DGRO vs. BIT
DGRO (iShares Core Dividend Growth ETF) is Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index, while BIT (BlackRock Multi-Sector Income Trust) is a stock. Over the past 10 years, DGRO returned 13.13%/yr vs 6.90%/yr for BIT. At a 0.36 correlation, their price movements are largely independent.
Performance
DGRO vs. BIT - Performance Comparison
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Returns By Period
In the year-to-date period, DGRO achieves a 11.48% return, which is significantly higher than BIT's 1.29% return. Over the past 10 years, DGRO has outperformed BIT with an annualized return of 13.13%, while BIT has yielded a comparatively lower 6.90% annualized return.
DGRO
- 1D
- -0.58%
- 1M
- 2.50%
- 6M
- 8.20%
- YTD
- 11.48%
- 1Y
- 20.92%
- 3Y*
- 15.71%
- 5Y*
- 10.91%
- 10Y*
- 13.13%
- ALL TIME*
- 12.34%
BIT
- 1D
- 0.49%
- 1M
- 1.17%
- 6M
- -0.39%
- YTD
- 1.29%
- 1Y
- -2.42%
- 3Y*
- 6.30%
- 5Y*
- 2.56%
- 10Y*
- 6.90%
- ALL TIME*
- 6.08%
DGRO vs. BIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | 11.48% | 15.69% | 16.62% | 10.47% | -7.91% | 26.64% | 9.50% | 29.87% | -2.38% | 23.00% |
BIT BlackRock Multi-Sector Income Trust | 1.29% | 2.31% | 7.43% | 16.78% | -14.41% | 12.04% | 19.67% | 14.50% | -8.04% | 19.97% |
Correlation
The correlation between DGRO and BIT is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2014 | 0.36 |
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Return for Risk
DGRO vs. BIT — Risk / Return Rank
DGRO
BIT
DGRO vs. BIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend Growth ETF (DGRO) and BlackRock Multi-Sector Income Trust (BIT). 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.
| DGRO | BIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.50 | ||
| Sortino ratioReturn per unit of downside risk | +3.57 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.96 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | -0.27 | +3.52 |
| Martin ratioReturn relative to average drawdown | 12.53 | -0.49 | +13.02 |
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Drawdowns
DGRO vs. BIT - Drawdown Comparison
The maximum DGRO drawdown since its inception was -35.10%, smaller than the maximum BIT drawdown of -43.54%. Use the drawdown chart below to compare losses from any high point for DGRO and BIT.
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Drawdown Indicators
| DGRO | BIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -43.54% | +8.44% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -8.99% | +2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -14.03% | -10.42% | -3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -19.31% | -23.72% | +4.41% |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | -43.54% | +8.44% |
Current DrawdownCurrent decline from peak | -1.17% | -4.32% | +3.15% |
Average DrawdownAverage peak-to-trough decline | -3.41% | -4.87% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 4.96% | -3.29% |
Volatility
DGRO vs. BIT - Volatility Comparison
iShares Core Dividend Growth ETF (DGRO) has a higher volatility of 2.73% compared to BlackRock Multi-Sector Income Trust (BIT) at 1.67%. This indicates that DGRO's price experiences larger fluctuations and is considered to be riskier than BIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRO | BIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 1.67% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 7.14% | 6.21% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.56% | 8.31% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.78% | 12.04% | +1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.58% | 15.99% | +0.59% |
Dividends
DGRO vs. BIT - Dividend Comparison
DGRO's dividend yield for the trailing twelve months is around 1.93%, less than BIT's 11.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIT BlackRock Multi-Sector Income Trust | 11.98% | 11.15% | 10.17% | 9.90% | 9.58% | 8.18% | 8.46% | 8.84% | 9.12% | 8.44% | 11.65% | 8.66% |
DGRO iShares Core Dividend Growth ETF | 1.93% | 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
DGRO and BIT have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGRO has higher volatility (2.73%) compared to BIT (1.67%). In terms of maximum drawdown, DGRO dropped -35.10% vs BIT's -43.54%.
DGRO currently has the higher Sharpe Ratio (2.20 vs -0.29), 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.
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