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DGRO vs. TDVG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGRO vs. TDVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Dividend Growth ETF (DGRO) and T. Rowe Price Dividend Growth ETF (TDVG). The values are adjusted to include any dividend payments, if applicable.

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DGRO vs. TDVG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DGRO
iShares Core Dividend Growth ETF
1.76%15.69%16.62%10.47%-7.91%26.64%14.20%
TDVG
T. Rowe Price Dividend Growth ETF
-0.24%14.80%13.45%13.95%-10.15%26.20%12.98%

Returns By Period

In the year-to-date period, DGRO achieves a 1.76% return, which is significantly higher than TDVG's -0.24% return.


DGRO

1D
0.16%
1M
-3.47%
YTD
1.76%
6M
3.66%
1Y
20.35%
3Y*
14.42%
5Y*
10.17%
10Y*
12.88%

TDVG

1D
-0.02%
1M
-4.14%
YTD
-0.24%
6M
1.98%
1Y
15.12%
3Y*
13.08%
5Y*
9.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGRO vs. TDVG - Expense Ratio Comparison

DGRO has a 0.08% expense ratio, which is lower than TDVG's 0.50% expense ratio.


Return for Risk

DGRO vs. TDVG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGRO
DGRO Risk / Return Rank: 5656
Overall Rank
DGRO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 5959
Sortino Ratio Rank
DGRO Omega Ratio Rank: 6262
Omega Ratio Rank
DGRO Calmar Ratio Rank: 4545
Calmar Ratio Rank
DGRO Martin Ratio Rank: 5656
Martin Ratio Rank

TDVG
TDVG Risk / Return Rank: 3737
Overall Rank
TDVG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TDVG Sortino Ratio Rank: 3737
Sortino Ratio Rank
TDVG Omega Ratio Rank: 3939
Omega Ratio Rank
TDVG Calmar Ratio Rank: 3131
Calmar Ratio Rank
TDVG Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGRO vs. TDVG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend Growth ETF (DGRO) and T. Rowe Price Dividend Growth ETF (TDVG). 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.


DGROTDVGDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.75

+0.36

Sortino ratio

Return per unit of downside risk

1.61

1.15

+0.47

Omega ratio

Gain probability vs. loss probability

1.24

1.17

+0.07

Calmar ratio

Return relative to maximum drawdown

1.52

1.06

+0.46

Martin ratio

Return relative to average drawdown

6.97

4.92

+2.05

DGRO vs. TDVG - Sharpe Ratio Comparison

The current DGRO Sharpe Ratio is 1.11, which is higher than the TDVG Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of DGRO and TDVG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DGROTDVGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.75

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.70

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.86

-0.12

Correlation

The correlation between DGRO and TDVG is 0.95, 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.


Dividends

DGRO vs. TDVG - Dividend Comparison

DGRO's dividend yield for the trailing twelve months is around 2.09%, more than TDVG's 1.06% yield.


TTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
2.09%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
TDVG
T. Rowe Price Dividend Growth ETF
1.06%1.00%1.06%1.31%1.15%0.80%0.40%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DGRO vs. TDVG - Drawdown Comparison

The maximum DGRO drawdown since its inception was -35.10%, which is greater than TDVG's maximum drawdown of -19.20%. Use the drawdown chart below to compare losses from any high point for DGRO and TDVG.


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Drawdown Indicators


DGROTDVGDifference

Max Drawdown

Largest peak-to-trough decline

-35.10%

-19.20%

-15.90%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-7.24%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-19.31%

-19.20%

-0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

Current Drawdown

Current decline from peak

-4.55%

-5.11%

+0.56%

Average Drawdown

Average peak-to-trough decline

-3.48%

-3.84%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.40%

-0.01%

Volatility

DGRO vs. TDVG - Volatility Comparison

The current volatility for iShares Core Dividend Growth ETF (DGRO) is 3.57%, while T. Rowe Price Dividend Growth ETF (TDVG) has a volatility of 4.02%. This indicates that DGRO experiences smaller price fluctuations and is considered to be less risky than TDVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGROTDVGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

4.02%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

7.57%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

14.47%

14.99%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.83%

13.92%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.62%

14.03%

+2.59%