^DJI vs. IVW

In the year-to-date period, ^DJI achieves a -0.95% return, which is significantly lower than IVW's 1.02% return. Over the past 10 years, ^DJI has underperformed IVW with an annualized return of 8.74%, while IVW has yielded a comparatively higher 14.65% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Dow Jones Industrial Average (^DJI) and iShares S&P 500 Growth ETF (IVW). 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.

The current ^DJI Sharpe Ratio is 0.40, which is lower than the IVW Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of ^DJI and IVW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^DJI drawdown since its inception was -53.78%, smaller than the maximum IVW drawdown of -57.33%. Use the drawdown chart below to compare losses from any high point for ^DJI and IVW. For additional features, visit the drawdowns tool.

The current volatility for Dow Jones Industrial Average (^DJI) is 5.90%, while iShares S&P 500 Growth ETF (IVW) has a volatility of 7.66%. This indicates that ^DJI experiences smaller price fluctuations and is considered to be less risky than IVW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.