JAVAX vs. DGRW

Last updated Jun 4, 2026

JAVAX (James Aggressive Allocation Fund) and DGRW (WisdomTree U.S. Dividend Growth Fund) are both funds - JAVAX is a Diversified Portfolio fund managed by James Advantage, while DGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Dividend Growth Index. Over the past 10 years, JAVAX returned 8.17%/yr vs 14.15%/yr for DGRW. Their correlation of 0.89 suggests significant overlap in exposure. JAVAX charges 1.01%/yr vs 0.28%/yr for DGRW.

Performance

JAVAX vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in James Aggressive Allocation Fund (JAVAX) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JAVAX achieves a 12.03% return, which is significantly higher than DGRW's 9.10% return. Over the past 10 years, JAVAX has underperformed DGRW with an annualized return of 8.17%, while DGRW has yielded a comparatively higher 14.15% annualized return.

JAVAX

• 1D: 0.66%
• 1M: 3.05%
• YTD: 12.03%
• 6M: 11.55%
• 1Y: 29.23%
• 3Y*: 19.47%
• 5Y*: 10.48%
• 10Y*: 8.17%

DGRW

• 1D: -0.83%
• 1M: 4.06%
• YTD: 9.10%
• 6M: 8.62%
• 1Y: 20.79%
• 3Y*: 16.64%
• 5Y*: 12.17%
• 10Y*: 14.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JAVAX vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JAVAX James Aggressive Allocation Fund	12.03%	15.92%	19.13%	19.31%	-15.81%	16.87%	-1.43%	19.20%	-13.31%	11.45%
DGRW WisdomTree U.S. Dividend Growth Fund	9.10%	12.17%	16.98%	18.66%	-6.33%	24.46%	13.87%	29.54%	-5.38%	26.90%

Correlation

The correlation between JAVAX and DGRW is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.89

The correlation between JAVAX and DGRW has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

Return for Risk

JAVAX vs. DGRW — Risk / Return Rank

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

JAVAX

JAVAX Risk / Return Rank: 84
JAVAX Sharpe Ratio Rank: 85
JAVAX Sortino Ratio Rank: 82
JAVAX Omega Ratio Rank: 77
JAVAX Calmar Ratio Rank: 85
JAVAX Martin Ratio Rank: 89

DGRW

DGRW Risk / Return Rank: 60
DGRW Sharpe Ratio Rank: 61
DGRW Sortino Ratio Rank: 65
DGRW Omega Ratio Rank: 63
DGRW Calmar Ratio Rank: 50
DGRW Martin Ratio Rank: 61

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.

JAVAX vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for James Aggressive Allocation Fund (JAVAX) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.

	JAVAX	DGRW	Difference
Sharpe ratio: Return per unit of total volatility	2.76	2.12	+0.64
Sortino ratio: Return per unit of downside risk	3.89	3.09	+0.80
Omega ratio: Gain probability vs. loss probability	1.51	1.39	+0.11
Calmar ratio: Return relative to maximum drawdown	4.04	2.52	+1.52
Martin ratio: Return relative to average drawdown	17.77	11.03	+6.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JAVAX vs. DGRW - Sharpe Ratio Comparison

The current JAVAX Sharpe Ratio is 2.76, which is higher than the DGRW Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of JAVAX and DGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JAVAX	DGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.76	2.12	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.88	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.88	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.86	-0.25

Drawdowns

JAVAX vs. DGRW - Drawdown Comparison

The maximum JAVAX drawdown since its inception was -27.76%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for JAVAX and DGRW.

Drawdown Indicators

	JAVAX	DGRW	Difference
Max Drawdown Largest peak-to-trough decline	-27.76%	-32.04%	+4.28%
Max Drawdown (1Y) Largest decline over 1 year	-7.47%	-8.30%	+0.83%
Max Drawdown (3Y) Largest decline over 3 years	-16.24%	-16.21%	-0.03%
Max Drawdown (5Y) Largest decline over 5 years	-22.29%	-17.27%	-5.02%
Max Drawdown (10Y) Largest decline over 10 years	-27.76%	-32.04%	+4.28%
Current Drawdown Current decline from peak	0.00%	-0.83%	+0.83%
Average Drawdown Average peak-to-trough decline	-5.37%	-3.01%	-2.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.70%	1.89%	-0.19%

Volatility

JAVAX vs. DGRW - Volatility Comparison

James Aggressive Allocation Fund (JAVAX) has a higher volatility of 3.41% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 2.47%. This indicates that JAVAX's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JAVAX	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.41%	2.47%	+0.94%
Volatility (6M) Calculated over the trailing 6-month period	8.64%	7.64%	+1.00%
Volatility (1Y) Calculated over the trailing 1-year period	10.95%	9.88%	+1.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.59%	13.97%	-0.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.77%	16.21%	-2.44%

JAVAX vs. DGRW - Expense Ratio Comparison

JAVAX has a 1.01% expense ratio, which is higher than DGRW's 0.28% expense ratio.

Dividends

JAVAX vs. DGRW - Dividend Comparison

JAVAX's dividend yield for the trailing twelve months is around 0.49%, less than DGRW's 1.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRW WisdomTree U.S. Dividend Growth Fund	1.27%	1.43%	1.55%	1.74%	2.15%	1.78%	1.93%	2.20%	2.42%	1.71%	2.13%	2.18%
JAVAX James Aggressive Allocation Fund	0.49%	0.55%	0.67%	0.63%	0.83%	0.20%	0.86%	5.12%	0.95%	0.71%	0.90%	0.00%

Frequently Asked Questions

Can I hold both JAVAX and DGRW in my portfolio?

JAVAX and DGRW have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JAVAX or DGRW?

JAVAX has higher volatility (3.41%) compared to DGRW (2.47%). In terms of maximum drawdown, JAVAX dropped -27.76% vs DGRW's -32.04%.

Which has better risk-adjusted returns?

JAVAX currently has the higher Sharpe Ratio (2.76 vs 2.12), 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.