DGRO vs. COST
DGRO (iShares Core Dividend Growth ETF) is Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, DGRO returned 13.52%/yr vs 22.27%/yr for COST. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
DGRO vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, DGRO achieves a 9.86% return, which is significantly lower than COST's 14.24% return. Over the past 10 years, DGRO has underperformed COST with an annualized return of 13.52%, while COST has yielded a comparatively higher 22.27% annualized return.
DGRO
- 1D
- 0.69%
- 1M
- 2.86%
- YTD
- 9.86%
- 6M
- 9.27%
- 1Y
- 23.49%
- 3Y*
- 16.74%
- 5Y*
- 10.82%
- 10Y*
- 13.52%
COST
- 1D
- 0.68%
- 1M
- -5.66%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -0.24%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
DGRO vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
COST Costco Wholesale Corporation | 14.24% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between DGRO and COST is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2014 | 0.50 |
Over the past year, the correlation between DGRO and COST has dropped to 0.14 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
DGRO vs. COST — Risk / Return Rank
DGRO
COST
DGRO vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend Growth ETF (DGRO) and Costco Wholesale Corporation (COST). 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 | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.42 | ||
| Sortino ratioReturn per unit of downside risk | +3.38 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.00 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | -0.10 | +3.55 |
| Martin ratioReturn relative to average drawdown | 13.36 | -0.22 | +13.59 |
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Drawdowns
DGRO vs. COST - Drawdown Comparison
The maximum DGRO drawdown since its inception was -35.10%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for DGRO and COST.
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Drawdown Indicators
| DGRO | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -53.39% | +18.29% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -15.14% | +8.67% |
Max Drawdown (3Y)Largest decline over 3 years | -14.03% | -20.74% | +6.71% |
Max Drawdown (5Y)Largest decline over 5 years | -19.31% | -31.40% | +12.09% |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | -31.40% | -3.70% |
Current DrawdownCurrent decline from peak | 0.00% | -10.23% | +10.23% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -13.36% | +9.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 6.67% | -4.99% |
Volatility
DGRO vs. COST - Volatility Comparison
The current volatility for iShares Core Dividend Growth ETF (DGRO) is 2.64%, while Costco Wholesale Corporation (COST) has a volatility of 7.44%. This indicates that DGRO experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRO | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 7.44% | -4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 6.96% | 14.53% | -7.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.59% | 18.80% | -9.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.83% | 22.72% | -8.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 21.95% | -5.33% |
Dividends
DGRO vs. COST - Dividend Comparison
DGRO's dividend yield for the trailing twelve months is around 1.94%, more than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
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
DGRO and COST have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.44%) compared to DGRO (2.64%). In terms of maximum drawdown, DGRO dropped -35.10% vs COST's -53.39%.
DGRO currently has the higher Sharpe Ratio (2.34 vs -0.08), 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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