).
DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BOH or DGRO.
Key characteristics
| BOH | DGRO | |
|---|---|---|
| YTD Return | 11.47% | 19.78% |
| 1Y Return | 43.09% | 27.80% |
| 3Y Return (Ann) | 0.19% | 7.95% |
| 5Y Return (Ann) | 1.36% | 11.80% |
| 10Y Return (Ann) | 6.40% | 11.92% |
| Sharpe Ratio | 1.33 | 2.98 |
| Sortino Ratio | 2.19 | 4.18 |
| Omega Ratio | 1.26 | 1.55 |
| Calmar Ratio | 1.21 | 5.06 |
| Martin Ratio | 3.04 | 19.66 |
| Ulcer Index | 14.52% | 1.44% |
| Daily Std Dev | 33.13% | 9.52% |
| Max Drawdown | -62.62% | -35.10% |
| Current Drawdown | -6.07% | -1.26% |
Correlation
The correlation between BOH and DGRO is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BOH vs. DGRO - Performance Comparison
In the year-to-date period, BOH achieves a 11.47% return, which is significantly lower than DGRO's 19.78% return. Over the past 10 years, BOH has underperformed DGRO with an annualized return of 6.40%, while DGRO has yielded a comparatively higher 11.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BOH vs. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bank of Hawaii Corporation (BOH) 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.
Dividends
BOH vs. DGRO - Dividend Comparison
BOH's dividend yield for the trailing twelve months is around 4.53%, more than DGRO's 2.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOH Bank of Hawaii Corporation | 4.53% | 3.86% | 3.61% | 3.27% | 3.50% | 2.72% | 3.48% | 2.38% | 2.13% | 2.86% | 3.03% | 3.04% |
DGRO iShares Core Dividend Growth ETF | 2.17% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Drawdowns
BOH vs. DGRO - Drawdown Comparison
The maximum BOH drawdown since its inception was -62.62%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for BOH and DGRO. For additional features, visit the drawdowns tool.
Volatility
BOH vs. DGRO - Volatility Comparison
Bank of Hawaii Corporation (BOH) has a higher volatility of 14.80% compared to iShares Core Dividend Growth ETF (DGRO) at 3.24%. This indicates that BOH's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.