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MBCE vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBCE vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monarch Blue Chips Elite Index ETF (MBCE) 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


MBCE

1D
1.09%
1M
-6.79%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

DGRO

1D
0.35%
1M
1.32%
6M
9.21%
YTD
13.79%
1Y
24.64%
3Y*
17.09%
5Y*
11.15%
10Y*
13.38%
ALL TIME*
12.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$107.57M$103.25M$110.55M
$704.30K$864.91K$1.01M

MBCE vs. DGRO - Yearly Performance Comparison


Correlation

The correlation between MBCE and DGRO is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 3, 2026

-0.18

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Return for Risk

MBCE vs. DGRO — Risk / Return Rank

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

MBCE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DGRO
DGRO Risk / Return Rank: 9292
Overall Rank
DGRO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 9494
Sortino Ratio Rank
DGRO Omega Ratio Rank: 9393
Omega Ratio Rank
DGRO Calmar Ratio Rank: 9090
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.

MBCE vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monarch Blue Chips Elite Index ETF (MBCE) 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.


MBCEDGRODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.48

Calmar ratioReturn relative to maximum drawdown

3.83

Martin ratioReturn relative to average drawdown

14.91

MBCE vs. DGRO - Sharpe Ratio Comparison


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Drawdowns

MBCE vs. DGRO - Drawdown Comparison

The maximum MBCE drawdown since its inception was -17.37%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for MBCE and DGRO.


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Drawdown Indicators


MBCEDGRODifference

Max Drawdown

Largest peak-to-trough decline

-17.37%

-35.10%

+17.73%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

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

-12.08%

-1.01%

-11.07%

Average Drawdown

Average peak-to-trough decline

-6.11%

-3.41%

-2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

Volatility

MBCE vs. DGRO - Volatility Comparison


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Volatility by Period


MBCEDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

41.62%

9.54%

+32.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.62%

13.79%

+27.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.62%

16.58%

+25.04%

MBCE vs. DGRO - Expense Ratio Comparison

MBCE has a 1.14% expense ratio, which is higher than DGRO's 0.08% expense ratio.


Dividends

MBCE vs. DGRO - Dividend Comparison

MBCE 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%
MBCE
Monarch Blue Chips Elite Index ETF
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


MBCE and DGRO have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRO is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRO is cheaper with a 0.08% expense ratio, compared with 1.14% for MBCE.

DGRO has the higher dividend yield at 1.89%, compared with 0.00% for MBCE.

MBCE tracks Monarch Blue Chips Elite Index, while DGRO tracks Morningstar US Dividend Growth Index. They also come from different issuers: Monarch and iShares. Their fees differ too: 1.14% for MBCE and 0.08% for DGRO.

Portfolio Optimizer

Find the right allocation for MBCE and DGRO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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