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^DJI vs. IVW
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DJI and IVW is 0.87, 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

^DJI vs. IVW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Industrial Average (^DJI) and iShares S&P 500 Growth ETF (IVW). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.12%
10.87%
^DJI
IVW

Key characteristics

Sharpe Ratio

^DJI:

1.36

IVW:

2.03

Sortino Ratio

^DJI:

1.97

IVW:

2.66

Omega Ratio

^DJI:

1.25

IVW:

1.36

Calmar Ratio

^DJI:

2.31

IVW:

2.84

Martin Ratio

^DJI:

6.33

IVW:

10.97

Ulcer Index

^DJI:

2.49%

IVW:

3.29%

Daily Std Dev

^DJI:

11.58%

IVW:

17.77%

Max Drawdown

^DJI:

-53.78%

IVW:

-57.33%

Current Drawdown

^DJI:

-4.13%

IVW:

-2.69%

Returns By Period

In the year-to-date period, ^DJI achieves a 1.43% return, which is significantly higher than IVW's 0.96% return. Over the past 10 years, ^DJI has underperformed IVW with an annualized return of 9.46%, while IVW has yielded a comparatively higher 15.35% annualized return.


^DJI

YTD

1.43%

1M

-0.68%

6M

6.12%

1Y

15.80%

5Y*

8.04%

10Y*

9.46%

IVW

YTD

0.96%

1M

-2.37%

6M

10.87%

1Y

36.82%

5Y*

16.08%

10Y*

15.35%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

^DJI vs. IVW — Risk-Adjusted Performance Rank

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

^DJI
The Risk-Adjusted Performance Rank of ^DJI is 6767
Overall Rank
The Sharpe Ratio Rank of ^DJI is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJI is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ^DJI is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ^DJI is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ^DJI is 6363
Martin Ratio Rank

IVW
The Risk-Adjusted Performance Rank of IVW is 7979
Overall Rank
The Sharpe Ratio Rank of IVW is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of IVW is 7777
Sortino Ratio Rank
The Omega Ratio Rank of IVW is 7979
Omega Ratio Rank
The Calmar Ratio Rank of IVW is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IVW is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^DJI vs. IVW - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for ^DJI, currently valued at 1.36, compared to the broader market-0.500.000.501.001.502.002.501.362.07
The chart of Sortino ratio for ^DJI, currently valued at 1.97, compared to the broader market-1.000.001.002.003.001.972.71
The chart of Omega ratio for ^DJI, currently valued at 1.25, compared to the broader market1.001.201.401.251.37
The chart of Calmar ratio for ^DJI, currently valued at 2.31, compared to the broader market0.001.002.003.002.312.89
The chart of Martin ratio for ^DJI, currently valued at 6.33, compared to the broader market0.005.0010.0015.0020.006.3311.18
^DJI
IVW

The current ^DJI Sharpe Ratio is 1.36, which is lower than the IVW Sharpe Ratio of 2.03. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.36
2.07
^DJI
IVW

Drawdowns

^DJI vs. IVW - Drawdown Comparison

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.13%
-2.69%
^DJI
IVW

Volatility

^DJI vs. IVW - Volatility Comparison

The current volatility for Dow Jones Industrial Average (^DJI) is 4.39%, while iShares S&P 500 Growth ETF (IVW) has a volatility of 6.00%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
4.39%
6.00%
^DJI
IVW
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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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