DGRW vs. EFT
Compare and contrast key facts about WisdomTree U.S. Dividend Growth Fund (DGRW) and Eaton Vance Floating-Rate Income Trust (EFT).
DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGRW or EFT.
Performance
DGRW vs. EFT - Performance Comparison
Returns By Period
In the year-to-date period, DGRW achieves a 20.15% return, which is significantly higher than EFT's 15.14% return. Over the past 10 years, DGRW has outperformed EFT with an annualized return of 12.76%, while EFT has yielded a comparatively lower 6.69% annualized return.
DGRW
20.15%
-1.43%
9.76%
27.16%
14.36%
12.76%
EFT
15.14%
3.55%
3.91%
21.71%
8.75%
6.69%
Key characteristics
| DGRW | EFT | |
|---|---|---|
| Sharpe Ratio | 2.57 | 2.19 |
| Sortino Ratio | 3.56 | 3.11 |
| Omega Ratio | 1.48 | 1.43 |
| Calmar Ratio | 4.35 | 3.09 |
| Martin Ratio | 16.32 | 14.23 |
| Ulcer Index | 1.67% | 1.55% |
| Daily Std Dev | 10.63% | 10.07% |
| Max Drawdown | -32.04% | -60.68% |
| Current Drawdown | -2.61% | 0.00% |
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Correlation
The correlation between DGRW and EFT is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
DGRW vs. EFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Dividend Growth Fund (DGRW) and Eaton Vance Floating-Rate Income Trust (EFT). 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
DGRW vs. EFT - Dividend Comparison
DGRW's dividend yield for the trailing twelve months is around 1.52%, less than EFT's 10.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Dividend Growth Fund | 1.52% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
EFT Eaton Vance Floating-Rate Income Trust | 10.73% | 11.09% | 9.14% | 5.26% | 5.40% | 7.41% | 6.77% | 5.26% | 5.54% | 7.17% | 5.82% | 6.62% |
Drawdowns
DGRW vs. EFT - Drawdown Comparison
The maximum DGRW drawdown since its inception was -32.04%, smaller than the maximum EFT drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for DGRW and EFT. For additional features, visit the drawdowns tool.
Volatility
DGRW vs. EFT - Volatility Comparison
WisdomTree U.S. Dividend Growth Fund (DGRW) has a higher volatility of 3.66% compared to Eaton Vance Floating-Rate Income Trust (EFT) at 2.26%. This indicates that DGRW's price experiences larger fluctuations and is considered to be riskier than EFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.