Performance

DGRO+15.48%VIG+12.45%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
DGRO	+0.53%	+10.73%	+15.48%	+8.24%	-6.90%	1.10
VIG	+0.70%	+8.36%	+12.45%	+8.34%	-8.27%	0.78

Summary

DGRO vs VIG

Over the past year, DGRO returned +15.48% against +12.45% for VIG. Over five years, VIG averaged +8.34% a year, compared with +8.24% for DGRO. DGRO had the higher Sharpe ratio over the past year (1.10 vs 0.78), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -6.90% for DGRO and -8.27% for VIG.

Current Drawdown

DGRO-3.44%VIG-3.07%

Rolling Volatility

DGRO+0.53%VIG+0.54%

METRICS

Correlation Matrix

	DGRO	VIG
DGRO	1.00	0.92
VIG	0.92	1.00

Metrics

Risk Indicators

DGROVIG

Alpha

3.85%

-1.26%

Beta

0.47x

0.65x

Sharpe

1.10

0.78

Sortino

1.64

1.16

Omega

1.19

1.14

Calmar

2.24

1.51

Martin

4.78

3.33

Comparisons

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DGRO vs HDV

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VIG vs SCHD
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DGRO vs VIG: returns, Sharpe ratio and drawdown

DGRO vs VIG

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