DJP vs. VOOG
Compare and contrast key facts about iPath Bloomberg Commodity Index Total Return ETN (DJP) and Vanguard S&P 500 Growth ETF (VOOG).
DJP and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJP is a passively managed fund by Barclays Capital that tracks the performance of the Bloomberg Commodity Index. It was launched on Jun 6, 2006. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both DJP and VOOG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DJP or VOOG.
Key characteristics
| DJP | VOOG | |
|---|---|---|
| YTD Return | 4.38% | 7.71% |
| 1Y Return | 3.56% | 27.24% |
| 3Y Return (Ann) | 6.90% | 6.05% |
| 5Y Return (Ann) | 7.36% | 13.80% |
| 10Y Return (Ann) | -2.33% | 13.90% |
| Sharpe Ratio | 0.14 | 1.86 |
| Daily Std Dev | 13.39% | 13.92% |
| Max Drawdown | -78.35% | -32.73% |
| Current Drawdown | -56.63% | -5.04% |
Correlation
The correlation between DJP and VOOG is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DJP vs. VOOG - Performance Comparison
In the year-to-date period, DJP achieves a 4.38% return, which is significantly lower than VOOG's 7.71% return. Over the past 10 years, DJP has underperformed VOOG with an annualized return of -2.33%, while VOOG has yielded a comparatively higher 13.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DJP vs. VOOG - Expense Ratio Comparison
DJP has a 0.70% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Risk-Adjusted Performance
DJP vs. VOOG - Risk-Adjusted Performance 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.
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 0.91%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.91% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
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. For additional features, visit the drawdowns tool.
Volatility
DJP vs. VOOG - Volatility Comparison
The current volatility for iPath Bloomberg Commodity Index Total Return ETN (DJP) is 3.36%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.50%. 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.