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^DVG vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DVG and ^NDX is 0.94, 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

^DVG vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ US Dividend Achievers Select Index (^DVG) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%December2025FebruaryMarchAprilMay
323.33%
1,103.54%
^DVG
^NDX

Key characteristics

Sharpe Ratio

^DVG:

0.49

^NDX:

0.43

Sortino Ratio

^DVG:

0.66

^NDX:

0.77

Omega Ratio

^DVG:

1.09

^NDX:

1.11

Calmar Ratio

^DVG:

0.40

^NDX:

0.47

Martin Ratio

^DVG:

1.62

^NDX:

1.55

Ulcer Index

^DVG:

3.83%

^NDX:

7.02%

Daily Std Dev

^DVG:

16.01%

^NDX:

25.24%

Max Drawdown

^DVG:

-48.54%

^NDX:

-82.90%

Current Drawdown

^DVG:

-5.86%

^NDX:

-9.53%

Returns By Period

In the year-to-date period, ^DVG achieves a -1.47% return, which is significantly higher than ^NDX's -4.52% return. Over the past 10 years, ^DVG has underperformed ^NDX with an annualized return of 9.22%, while ^NDX has yielded a comparatively higher 16.37% annualized return.


^DVG

YTD

-1.47%

1M

3.44%

6M

-4.54%

1Y

8.08%

5Y*

11.44%

10Y*

9.22%

^NDX

YTD

-4.52%

1M

4.79%

6M

-5.00%

1Y

10.75%

5Y*

16.86%

10Y*

16.37%

*Annualized

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Risk-Adjusted Performance

^DVG vs. ^NDX — Risk-Adjusted Performance Rank

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

^DVG
The Risk-Adjusted Performance Rank of ^DVG is 5656
Overall Rank
The Sharpe Ratio Rank of ^DVG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DVG is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ^DVG is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ^DVG is 5555
Calmar Ratio Rank
The Martin Ratio Rank of ^DVG is 6363
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6161
Overall Rank
The Sharpe Ratio Rank of ^NDX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6262
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.

^DVG vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ US Dividend Achievers Select Index (^DVG) and NASDAQ 100 (^NDX). 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 ^DVG Sharpe Ratio is 0.49, which is comparable to the ^NDX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of ^DVG and ^NDX, 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 Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.49
0.42
^DVG
^NDX

Drawdowns

^DVG vs. ^NDX - Drawdown Comparison

The maximum ^DVG drawdown since its inception was -48.54%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for ^DVG and ^NDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.86%
-9.53%
^DVG
^NDX

Volatility

^DVG vs. ^NDX - Volatility Comparison

The current volatility for NASDAQ US Dividend Achievers Select Index (^DVG) is 5.60%, while NASDAQ 100 (^NDX) has a volatility of 8.19%. This indicates that ^DVG experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
5.60%
8.19%
^DVG
^NDX