PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PDLB vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PDLB and DGRO is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

PDLB vs. DGRO - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
22.04%
6.12%
PDLB
DGRO

Key characteristics

Sharpe Ratio

PDLB:

2.11

DGRO:

1.95

Sortino Ratio

PDLB:

3.07

DGRO:

2.76

Omega Ratio

PDLB:

1.37

DGRO:

1.35

Calmar Ratio

PDLB:

1.69

DGRO:

3.06

Martin Ratio

PDLB:

13.72

DGRO:

9.32

Ulcer Index

PDLB:

4.17%

DGRO:

2.08%

Daily Std Dev

PDLB:

26.77%

DGRO:

9.94%

Max Drawdown

PDLB:

-54.38%

DGRO:

-35.10%

Current Drawdown

PDLB:

-3.65%

DGRO:

-1.15%

Returns By Period

In the year-to-date period, PDLB achieves a 3.54% return, which is significantly lower than DGRO's 4.03% return.


PDLB

YTD

3.54%

1M

2.67%

6M

24.75%

1Y

51.24%

5Y*

5.47%

10Y*

N/A

DGRO

YTD

4.03%

1M

1.95%

6M

6.12%

1Y

17.73%

5Y*

10.93%

10Y*

11.70%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

PDLB vs. DGRO — Risk-Adjusted Performance Rank

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

PDLB
The Risk-Adjusted Performance Rank of PDLB is 9191
Overall Rank
The Sharpe Ratio Rank of PDLB is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PDLB is 9191
Sortino Ratio Rank
The Omega Ratio Rank of PDLB is 8888
Omega Ratio Rank
The Calmar Ratio Rank of PDLB is 8787
Calmar Ratio Rank
The Martin Ratio Rank of PDLB is 9494
Martin Ratio Rank

DGRO
The Risk-Adjusted Performance Rank of DGRO is 7777
Overall Rank
The Sharpe Ratio Rank of DGRO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of DGRO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of DGRO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DGRO is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PDLB vs. DGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PDL Community Bancorp (PDLB) 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 PDLB, currently valued at 2.11, compared to the broader market-2.000.002.004.002.111.95
The chart of Sortino ratio for PDLB, currently valued at 3.07, compared to the broader market-6.00-4.00-2.000.002.004.006.003.072.76
The chart of Omega ratio for PDLB, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.35
The chart of Calmar ratio for PDLB, currently valued at 1.69, compared to the broader market0.002.004.006.001.693.06
The chart of Martin ratio for PDLB, currently valued at 13.72, compared to the broader market-10.000.0010.0020.0030.0013.729.32
PDLB
DGRO

The current PDLB Sharpe Ratio is 2.11, which is comparable to the DGRO Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of PDLB 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 Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.11
1.95
PDLB
DGRO

Dividends

PDLB vs. DGRO - Dividend Comparison

PDLB has not paid dividends to shareholders, while DGRO's dividend yield for the trailing twelve months is around 2.17%.


TTM20242023202220212020201920182017201620152014
PDLB
PDL Community Bancorp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
2.17%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%

Drawdowns

PDLB vs. DGRO - Drawdown Comparison

The maximum PDLB drawdown since its inception was -54.38%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for PDLB and DGRO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.65%
-1.15%
PDLB
DGRO

Volatility

PDLB vs. DGRO - Volatility Comparison

PDL Community Bancorp (PDLB) has a higher volatility of 6.00% compared to iShares Core Dividend Growth ETF (DGRO) at 2.52%. This indicates that PDLB's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
6.00%
2.52%
PDLB
DGRO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab