^DWCF vs. ^GSPC
Compare and contrast key facts about Dow Jones U.S. Total Stock Market Index (^DWCF) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DWCF or ^GSPC.
Correlation
The correlation between ^DWCF and ^GSPC is 0.99, 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
^DWCF vs. ^GSPC - Performance Comparison
Key characteristics
^DWCF:
1.96
^GSPC:
2.10
^DWCF:
2.62
^GSPC:
2.80
^DWCF:
1.36
^GSPC:
1.39
^DWCF:
2.93
^GSPC:
3.09
^DWCF:
12.30
^GSPC:
13.49
^DWCF:
2.05%
^GSPC:
1.94%
^DWCF:
12.91%
^GSPC:
12.52%
^DWCF:
-35.14%
^GSPC:
-56.78%
^DWCF:
-3.15%
^GSPC:
-2.62%
Returns By Period
The year-to-date returns for both investments are quite close, with ^DWCF having a 23.30% return and ^GSPC slightly higher at 24.34%. Both investments have delivered pretty close results over the past 10 years, with ^DWCF having a 10.58% annualized return and ^GSPC not far ahead at 11.06%.
^DWCF
23.30%
-0.07%
9.33%
23.90%
12.36%
10.58%
^GSPC
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
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Risk-Adjusted Performance
^DWCF vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Total Stock Market Index (^DWCF) 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
^DWCF vs. ^GSPC - Drawdown Comparison
The maximum ^DWCF drawdown since its inception was -35.14%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^DWCF and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^DWCF vs. ^GSPC - Volatility Comparison
Dow Jones U.S. Total Stock Market Index (^DWCF) has a higher volatility of 4.06% compared to S&P 500 (^GSPC) at 3.79%. This indicates that ^DWCF'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.