DJP vs. VOOG
DJP (iPath Bloomberg Commodity Index Total Return ETN) and VOOG (Vanguard S&P 500 Growth ETF) are both exchange-traded funds - DJP is a Commodities fund tracking the Bloomberg Commodity Index, while VOOG is a S&P 500 fund tracking the S&P 500 Growth Index. Both are passively managed. Over the past 10 years, DJP returned 6.22%/yr vs 18.19%/yr for VOOG. At a 0.25 correlation, their price movements are largely independent. DJP charges 0.70%/yr vs 0.07%/yr for VOOG.
Performance
DJP vs. VOOG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DJP achieves a 16.94% return, which is significantly higher than VOOG's 8.54% return. Over the past 10 years, DJP has underperformed VOOG with an annualized return of 6.22%, while VOOG has yielded a comparatively higher 18.19% annualized return.
DJP
- 1D
- 1.90%
- 1M
- -10.10%
- YTD
- 16.94%
- 6M
- 14.83%
- 1Y
- 29.01%
- 3Y*
- 12.44%
- 5Y*
- 10.60%
- 10Y*
- 6.22%
VOOG
- 1D
- 0.14%
- 1M
- -3.39%
- YTD
- 8.54%
- 6M
- 7.00%
- 1Y
- 24.57%
- 3Y*
- 25.76%
- 5Y*
- 14.02%
- 10Y*
- 18.19%
DJP vs. VOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DJP iPath Bloomberg Commodity Index Total Return ETN | 16.94% | 17.20% | 5.59% | -9.85% | 17.46% | 31.05% | -4.12% | 7.63% | -13.07% | 0.74% |
VOOG Vanguard S&P 500 Growth ETF | 8.54% | 22.11% | 35.89% | 29.96% | -29.48% | 31.95% | 33.35% | 30.93% | -0.21% | 27.19% |
Correlation
The correlation between DJP and VOOG is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.25 |
The correlation between DJP and VOOG shifts across timeframes, from -0.05 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DJP vs. VOOG — Risk / Return Rank
DJP
VOOG
DJP vs. VOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iPath Bloomberg Commodity Index Total Return ETN (DJP) and Vanguard S&P 500 Growth ETF (VOOG). 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.
| DJP | VOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.26 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.80 | -0.02 |
| Martin ratioReturn relative to average drawdown | 7.30 | 7.07 | +0.23 |
Loading charts...
Drawdowns
DJP vs. VOOG - Drawdown Comparison
The maximum DJP drawdown since its inception was -78.35%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for DJP and VOOG.
Loading charts...
Drawdown Indicators
| DJP | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.35% | -32.73% | -45.62% |
Max Drawdown (1Y)Largest decline over 1 year | -16.42% | -13.71% | -2.71% |
Max Drawdown (3Y)Largest decline over 3 years | -16.42% | -22.18% | +5.76% |
Max Drawdown (5Y)Largest decline over 5 years | -28.98% | -32.73% | +3.75% |
Max Drawdown (10Y)Largest decline over 10 years | -38.36% | -32.73% | -5.63% |
Current DrawdownCurrent decline from peak | -39.86% | -5.63% | -34.23% |
Average DrawdownAverage peak-to-trough decline | -50.81% | -4.96% | -45.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 3.48% | +0.50% |
Volatility
DJP vs. VOOG - Volatility Comparison
The current volatility for iPath Bloomberg Commodity Index Total Return ETN (DJP) is 5.12%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.10%. This indicates that DJP experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DJP | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 7.10% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 17.07% | 13.79% | +3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.17% | 16.94% | +2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.99% | 21.38% | -2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.08% | 20.80% | -3.72% |
DJP vs. VOOG - Expense Ratio Comparison
DJP has a 0.70% expense ratio, which is higher than VOOG's 0.07% expense ratio.
Dividends
DJP vs. VOOG - Dividend Comparison
DJP has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.57%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJP iPath Bloomberg Commodity Index Total Return ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.57% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
Frequently Asked Questions
DJP and VOOG have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VOOG has higher volatility (7.10%) compared to DJP (5.12%). In terms of maximum drawdown, DJP dropped -78.35% vs VOOG's -32.73%.
On 10-year performance, VOOG leads with 18.19% vs 6.22% for DJP. On fees, VOOG is cheaper at 0.07% per year. On volatility, DJP has been the lower-risk option at 5.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VOOG has performed better with a 18.19% return vs 6.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VOOG is cheaper with a 0.07% expense ratio, compared with 0.70% for DJP.
VOOG has the higher dividend yield at 0.57%, compared with 0.00% for DJP.
DJP is categorized as Commodities, while VOOG is S&P 500. DJP tracks Bloomberg Commodity Index, while VOOG tracks S&P 500 Growth Index. They also come from different issuers: Barclays Capital and Vanguard. Their fees differ too: 0.70% for DJP and 0.07% for VOOG.
DJP currently has the higher Sharpe Ratio (1.52 vs 1.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for DJP and VOOG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer