You have to be careful looking at point in time snap shots. For 2016, the S&P returned a total of around 11%, the DJIA 16.5%.
Returns look so stunning right at this moment, because you’ve combined a recent bull run-up with a one year ago 10% correction in the month of January. In fact, 2015 was largely sideways, from Apr 2015 to Apr 2016 the total return on the DJIA was a whooping zero, in that time period it twice tested 10% losses.