PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, PDLB achieves a 23.43% return, which is significantly higher than DGRO's 13.39% return.


PDLB

1D
0.40%
1M
0.35%
6M
20.26%
YTD
23.43%
1Y
45.08%
3Y*
28.14%
5Y*
16.51%
10Y*
ALL TIME*
7.81%

DGRO

1D
-0.28%
1M
0.97%
6M
9.59%
YTD
13.39%
1Y
24.21%
3Y*
16.30%
5Y*
11.08%
10Y*
13.44%
ALL TIME*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$103.52M$104.25M$110.17M
$1.26M$1.20M$1.47M

PDLB vs. DGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDLB
PDL Community Bancorp
23.43%25.77%33.20%4.72%-10.34%37.96%-28.50%15.38%-16.07%4.69%
DGRO
iShares Core Dividend Growth ETF
13.39%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%7.71%

Correlation

The correlation between PDLB and DGRO is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.51

Correlation (3Y)
Balances recent behavior with more history.

0.51

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.39

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2017

0.36

The correlation between PDLB and DGRO shifts across timeframes, from 0.36 (all time) to 0.51 (3 years), reflecting how their relationship changes across market environments.

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

PDLB vs. DGRO — Risk / Return Rank

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

PDLB
PDLB Risk / Return Rank: 9292
Overall Rank
PDLB Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PDLB Sortino Ratio Rank: 9090
Sortino Ratio Rank
PDLB Omega Ratio Rank: 8989
Omega Ratio Rank
PDLB Calmar Ratio Rank: 9595
Calmar Ratio Rank
PDLB Martin Ratio Rank: 9494
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 9191
Overall Rank
DGRO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 9393
Sortino Ratio Rank
DGRO Omega Ratio Rank: 9292
Omega Ratio Rank
DGRO Calmar Ratio Rank: 8888
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.

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.

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.


PDLBDGRODifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.35

1.45

-0.10

Calmar ratioReturn relative to maximum drawdown

5.20

3.61

+1.60

Martin ratioReturn relative to average drawdown

12.25

14.07

-1.82

PDLB vs. DGRO - Sharpe Ratio Comparison

The current PDLB Sharpe Ratio is 1.90, which is comparable to the DGRO Sharpe Ratio of 2.44. 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.


Loading charts...

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.


Loading charts...

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

-22.15%

-14.03%

-8.12%

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

-1.80%

-1.35%

-0.45%

Average Drawdown

Average peak-to-trough decline

-18.45%

-3.41%

-15.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

1.66%

+1.91%

Volatility

PDLB vs. DGRO - Volatility Comparison

PDL Community Bancorp (PDLB) has a higher volatility of 6.46% compared to iShares Core Dividend Growth ETF (DGRO) at 3.21%. 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.


Loading charts...

Volatility by Period


PDLBDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

3.21%

+3.25%

Volatility (6M)

Calculated over the trailing 6-month period

13.75%

7.12%

+6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

23.14%

9.61%

+13.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.54%

13.79%

+12.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.45%

16.58%

+17.87%

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 1.89%.


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%
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 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDLB has higher volatility (6.46%) compared to DGRO (3.21%). In terms of maximum drawdown, PDLB dropped -54.38% vs DGRO's -35.10%.

DGRO currently has the higher Sharpe Ratio (2.44 vs 1.90), 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 PDLB 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