AKRE vs. DARP

Last updated Aug 2, 2026

AKRE (Akre Focus ETF) and DARP (Grizzle Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their -0.13 correlation means they have often moved in opposite directions in the past. AKRE charges 0.98%/yr vs 0.75%/yr for DARP.

Performance

AKRE vs. DARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Akre Focus ETF (AKRE) and Grizzle Growth ETF (DARP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AKRE achieves a -12.24% return, which is significantly lower than DARP's 21.09% return.

AKRE

• 1D: -0.09%
• 1M: 3.27%
• 6M: -4.41%
• YTD: -12.24%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

DARP

• 1D: 2.96%
• 1M: -3.88%
• 6M: 9.77%
• YTD: 21.09%
• 1Y: 49.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 31.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AKRE Akre Focus ETF	$25.24M	$28.15M	$44.87M
DARP Grizzle Growth ETF	$346.01K	$294.81K	$497.24K

AKRE vs. DARP - Yearly Performance Comparison

	2026 (YTD)	2025
AKRE Akre Focus ETF	-12.24%	-3.06%
DARP Grizzle Growth ETF	21.09%	4.49%

Correlation

The correlation between AKRE and DARP is -0.13, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 27, 2025	-0.13

Return for Risk

AKRE vs. DARP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AKRE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DARP

DARP Risk / Return Rank: 74
DARP Sharpe Ratio Rank: 76
DARP Sortino Ratio Rank: 67
DARP Omega Ratio Rank: 65
DARP Calmar Ratio Rank: 81
DARP Martin Ratio Rank: 83

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AKRE vs. DARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Akre Focus ETF (AKRE) and Grizzle Growth ETF (DARP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AKRE	DARP	Difference
Sharpe ratio: Return per unit of total volatility	—	1.71	—
Sortino ratio: Return per unit of downside risk	—	2.19	—
Omega ratio: Gain probability vs. loss probability	—	1.27	—
Calmar ratio: Return relative to maximum drawdown	—	2.92	—
Martin ratio: Return relative to average drawdown	—	11.11	—

Drawdowns

AKRE vs. DARP - Drawdown Comparison

The maximum AKRE drawdown since its inception was -24.18%, smaller than the maximum DARP drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for AKRE and DARP.

Drawdown Indicators

	AKRE	DARP	Difference
Max Drawdown Largest peak-to-trough decline	-24.18%	-30.27%	+6.09%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.76%	—
Current Drawdown Current decline from peak	-15.08%	-9.42%	-5.66%
Average Drawdown Average peak-to-trough decline	-14.18%	-4.72%	-9.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.14%	—

Volatility

Volatility by Period

	AKRE	DARP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.87%	—
Volatility (6M) Calculated over the trailing 6-month period	—	21.44%	—
Volatility (1Y) Calculated over the trailing 1-year period	21.61%	26.87%	-5.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.61%	26.83%	-5.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.61%	26.83%	-5.22%

AKRE vs. DARP - Expense Ratio Comparison

AKRE has a 0.98% expense ratio, which is higher than DARP's 0.75% expense ratio.

Dividends

AKRE vs. DARP - Dividend Comparison

AKRE has not paid dividends to shareholders, while DARP's dividend yield for the trailing twelve months is around 0.36%.

Position	TTM	2025	2024	2023
AKRE Akre Focus ETF	0.00%	0.00%	0.00%	0.00%
DARP Grizzle Growth ETF	0.36%	0.43%	1.93%	0.32%

Frequently Asked Questions

Can I hold both AKRE and DARP in my portfolio?

AKRE and DARP have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AKRE or DARP?

On fees, DARP is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AKRE or DARP?

DARP is cheaper with a 0.75% expense ratio, compared with 0.98% for AKRE.

Which ETF pays a higher dividend yield, AKRE or DARP?

DARP has the higher dividend yield at 0.36%, compared with 0.00% for AKRE.

What is the main difference between AKRE and DARP?

They also come from different issuers: Akre and Grizzle. Their fees differ too: 0.98% for AKRE and 0.75% for DARP.