Performance

DGRO+12.83%VYM+12.78%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
DGRO	+0.72%	+10.14%	+12.83%	+8.12%	-6.90%	0.84
VYM	+0.51%	+9.32%	+12.78%	+8.12%	-7.24%	0.79

Summary

DGRO vs VYM

Over the past year, DGRO returned +12.83% against +12.78% for VYM. Over five years, DGRO averaged +8.12% a year, compared with +8.12% for VYM. DGRO had the higher Sharpe ratio over the past year (0.84 vs 0.79), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -6.90% for DGRO and -7.24% for VYM.

Current Drawdown

DGRO-3.95%VYM-5.26%

Rolling Volatility

DGRO+0.52%VYM+0.58%

METRICS

Correlation Matrix

	DGRO	VYM
DGRO	1.00	0.92
VYM	0.92	1.00

Metrics

Risk Indicators

DGROVYM

Alpha

3.01%

1.85%

Beta

0.48x

0.59x

Sharpe

0.84

0.79

Sortino

1.23

1.15

Omega

1.14

Calmar

1.86

1.76

Martin

3.73

3.31

Comparisons

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DGRO vs SCHD
DGRO vs VIG
DGRO vs VOO
DGRO vs DVY
DGRO vs HDV

More VYM comparisons

VYM vs SCHD
VYM vs VIG
VYM vs VOO
VYM vs VTI
VYM vs DVY
VYM vs HDV

DGRO vs VYM: returns, Sharpe ratio and drawdown

DGRO vs VYM

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