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DJP vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DJP and VOOG is 0.32, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Bloomberg Commodity Index Total Return ETN (DJP) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%December2025FebruaryMarchAprilMay
-17.21%
728.03%
DJP
VOOG

Key characteristics

Sharpe Ratio

DJP:

0.28

VOOG:

0.64

Sortino Ratio

DJP:

0.44

VOOG:

1.02

Omega Ratio

DJP:

1.05

VOOG:

1.14

Calmar Ratio

DJP:

0.06

VOOG:

0.71

Martin Ratio

DJP:

0.56

VOOG:

2.38

Ulcer Index

DJP:

6.59%

VOOG:

6.58%

Daily Std Dev

DJP:

15.84%

VOOG:

24.78%

Max Drawdown

DJP:

-78.35%

VOOG:

-32.73%

Current Drawdown

DJP:

-54.01%

VOOG:

-8.78%

Returns By Period

In the year-to-date period, DJP achieves a 4.80% return, which is significantly higher than VOOG's -4.07% return. Over the past 10 years, DJP has underperformed VOOG with an annualized return of 1.36%, while VOOG has yielded a comparatively higher 14.24% annualized return.


DJP

YTD

4.80%

1M

5.92%

6M

4.67%

1Y

4.34%

5Y*

15.01%

10Y*

1.36%

VOOG

YTD

-4.07%

1M

17.21%

6M

-3.28%

1Y

15.76%

5Y*

16.17%

10Y*

14.24%

*Annualized

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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 Rank

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

DJP
The Risk-Adjusted Performance Rank of DJP is 3333
Overall Rank
The Sharpe Ratio Rank of DJP is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of DJP is 3535
Sortino Ratio Rank
The Omega Ratio Rank of DJP is 3232
Omega Ratio Rank
The Calmar Ratio Rank of DJP is 2525
Calmar Ratio Rank
The Martin Ratio Rank of DJP is 3232
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 6868
Overall Rank
The Sharpe Ratio Rank of VOOG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current DJP Sharpe Ratio is 0.28, which is lower than the VOOG Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of DJP and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.28
0.64
DJP
VOOG

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 0.58%.


TTM20242023202220212020201920182017201620152014
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
0.58%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

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.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-36.68%
-8.78%
DJP
VOOG

Volatility

DJP vs. VOOG - Volatility Comparison

The current volatility for iPath Bloomberg Commodity Index Total Return ETN (DJP) is 5.91%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 13.31%. 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.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
5.91%
13.31%
DJP
VOOG