DNP vs. DHS
Compare and contrast key facts about DNP Select Income Fund Inc. (DNP) and WisdomTree US High Dividend Fund (DHS).
DHS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. High Dividend Index. It was launched on Jun 16, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DNP or DHS.
Key characteristics
| DNP | DHS | |
|---|---|---|
| YTD Return | 22.98% | 20.30% |
| 1Y Return | 11.38% | 27.32% |
| 3Y Return (Ann) | 4.54% | 11.12% |
| 5Y Return (Ann) | 2.18% | 9.53% |
| 10Y Return (Ann) | 7.17% | 9.21% |
| Sharpe Ratio | 0.59 | 2.22 |
| Sortino Ratio | 0.97 | 3.12 |
| Omega Ratio | 1.11 | 1.39 |
| Calmar Ratio | 0.38 | 1.95 |
| Martin Ratio | 1.78 | 13.32 |
| Ulcer Index | 5.22% | 2.14% |
| Daily Std Dev | 15.93% | 12.80% |
| Max Drawdown | -48.49% | -67.25% |
| Current Drawdown | -3.94% | 0.00% |
Correlation
The correlation between DNP and DHS is 0.37, 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
DNP vs. DHS - Performance Comparison
In the year-to-date period, DNP achieves a 22.98% return, which is significantly higher than DHS's 20.30% return. Over the past 10 years, DNP has underperformed DHS with an annualized return of 7.17%, while DHS has yielded a comparatively higher 9.21% 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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Risk-Adjusted Performance
DNP vs. DHS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DNP Select Income Fund Inc. (DNP) and WisdomTree US High Dividend Fund (DHS). 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
DNP vs. DHS - Dividend Comparison
DNP's dividend yield for the trailing twelve months is around 7.98%, more than DHS's 3.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DNP DNP Select Income Fund Inc. | 7.98% | 9.20% | 6.93% | 7.18% | 7.60% | 5.79% | 7.50% | 7.22% | 7.62% | 8.71% | 7.39% | 8.28% |
DHS WisdomTree US High Dividend Fund | 3.59% | 4.31% | 3.42% | 3.29% | 4.14% | 3.69% | 3.76% | 3.00% | 3.25% | 3.53% | 2.91% | 3.20% |
Drawdowns
DNP vs. DHS - Drawdown Comparison
The maximum DNP drawdown since its inception was -48.49%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for DNP and DHS. For additional features, visit the drawdowns tool.
Volatility
DNP vs. DHS - Volatility Comparison
DNP Select Income Fund Inc. (DNP) has a higher volatility of 4.89% compared to WisdomTree US High Dividend Fund (DHS) at 2.71%. This indicates that DNP's price experiences larger fluctuations and is considered to be riskier than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.