DGRS vs. CALF
Compare and contrast key facts about WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) and Pacer US Small Cap Cash Cows 100 ETF (CALF).
DGRS and CALF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DGRS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. SmallCap Quality Dividend Growth Index. It was launched on Jul 25, 2013. CALF is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Small Cap Cash Cows Index. It was launched on Jun 16, 2017. Both DGRS and CALF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGRS or CALF.
Performance
DGRS vs. CALF - Performance Comparison
Returns By Period
In the year-to-date period, DGRS achieves a 20.60% return, which is significantly higher than CALF's 0.50% return.
DGRS
20.60%
11.33%
17.75%
35.39%
11.18%
9.57%
CALF
0.50%
6.56%
4.37%
12.16%
14.24%
N/A
Key characteristics
| DGRS | CALF | |
|---|---|---|
| Sharpe Ratio | 1.81 | 0.57 |
| Sortino Ratio | 2.67 | 0.99 |
| Omega Ratio | 1.32 | 1.11 |
| Calmar Ratio | 3.81 | 0.87 |
| Martin Ratio | 9.85 | 1.99 |
| Ulcer Index | 3.59% | 6.13% |
| Daily Std Dev | 19.49% | 21.20% |
| Max Drawdown | -44.83% | -47.58% |
| Current Drawdown | -0.77% | -1.98% |
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DGRS vs. CALF - Expense Ratio Comparison
DGRS has a 0.38% expense ratio, which is lower than CALF's 0.59% expense ratio.
Correlation
The correlation between DGRS and CALF is 0.89, 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.
Risk-Adjusted Performance
DGRS vs. CALF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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
DGRS vs. CALF - Dividend Comparison
DGRS's dividend yield for the trailing twelve months is around 1.94%, more than CALF's 1.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRS WisdomTree US Smallcap Quality Dividend Growth Fund | 1.94% | 2.36% | 2.88% | 2.19% | 2.32% | 2.39% | 2.64% | 2.09% | 1.82% | 2.54% | 2.07% | 0.50% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.03% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DGRS vs. CALF - Drawdown Comparison
The maximum DGRS drawdown since its inception was -44.83%, smaller than the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for DGRS and CALF. For additional features, visit the drawdowns tool.
Volatility
DGRS vs. CALF - Volatility Comparison
WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) and Pacer US Small Cap Cash Cows 100 ETF (CALF) have volatilities of 7.87% and 7.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.