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QMID vs. DGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QMID vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. MidCap Quality Growth Fund (QMID) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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QMID vs. DGRW - Yearly Performance Comparison


2026 (YTD)20252024
QMID
WisdomTree U.S. MidCap Quality Growth Fund
-3.53%5.02%9.33%
DGRW
WisdomTree U.S. Dividend Growth Fund
-1.22%12.17%14.43%

Returns By Period

In the year-to-date period, QMID achieves a -3.53% return, which is significantly lower than DGRW's -1.22% return.


QMID

1D
0.63%
1M
-6.49%
YTD
-3.53%
6M
-3.38%
1Y
7.74%
3Y*
5Y*
10Y*

DGRW

1D
0.28%
1M
-5.15%
YTD
-1.22%
6M
-0.48%
1Y
11.58%
3Y*
14.04%
5Y*
10.87%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QMID vs. DGRW - Expense Ratio Comparison

QMID has a 0.38% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Return for Risk

QMID vs. DGRW — Risk / Return Rank

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

QMID
QMID Risk / Return Rank: 2323
Overall Rank
QMID Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
QMID Sortino Ratio Rank: 2323
Sortino Ratio Rank
QMID Omega Ratio Rank: 2222
Omega Ratio Rank
QMID Calmar Ratio Rank: 2424
Calmar Ratio Rank
QMID Martin Ratio Rank: 2626
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 4242
Overall Rank
DGRW Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 4040
Sortino Ratio Rank
DGRW Omega Ratio Rank: 4343
Omega Ratio Rank
DGRW Calmar Ratio Rank: 3939
Calmar Ratio Rank
DGRW Martin Ratio Rank: 4848
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.

QMID vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. MidCap Quality Growth Fund (QMID) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.


QMIDDGRWDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.75

-0.38

Sortino ratio

Return per unit of downside risk

0.70

1.19

-0.49

Omega ratio

Gain probability vs. loss probability

1.09

1.18

-0.09

Calmar ratio

Return relative to maximum drawdown

0.59

1.05

-0.46

Martin ratio

Return relative to average drawdown

2.34

4.75

-2.41

QMID vs. DGRW - Sharpe Ratio Comparison

The current QMID Sharpe Ratio is 0.38, which is lower than the DGRW Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of QMID and DGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QMIDDGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.75

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.81

-0.55

Correlation

The correlation between QMID and DGRW is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QMID vs. DGRW - Dividend Comparison

QMID's dividend yield for the trailing twelve months is around 0.53%, less than DGRW's 1.43% yield.


TTM20252024202320222021202020192018201720162015
QMID
WisdomTree U.S. MidCap Quality Growth Fund
0.53%0.51%1.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.43%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%

Drawdowns

QMID vs. DGRW - Drawdown Comparison

The maximum QMID drawdown since its inception was -24.42%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for QMID and DGRW.


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Drawdown Indicators


QMIDDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-24.42%

-32.04%

+7.62%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-11.30%

-2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

Current Drawdown

Current decline from peak

-7.52%

-5.69%

-1.83%

Average Drawdown

Average peak-to-trough decline

-5.63%

-3.04%

-2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.51%

+0.96%

Volatility

QMID vs. DGRW - Volatility Comparison

WisdomTree U.S. MidCap Quality Growth Fund (QMID) has a higher volatility of 5.44% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 4.64%. This indicates that QMID's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QMIDDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

4.64%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

7.73%

+3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

20.54%

15.41%

+5.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.83%

13.98%

+4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

16.21%

+2.62%