TDVG vs. DGRO
Compare and contrast key facts about T. Rowe Price Dividend Growth ETF (TDVG) and iShares Core Dividend Growth ETF (DGRO).
TDVG and DGRO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TDVG is an actively managed fund by T. Rowe Price Group, Inc.. It was launched on Aug 4, 2020. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TDVG or DGRO.
Key characteristics
| TDVG | DGRO | |
|---|---|---|
| YTD Return | 18.24% | 21.31% |
| 1Y Return | 27.47% | 32.30% |
| 3Y Return (Ann) | 7.78% | 8.48% |
| Sharpe Ratio | 2.98 | 3.49 |
| Sortino Ratio | 4.14 | 4.93 |
| Omega Ratio | 1.56 | 1.66 |
| Calmar Ratio | 5.44 | 4.39 |
| Martin Ratio | 20.57 | 23.49 |
| Ulcer Index | 1.41% | 1.44% |
| Daily Std Dev | 9.72% | 9.66% |
| Max Drawdown | -19.20% | -35.10% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TDVG and DGRO is 0.95, 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.
Performance
TDVG vs. DGRO - Performance Comparison
In the year-to-date period, TDVG achieves a 18.24% return, which is significantly lower than DGRO's 21.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TDVG vs. DGRO - Expense Ratio Comparison
TDVG has a 0.50% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Risk-Adjusted Performance
TDVG vs. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth ETF (TDVG) 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.
Dividends
TDVG vs. DGRO - Dividend Comparison
TDVG's dividend yield for the trailing twelve months is around 1.05%, less than DGRO's 2.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TDVG T. Rowe Price Dividend Growth ETF | 1.05% | 1.31% | 1.15% | 0.80% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRO iShares Core Dividend Growth ETF | 2.15% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% |
Drawdowns
TDVG vs. DGRO - Drawdown Comparison
The maximum TDVG drawdown since its inception was -19.20%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for TDVG and DGRO. For additional features, visit the drawdowns tool.
Volatility
TDVG vs. DGRO - Volatility Comparison
The current volatility for T. Rowe Price Dividend Growth ETF (TDVG) is 3.06%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 3.28%. This indicates that TDVG experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.