PDLB vs. DGRO
PDLB (PDL Community Bancorp) is a stock, while DGRO (iShares Core Dividend Growth ETF) is Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index. Over the past 5 years, PDLB returned 14.18%/yr vs 10.54%/yr for DGRO. At a 0.36 correlation, their price movements are largely independent.
Performance
PDLB vs. DGRO - Performance Comparison
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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%
PDLB vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
PDLB
DGRO
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.
| PDLB | DGRO | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PDLB | DGRO | Difference | |
|---|---|---|---|
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
| PDLB | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.47% | -0.78% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -18.75% | -3.44% | -15.31% |
Ulcer IndexDepth 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
| PDLB | DGRO | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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