^DJUSFN vs. ^DJI
Compare and contrast key facts about Dow Jones U.S. Financials Index (^DJUSFN) and Dow Jones Industrial Average (^DJI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSFN or ^DJI.
Correlation
The correlation between ^DJUSFN and ^DJI is 0.82, 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
^DJUSFN vs. ^DJI - Performance Comparison
Key characteristics
^DJUSFN:
2.13
^DJI:
1.31
^DJUSFN:
2.99
^DJI:
1.91
^DJUSFN:
1.40
^DJI:
1.24
^DJUSFN:
3.43
^DJI:
2.23
^DJUSFN:
10.54
^DJI:
6.07
^DJUSFN:
2.79%
^DJI:
2.51%
^DJUSFN:
13.81%
^DJI:
11.62%
^DJUSFN:
-80.50%
^DJI:
-53.78%
^DJUSFN:
-1.36%
^DJI:
-1.02%
Returns By Period
In the year-to-date period, ^DJUSFN achieves a 5.35% return, which is significantly higher than ^DJI's 4.73% return. Both investments have delivered pretty close results over the past 10 years, with ^DJUSFN having a 9.25% annualized return and ^DJI not far ahead at 9.62%.
^DJUSFN
5.35%
4.71%
20.00%
29.77%
8.98%
9.25%
^DJI
4.73%
4.27%
14.25%
16.09%
8.71%
9.62%
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Risk-Adjusted Performance
^DJUSFN vs. ^DJI — Risk-Adjusted Performance Rank
^DJUSFN
^DJI
^DJUSFN vs. ^DJI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Financials Index (^DJUSFN) and Dow Jones Industrial Average (^DJI). 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
^DJUSFN vs. ^DJI - Drawdown Comparison
The maximum ^DJUSFN drawdown since its inception was -80.50%, which is greater than ^DJI's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for ^DJUSFN and ^DJI. For additional features, visit the drawdowns tool.
Volatility
^DJUSFN vs. ^DJI - Volatility Comparison
Dow Jones U.S. Financials Index (^DJUSFN) has a higher volatility of 4.49% compared to Dow Jones Industrial Average (^DJI) at 3.36%. This indicates that ^DJUSFN's price experiences larger fluctuations and is considered to be riskier than ^DJI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.