^DJUSFN vs. ^GSPC
Compare and contrast key facts about Dow Jones U.S. Financials Index (^DJUSFN) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSFN or ^GSPC.
Correlation
The correlation between ^DJUSFN and ^GSPC is 0.84, 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. ^GSPC - Performance Comparison
Key characteristics
^DJUSFN:
2.13
^GSPC:
1.80
^DJUSFN:
2.99
^GSPC:
2.42
^DJUSFN:
1.40
^GSPC:
1.33
^DJUSFN:
3.43
^GSPC:
2.72
^DJUSFN:
10.54
^GSPC:
11.10
^DJUSFN:
2.79%
^GSPC:
2.08%
^DJUSFN:
13.81%
^GSPC:
12.84%
^DJUSFN:
-80.50%
^GSPC:
-56.78%
^DJUSFN:
-1.36%
^GSPC:
-1.32%
Returns By Period
In the year-to-date period, ^DJUSFN achieves a 5.35% return, which is significantly higher than ^GSPC's 2.66% return. Over the past 10 years, ^DJUSFN has underperformed ^GSPC with an annualized return of 9.25%, while ^GSPC has yielded a comparatively higher 11.41% annualized return.
^DJUSFN
5.35%
4.71%
20.00%
29.77%
8.98%
9.25%
^GSPC
2.66%
1.61%
15.23%
22.15%
12.59%
11.41%
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Risk-Adjusted Performance
^DJUSFN vs. ^GSPC — Risk-Adjusted Performance Rank
^DJUSFN
^GSPC
^DJUSFN vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Financials Index (^DJUSFN) and S&P 500 (^GSPC). 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. ^GSPC - Drawdown Comparison
The maximum ^DJUSFN drawdown since its inception was -80.50%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^DJUSFN and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^DJUSFN vs. ^GSPC - Volatility Comparison
Dow Jones U.S. Financials Index (^DJUSFN) has a higher volatility of 4.49% compared to S&P 500 (^GSPC) at 4.08%. This indicates that ^DJUSFN's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.