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^DWGROT vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DWGROT and ^GSPC 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

^DWGROT vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%180.00%December2025FebruaryMarchAprilMay
139.90%
90.22%
^DWGROT
^GSPC

Key characteristics

Sharpe Ratio

^DWGROT:

0.44

^GSPC:

0.48

Sortino Ratio

^DWGROT:

0.86

^GSPC:

0.80

Omega Ratio

^DWGROT:

1.12

^GSPC:

1.12

Calmar Ratio

^DWGROT:

0.53

^GSPC:

0.49

Martin Ratio

^DWGROT:

1.81

^GSPC:

1.90

Ulcer Index

^DWGROT:

6.87%

^GSPC:

4.90%

Daily Std Dev

^DWGROT:

25.03%

^GSPC:

19.37%

Max Drawdown

^DWGROT:

-34.14%

^GSPC:

-56.78%

Current Drawdown

^DWGROT:

-11.48%

^GSPC:

-7.82%

Returns By Period

In the year-to-date period, ^DWGROT achieves a -7.67% return, which is significantly lower than ^GSPC's -3.70% return.


^DWGROT

YTD

-7.67%

1M

15.78%

6M

-6.95%

1Y

11.09%

5Y*

17.08%

10Y*

N/A

^GSPC

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

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Risk-Adjusted Performance

^DWGROT vs. ^GSPC — Risk-Adjusted Performance Rank

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

^DWGROT
The Risk-Adjusted Performance Rank of ^DWGROT is 6868
Overall Rank
The Sharpe Ratio Rank of ^DWGROT is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWGROT is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ^DWGROT is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ^DWGROT is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ^DWGROT is 7171
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6767
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7171
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.

^DWGROT vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) 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.


The current ^DWGROT Sharpe Ratio is 0.44, which is comparable to the ^GSPC Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of ^DWGROT and ^GSPC, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.45
0.48
^DWGROT
^GSPC

Drawdowns

^DWGROT vs. ^GSPC - Drawdown Comparison

The maximum ^DWGROT drawdown since its inception was -34.14%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^DWGROT and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.48%
-7.82%
^DWGROT
^GSPC

Volatility

^DWGROT vs. ^GSPC - Volatility Comparison

Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) has a higher volatility of 13.85% compared to S&P 500 (^GSPC) at 11.21%. This indicates that ^DWGROT'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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
13.85%
11.21%
^DWGROT
^GSPC