^DJTMDI vs. SPY
Compare and contrast key facts about Dow Jones Media Titans 30 Index (^DJTMDI) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJTMDI or SPY.
Correlation
The correlation between ^DJTMDI and SPY is 0.73, 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
^DJTMDI vs. SPY - Performance Comparison
Key characteristics
^DJTMDI:
1.40
SPY:
1.75
^DJTMDI:
1.89
SPY:
2.36
^DJTMDI:
1.25
SPY:
1.32
^DJTMDI:
0.59
SPY:
2.66
^DJTMDI:
6.06
SPY:
11.01
^DJTMDI:
3.26%
SPY:
2.03%
^DJTMDI:
13.92%
SPY:
12.77%
^DJTMDI:
-50.40%
SPY:
-55.19%
^DJTMDI:
-16.61%
SPY:
-2.12%
Returns By Period
In the year-to-date period, ^DJTMDI achieves a 3.70% return, which is significantly higher than SPY's 2.36% return. Over the past 10 years, ^DJTMDI has underperformed SPY with an annualized return of 3.27%, while SPY has yielded a comparatively higher 12.96% annualized return.
^DJTMDI
3.70%
2.07%
14.25%
21.37%
2.76%
3.27%
SPY
2.36%
-1.07%
7.41%
19.73%
14.21%
12.96%
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Risk-Adjusted Performance
^DJTMDI vs. SPY — Risk-Adjusted Performance Rank
^DJTMDI
SPY
^DJTMDI vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Media Titans 30 Index (^DJTMDI) and SPDR S&P 500 ETF (SPY). 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.
Drawdowns
^DJTMDI vs. SPY - Drawdown Comparison
The maximum ^DJTMDI drawdown since its inception was -50.40%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^DJTMDI and SPY. For additional features, visit the drawdowns tool.
Volatility
^DJTMDI vs. SPY - Volatility Comparison
Dow Jones Media Titans 30 Index (^DJTMDI) has a higher volatility of 3.90% compared to SPDR S&P 500 ETF (SPY) at 3.32%. This indicates that ^DJTMDI's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.