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FLD vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLD vs. DGRO - Performance Comparison

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

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Returns By Period

In the year-to-date period, FLD achieves a -82.76% return, which is significantly lower than DGRO's 13.39% return.


FLD

1D
-0.35%
1M
-6.54%
6M
-76.80%
YTD
-82.76%
1Y
-89.46%
3Y*
5Y*
10Y*
ALL TIME*
-88.62%

DGRO

1D
-0.28%
1M
0.97%
6M
9.59%
YTD
13.39%
1Y
24.21%
3Y*
16.30%
5Y*
11.08%
10Y*
13.44%
ALL TIME*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$103.52M$104.25M$110.17M
$96.72K$86.23K$1.61M

FLD vs. DGRO - Yearly Performance Comparison


2026 (YTD)2025
FLD
Fold Holdings, Inc
-82.76%-74.78%
DGRO
iShares Core Dividend Growth ETF
13.39%10.71%

Correlation

The correlation between FLD and DGRO is 0.20, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.20

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2025

0.24

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Return for Risk

FLD vs. DGRO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FLD
FLD Risk / Return Rank: 44
Overall Rank
FLD Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FLD Sortino Ratio Rank: 11
Sortino Ratio Rank
FLD Omega Ratio Rank: 33
Omega Ratio Rank
FLD Calmar Ratio Rank: 33
Calmar Ratio Rank
FLD Martin Ratio Rank: 55
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 9191
Overall Rank
DGRO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 9393
Sortino Ratio Rank
DGRO Omega Ratio Rank: 9292
Omega Ratio Rank
DGRO Calmar Ratio Rank: 8888
Calmar Ratio Rank
DGRO Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FLD vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fold Holdings, Inc (FLD) and iShares Core Dividend Growth ETF (DGRO). 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.


FLDDGRODifference
Sharpe ratioReturn per unit of total volatility

-3.29

Sortino ratioReturn per unit of downside risk

-5.95

Omega ratioGain probability vs. loss probability

0.74

1.45

-0.71

Calmar ratioReturn relative to maximum drawdown

-0.98

3.61

-4.58

Martin ratioReturn relative to average drawdown

-1.54

14.07

-15.61

FLD vs. DGRO - Sharpe Ratio Comparison

The current FLD Sharpe Ratio is -0.85, which is lower than the DGRO Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of FLD and DGRO, 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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Drawdowns

FLD vs. DGRO - Drawdown Comparison

The maximum FLD drawdown since its inception was -96.51%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for FLD and DGRO.


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Drawdown Indicators


FLDDGRODifference

Max Drawdown

Largest peak-to-trough decline

-96.51%

-35.10%

-61.41%

Max Drawdown (1Y)

Largest decline over 1 year

-91.61%

-6.47%

-85.14%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

Max Drawdown (5Y)

Largest decline over 5 years

-19.31%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

Current Drawdown

Current decline from peak

-95.87%

-1.35%

-94.52%

Average Drawdown

Average peak-to-trough decline

-72.00%

-3.41%

-68.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

57.95%

1.66%

+56.29%

Volatility

FLD vs. DGRO - Volatility Comparison

Fold Holdings, Inc (FLD) has a higher volatility of 25.52% compared to iShares Core Dividend Growth ETF (DGRO) at 3.21%. This indicates that FLD's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLDDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

25.52%

3.21%

+22.31%

Volatility (6M)

Calculated over the trailing 6-month period

81.79%

7.12%

+74.67%

Volatility (1Y)

Calculated over the trailing 1-year period

104.66%

9.61%

+95.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

114.35%

13.79%

+100.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.35%

16.58%

+97.77%

Dividends

FLD vs. DGRO - Dividend Comparison

FLD has not paid dividends to shareholders, while DGRO's dividend yield for the trailing twelve months is around 1.89%.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.89%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
FLD
Fold Holdings, Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLD and DGRO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLD has higher volatility (25.52%) compared to DGRO (3.21%). In terms of maximum drawdown, FLD dropped -96.51% vs DGRO's -35.10%.

DGRO currently has the higher Sharpe Ratio (2.44 vs -0.85), 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.

Portfolio Optimizer

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