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PDLB vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, PDLB achieves a 16.21% return, which is significantly higher than DGRO's 8.79% return.


PDLB

1D
1.06%
1M
5.91%
YTD
16.21%
6M
20.87%
1Y
42.22%
3Y*
31.16%
5Y*
14.18%
10Y*

DGRO

1D
-0.78%
1M
2.86%
YTD
8.79%
6M
9.12%
1Y
22.26%
3Y*
17.09%
5Y*
10.54%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDLB vs. DGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDLB
PDL Community Bancorp
16.21%25.77%33.20%4.72%-10.34%37.96%-28.50%15.38%-16.07%1.88%
DGRO
iShares Core Dividend Growth ETF
8.79%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%7.18%

Correlation

The correlation between PDLB and DGRO is 0.55, 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

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2017

0.36

The correlation between PDLB and DGRO shifts across timeframes, from 0.36 (all time) to 0.55 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PDLB vs. DGRO — Risk / Return Rank

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

PDLB
PDLB Risk / Return Rank: 8888
Overall Rank
PDLB Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PDLB Sortino Ratio Rank: 8686
Sortino Ratio Rank
PDLB Omega Ratio Rank: 8484
Omega Ratio Rank
PDLB Calmar Ratio Rank: 9292
Calmar Ratio Rank
PDLB Martin Ratio Rank: 9090
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 7777
Overall Rank
DGRO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 8181
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7676
Omega Ratio Rank
DGRO Calmar Ratio Rank: 7373
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7575
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.

PDLB vs. DGRO - Risk-Adjusted Trends 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.


PDLBDGRODifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.35

1.44

-0.10

Calmar ratioReturn relative to maximum drawdown

5.24

3.60

+1.64

Martin ratioReturn relative to average drawdown

12.01

13.91

-1.90

PDLB vs. DGRO - Sharpe Ratio Comparison

The current PDLB Sharpe Ratio is 1.86, which is comparable to the DGRO Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of PDLB 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.


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Sharpe Ratios by Period


PDLBDGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

2.45

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.77

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.76

-0.56

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.


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Drawdown Indicators


PDLBDGRODifference

Max Drawdown

Largest peak-to-trough decline

-54.38%

-35.10%

-19.28%

Max Drawdown (1Y)

Largest decline over 1 year

-8.42%

-6.47%

-1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-24.62%

-14.03%

-10.59%

Max Drawdown (5Y)

Largest decline over 5 years

-40.73%

-19.31%

-21.42%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

Current Drawdown

Current decline from peak

-0.47%

-0.78%

+0.31%

Average Drawdown

Average peak-to-trough decline

-18.75%

-3.44%

-15.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

1.67%

+2.00%

Volatility

PDLB vs. DGRO - Volatility Comparison

PDL Community Bancorp (PDLB) has a higher volatility of 6.65% compared to iShares Core Dividend Growth ETF (DGRO) at 2.42%. 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.


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Volatility by Period


PDLBDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

2.42%

+4.23%

Volatility (6M)

Calculated over the trailing 6-month period

14.41%

6.94%

+7.47%

Volatility (1Y)

Calculated over the trailing 1-year period

23.72%

9.52%

+14.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.56%

13.82%

+12.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.63%

16.62%

+18.01%

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 1.96%.


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%
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%

Frequently Asked Questions


PDLB and DGRO have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDLB has higher volatility (6.65%) compared to DGRO (2.42%). In terms of maximum drawdown, PDLB dropped -54.38% vs DGRO's -35.10%.

DGRO currently has the higher Sharpe Ratio (2.45 vs 1.86), 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.

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