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LNCIX vs. DGRO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LNCIX vs. DGRO - Performance Comparison

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

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LNCIX vs. DGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LNCIX
Ladenburg Income Fund
-0.56%8.91%4.47%8.46%-12.62%3.11%5.76%11.70%-3.64%6.07%
DGRO
iShares Core Dividend Growth ETF
1.60%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%23.00%

Returns By Period

In the year-to-date period, LNCIX achieves a -0.56% return, which is significantly lower than DGRO's 1.60% return. Over the past 10 years, LNCIX has underperformed DGRO with an annualized return of 3.18%, while DGRO has yielded a comparatively higher 12.81% annualized return.


LNCIX

1D
0.93%
1M
-2.66%
YTD
-0.56%
6M
0.76%
1Y
7.19%
3Y*
5.85%
5Y*
2.06%
10Y*
3.18%

DGRO

1D
0.03%
1M
-4.46%
YTD
1.60%
6M
3.88%
1Y
16.44%
3Y*
14.60%
5Y*
10.14%
10Y*
12.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LNCIX vs. DGRO - Expense Ratio Comparison

LNCIX has a 0.85% expense ratio, which is higher than DGRO's 0.08% expense ratio.


Return for Risk

LNCIX vs. DGRO — Risk / Return Rank

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

LNCIX
LNCIX Risk / Return Rank: 6363
Overall Rank
LNCIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
LNCIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
LNCIX Omega Ratio Rank: 5858
Omega Ratio Rank
LNCIX Calmar Ratio Rank: 7171
Calmar Ratio Rank
LNCIX Martin Ratio Rank: 6161
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 6363
Overall Rank
DGRO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 6363
Sortino Ratio Rank
DGRO Omega Ratio Rank: 6666
Omega Ratio Rank
DGRO Calmar Ratio Rank: 5656
Calmar Ratio Rank
DGRO Martin Ratio Rank: 6565
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.

LNCIX vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ladenburg Income Fund (LNCIX) 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.


LNCIXDGRODifference

Sharpe ratio

Return per unit of total volatility

1.28

1.14

+0.13

Sortino ratio

Return per unit of downside risk

1.81

1.66

+0.15

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

1.91

1.48

+0.43

Martin ratio

Return relative to average drawdown

7.07

6.80

+0.27

LNCIX vs. DGRO - Sharpe Ratio Comparison

The current LNCIX Sharpe Ratio is 1.28, which is comparable to the DGRO Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of LNCIX and DGRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LNCIXDGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.14

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.74

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.77

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.73

-0.28

Correlation

The correlation between LNCIX and DGRO is 0.71, 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

LNCIX vs. DGRO - Dividend Comparison

LNCIX's dividend yield for the trailing twelve months is around 3.49%, more than DGRO's 2.10% yield.


TTM20252024202320222021202020192018201720162015
LNCIX
Ladenburg Income Fund
3.49%3.45%2.17%2.29%2.02%6.02%1.22%2.25%1.80%1.49%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
2.10%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%

Drawdowns

LNCIX vs. DGRO - Drawdown Comparison

The maximum LNCIX drawdown since its inception was -16.72%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for LNCIX and DGRO.


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Drawdown Indicators


LNCIXDGRODifference

Max Drawdown

Largest peak-to-trough decline

-16.72%

-35.10%

+18.38%

Max Drawdown (1Y)

Largest decline over 1 year

-4.09%

-10.92%

+6.83%

Max Drawdown (5Y)

Largest decline over 5 years

-16.72%

-19.31%

+2.59%

Max Drawdown (10Y)

Largest decline over 10 years

-16.72%

-35.10%

+18.38%

Current Drawdown

Current decline from peak

-2.92%

-4.70%

+1.78%

Average Drawdown

Average peak-to-trough decline

-3.53%

-3.48%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

2.37%

-1.27%

Volatility

LNCIX vs. DGRO - Volatility Comparison

The current volatility for Ladenburg Income Fund (LNCIX) is 2.48%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 3.57%. This indicates that LNCIX experiences smaller price fluctuations and is considered to be less risky 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


LNCIXDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

3.57%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.59%

7.21%

-3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

5.90%

14.47%

-8.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.79%

13.84%

-7.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.65%

16.63%

-9.98%