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TDVG vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

TDVG vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Dividend Growth ETF (TDVG) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.11%
7.53%
TDVG
DGRO

Key characteristics

Sharpe Ratio

TDVG:

1.61

DGRO:

1.91

Sortino Ratio

TDVG:

2.25

DGRO:

2.69

Omega Ratio

TDVG:

1.30

DGRO:

1.35

Calmar Ratio

TDVG:

2.76

DGRO:

3.15

Martin Ratio

TDVG:

9.89

DGRO:

11.43

Ulcer Index

TDVG:

1.60%

DGRO:

1.63%

Daily Std Dev

TDVG:

9.82%

DGRO:

9.75%

Max Drawdown

TDVG:

-19.20%

DGRO:

-35.10%

Current Drawdown

TDVG:

-5.09%

DGRO:

-4.91%

Returns By Period

In the year-to-date period, TDVG achieves a 13.68% return, which is significantly lower than DGRO's 16.70% return.


TDVG

YTD

13.68%

1M

-2.20%

6M

3.19%

1Y

15.85%

5Y*

N/A

10Y*

N/A

DGRO

YTD

16.70%

1M

-2.05%

6M

7.52%

1Y

17.72%

5Y*

10.51%

10Y*

11.26%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TDVG vs. DGRO - Expense Ratio Comparison

TDVG has a 0.50% expense ratio, which is higher than DGRO's 0.08% expense ratio.


TDVG
T. Rowe Price Dividend Growth ETF
Expense ratio chart for TDVG: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

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.


Sharpe ratio
The chart of Sharpe ratio for TDVG, currently valued at 1.61, compared to the broader market0.002.004.001.611.91
The chart of Sortino ratio for TDVG, currently valued at 2.25, compared to the broader market-2.000.002.004.006.008.0010.002.252.69
The chart of Omega ratio for TDVG, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.35
The chart of Calmar ratio for TDVG, currently valued at 2.76, compared to the broader market0.005.0010.0015.002.763.15
The chart of Martin ratio for TDVG, currently valued at 9.89, compared to the broader market0.0020.0040.0060.0080.00100.009.8911.43
TDVG
DGRO

The current TDVG Sharpe Ratio is 1.61, which is comparable to the DGRO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of TDVG and DGRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.61
1.91
TDVG
DGRO

Dividends

TDVG vs. DGRO - Dividend Comparison

TDVG's dividend yield for the trailing twelve months is around 0.76%, less than DGRO's 2.26% yield.


TTM2023202220212020201920182017201620152014
TDVG
T. Rowe Price Dividend Growth ETF
0.76%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
2.26%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.09%
-4.91%
TDVG
DGRO

Volatility

TDVG vs. DGRO - Volatility Comparison

The current volatility for T. Rowe Price Dividend Growth ETF (TDVG) is 3.23%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 3.52%. 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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.23%
3.52%
TDVG
DGRO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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