PortfoliosLab logoPortfoliosLab logo
MMAX vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMAX vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Large Cap Max Buffer Mar ETF (MMAX) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MMAX achieves a 3.09% return, which is significantly lower than DGRO's 8.76% return.


MMAX

1D
-0.13%
1M
0.60%
YTD
3.09%
6M
3.75%
1Y
7.67%
3Y*
5Y*
10Y*

DGRO

1D
-0.28%
1M
3.14%
YTD
8.76%
6M
8.75%
1Y
22.54%
3Y*
16.99%
5Y*
10.54%
10Y*
13.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMAX vs. DGRO - Yearly Performance Comparison


Correlation

The correlation between MMAX and DGRO is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2025

0.57

The correlation between MMAX and DGRO has been stable across timeframes, ranging from 0.54 to 0.57 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

MMAX vs. DGRO — Risk / Return Rank

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

MMAX
MMAX Risk / Return Rank: 9999
Overall Rank
MMAX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
MMAX Sortino Ratio Rank: 9999
Sortino Ratio Rank
MMAX Omega Ratio Rank: 9999
Omega Ratio Rank
MMAX Calmar Ratio Rank: 9999
Calmar Ratio Rank
MMAX Martin Ratio Rank: 9999
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 7171
Overall Rank
DGRO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 7676
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7070
Omega Ratio Rank
DGRO Calmar Ratio Rank: 6969
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7171
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.

MMAX vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Large Cap Max Buffer Mar ETF (MMAX) 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.


MMAXDGRODifference
Sharpe ratioReturn per unit of total volatility

+3.13

Sortino ratioReturn per unit of downside risk

+7.08

Omega ratioGain probability vs. loss probability

2.51

1.43

+1.08

Calmar ratioReturn relative to maximum drawdown

22.49

3.50

+18.99

Martin ratioReturn relative to average drawdown

112.49

13.52

+98.97

MMAX vs. DGRO - Sharpe Ratio Comparison

The current MMAX Sharpe Ratio is 5.52, which is higher than the DGRO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of MMAX 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.


Loading charts...

Sharpe Ratios by Period


MMAXDGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.52

2.39

+3.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

3.13

0.76

+2.37

Drawdowns

MMAX vs. DGRO - Drawdown Comparison

The maximum MMAX drawdown since its inception was -1.93%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for MMAX and DGRO.


Loading charts...

Drawdown Indicators


MMAXDGRODifference

Max Drawdown

Largest peak-to-trough decline

-1.93%

-35.10%

+33.17%

Max Drawdown (1Y)

Largest decline over 1 year

-0.34%

-6.47%

+6.13%

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

-0.13%

-0.28%

+0.15%

Average Drawdown

Average peak-to-trough decline

-0.10%

-3.44%

+3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

1.67%

-1.60%

Volatility

MMAX vs. DGRO - Volatility Comparison

The current volatility for iShares Large Cap Max Buffer Mar ETF (MMAX) is 0.36%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 2.21%. This indicates that MMAX 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.


Loading charts...

Volatility by Period


MMAXDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

2.21%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

0.96%

6.91%

-5.95%

Volatility (1Y)

Calculated over the trailing 1-year period

1.39%

9.48%

-8.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.49%

13.82%

-11.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.49%

16.62%

-14.13%

MMAX vs. DGRO - Expense Ratio Comparison

MMAX has a 0.50% expense ratio, which is higher than DGRO's 0.08% expense ratio.


Dividends

MMAX vs. DGRO - Dividend Comparison

MMAX's dividend yield for the trailing twelve months is around 1.27%, less than DGRO's 1.96% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.96%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
MMAX
iShares Large Cap Max Buffer Mar ETF
1.27%1.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MMAX and DGRO have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGRO has higher volatility (2.21%) compared to MMAX (0.36%). In terms of maximum drawdown, MMAX dropped -1.93% vs DGRO's -35.10%.

On 1-year performance, DGRO leads with 22.54% vs 7.67% for MMAX. On fees, DGRO is cheaper at 0.08% per year. On volatility, MMAX has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DGRO has performed better with a 22.54% return vs 7.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGRO is cheaper with a 0.08% expense ratio, compared with 0.50% for MMAX.

DGRO has the higher dividend yield at 1.96%, compared with 1.27% for MMAX.

MMAX is categorized as Defined Outcome, while DGRO is Large Cap Growth Equities. Their fees differ too: 0.50% for MMAX and 0.08% for DGRO.

MMAX currently has the higher Sharpe Ratio (5.52 vs 2.39), 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

Find the right allocation for MMAX 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.

Open Portfolio Optimizer