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LVHD vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LVHD and DGRO is 0.80, 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.


-0.50.00.51.00.8

Performance

LVHD vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Legg Mason Low Volatility High Dividend ETF (LVHD) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
105.93%
191.23%
LVHD
DGRO

Key characteristics

Sharpe Ratio

LVHD:

1.09

DGRO:

1.91

Sortino Ratio

LVHD:

1.55

DGRO:

2.69

Omega Ratio

LVHD:

1.20

DGRO:

1.35

Calmar Ratio

LVHD:

1.20

DGRO:

3.15

Martin Ratio

LVHD:

4.63

DGRO:

11.43

Ulcer Index

LVHD:

2.56%

DGRO:

1.63%

Daily Std Dev

LVHD:

10.87%

DGRO:

9.75%

Max Drawdown

LVHD:

-37.32%

DGRO:

-35.10%

Current Drawdown

LVHD:

-6.12%

DGRO:

-4.91%

Returns By Period

In the year-to-date period, LVHD achieves a 10.21% return, which is significantly lower than DGRO's 16.70% return.


LVHD

YTD

10.21%

1M

-3.49%

6M

10.06%

1Y

11.31%

5Y*

6.08%

10Y*

N/A

DGRO

YTD

16.70%

1M

-2.05%

6M

7.52%

1Y

17.72%

5Y*

10.51%

10Y*

11.26%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LVHD vs. DGRO - Expense Ratio Comparison

LVHD has a 0.27% expense ratio, which is higher than DGRO's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


LVHD
Legg Mason Low Volatility High Dividend ETF
Expense ratio chart for LVHD: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

LVHD vs. DGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Legg Mason Low Volatility High Dividend ETF (LVHD) 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.


Sharpe ratio
The chart of Sharpe ratio for LVHD, currently valued at 1.09, compared to the broader market0.002.004.001.091.91
The chart of Sortino ratio for LVHD, currently valued at 1.55, compared to the broader market-2.000.002.004.006.008.0010.001.552.69
The chart of Omega ratio for LVHD, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.35
The chart of Calmar ratio for LVHD, currently valued at 1.20, compared to the broader market0.005.0010.0015.001.203.15
The chart of Martin ratio for LVHD, currently valued at 4.63, compared to the broader market0.0020.0040.0060.0080.00100.004.6311.43
LVHD
DGRO

The current LVHD Sharpe Ratio is 1.09, which is lower than the DGRO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of LVHD 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.09
1.91
LVHD
DGRO

Dividends

LVHD vs. DGRO - Dividend Comparison

LVHD's dividend yield for the trailing twelve months is around 3.85%, more than DGRO's 2.26% yield.


TTM2023202220212020201920182017201620152014
LVHD
Legg Mason Low Volatility High Dividend ETF
3.85%3.55%3.30%2.56%3.27%3.30%3.81%3.33%2.18%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%

Drawdowns

LVHD vs. DGRO - Drawdown Comparison

The maximum LVHD drawdown since its inception was -37.32%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for LVHD and DGRO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.12%
-4.91%
LVHD
DGRO

Volatility

LVHD vs. DGRO - Volatility Comparison

Legg Mason Low Volatility High Dividend ETF (LVHD) and iShares Core Dividend Growth ETF (DGRO) have volatilities of 3.59% and 3.52%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%JulyAugustSeptemberOctoberNovemberDecember
3.59%
3.52%
LVHD
DGRO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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