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CPII vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPII vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ionic Inflation Protection ETF (CPII) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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CPII vs. VIG - Yearly Performance Comparison


2026 (YTD)2025202420232022
CPII
Ionic Inflation Protection ETF
1.67%2.76%6.05%1.79%1.22%
VIG
Vanguard Dividend Appreciation ETF
-1.77%14.17%16.99%14.51%6.70%

Returns By Period

In the year-to-date period, CPII achieves a 1.67% return, which is significantly higher than VIG's -1.77% return.


CPII

1D
-0.16%
1M
1.19%
YTD
1.67%
6M
0.95%
1Y
2.10%
3Y*
3.99%
5Y*
10Y*

VIG

1D
2.07%
1M
-5.18%
YTD
-1.77%
6M
0.45%
1Y
12.67%
3Y*
13.80%
5Y*
9.76%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPII vs. VIG - Expense Ratio Comparison

CPII has a 0.74% expense ratio, which is higher than VIG's 0.04% expense ratio.


Return for Risk

CPII vs. VIG — Risk / Return Rank

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

CPII
CPII Risk / Return Rank: 3434
Overall Rank
CPII Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CPII Sortino Ratio Rank: 2727
Sortino Ratio Rank
CPII Omega Ratio Rank: 2626
Omega Ratio Rank
CPII Calmar Ratio Rank: 5353
Calmar Ratio Rank
CPII Martin Ratio Rank: 3333
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 5555
Overall Rank
VIG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 5252
Sortino Ratio Rank
VIG Omega Ratio Rank: 5353
Omega Ratio Rank
VIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIG Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CPII vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ionic Inflation Protection ETF (CPII) and Vanguard Dividend Appreciation ETF (VIG). 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.


CPIIVIGDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.83

-0.29

Sortino ratio

Return per unit of downside risk

0.79

1.28

-0.49

Omega ratio

Gain probability vs. loss probability

1.11

1.18

-0.08

Calmar ratio

Return relative to maximum drawdown

1.36

1.28

+0.08

Martin ratio

Return relative to average drawdown

3.02

5.73

-2.71

CPII vs. VIG - Sharpe Ratio Comparison

The current CPII Sharpe Ratio is 0.54, which is lower than the VIG Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of CPII and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CPIIVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.83

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.57

+0.03

Correlation

The correlation between CPII and VIG is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

CPII vs. VIG - Dividend Comparison

CPII's dividend yield for the trailing twelve months is around 4.03%, more than VIG's 1.61% yield.


TTM20252024202320222021202020192018201720162015
CPII
Ionic Inflation Protection ETF
4.03%4.20%5.47%5.86%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.61%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

CPII vs. VIG - Drawdown Comparison

The maximum CPII drawdown since its inception was -6.40%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for CPII and VIG.


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Drawdown Indicators


CPIIVIGDifference

Max Drawdown

Largest peak-to-trough decline

-6.40%

-46.81%

+40.41%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

-10.83%

+9.21%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

Current Drawdown

Current decline from peak

-1.06%

-6.00%

+4.94%

Average Drawdown

Average peak-to-trough decline

-1.67%

-5.55%

+3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

2.42%

-1.69%

Volatility

CPII vs. VIG - Volatility Comparison

The current volatility for Ionic Inflation Protection ETF (CPII) is 2.03%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 4.07%. This indicates that CPII experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPIIVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

4.07%

-2.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

7.84%

-5.40%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

15.31%

-11.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

14.26%

-8.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.02%

16.05%

-10.03%