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DNP vs. VTSMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DNPVTSMX
YTD Return-0.91%13.56%
1Y Return-12.83%25.54%
3Y Return (Ann)-1.27%8.46%
5Y Return (Ann)-0.21%13.96%
10Y Return (Ann)4.85%12.01%
Sharpe Ratio-0.802.13
Daily Std Dev16.58%11.67%
Max Drawdown-48.49%-55.38%
Current Drawdown-22.60%-0.25%

Correlation

-0.50.00.51.00.2

The correlation between DNP and VTSMX is 0.23, 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. VTSMX - Performance Comparison

In the year-to-date period, DNP achieves a -0.91% return, which is significantly lower than VTSMX's 13.56% return. Over the past 10 years, DNP has underperformed VTSMX with an annualized return of 4.85%, while VTSMX has yielded a comparatively higher 12.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%1,500.00%2,000.00%2024FebruaryMarchAprilMayJune
876.96%
2,276.59%
DNP
VTSMX

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DNP Select Income Fund Inc.

Vanguard Total Stock Market Index Fund Investor Shares

Risk-Adjusted Performance

DNP vs. VTSMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DNP Select Income Fund Inc. (DNP) and Vanguard Total Stock Market Index Fund Investor Shares (VTSMX). 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.


DNP
Sharpe ratio
The chart of Sharpe ratio for DNP, currently valued at -0.80, compared to the broader market-2.00-1.000.001.002.003.00-0.80
Sortino ratio
The chart of Sortino ratio for DNP, currently valued at -1.13, compared to the broader market-4.00-2.000.002.004.00-1.13
Omega ratio
The chart of Omega ratio for DNP, currently valued at 0.87, compared to the broader market0.501.001.502.000.87
Calmar ratio
The chart of Calmar ratio for DNP, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.55
Martin ratio
The chart of Martin ratio for DNP, currently valued at -1.34, compared to the broader market0.0010.0020.00-1.34
VTSMX
Sharpe ratio
The chart of Sharpe ratio for VTSMX, currently valued at 2.13, compared to the broader market-2.00-1.000.001.002.003.002.13
Sortino ratio
The chart of Sortino ratio for VTSMX, currently valued at 3.01, compared to the broader market-4.00-2.000.002.004.003.01
Omega ratio
The chart of Omega ratio for VTSMX, currently valued at 1.37, compared to the broader market0.501.001.502.001.37
Calmar ratio
The chart of Calmar ratio for VTSMX, currently valued at 1.75, compared to the broader market0.002.004.006.001.75
Martin ratio
The chart of Martin ratio for VTSMX, currently valued at 7.76, compared to the broader market0.0010.0020.007.76

DNP vs. VTSMX - Sharpe Ratio Comparison

The current DNP Sharpe Ratio is -0.80, which is lower than the VTSMX Sharpe Ratio of 2.13. The chart below compares the 12-month rolling Sharpe Ratio of DNP and VTSMX.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.002024FebruaryMarchAprilMayJune
-0.80
2.13
DNP
VTSMX

Dividends

DNP vs. VTSMX - Dividend Comparison

DNP's dividend yield for the trailing twelve months is around 9.63%, more than VTSMX's 1.22% yield.


TTM20232022202120202019201820172016201520142013
DNP
DNP Select Income Fund Inc.
9.63%9.20%6.93%7.18%7.60%5.79%7.50%7.22%7.62%8.71%7.39%8.28%
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
0.94%1.34%1.54%1.11%1.33%1.67%1.92%1.61%1.83%1.86%1.65%1.64%

Drawdowns

DNP vs. VTSMX - Drawdown Comparison

The maximum DNP drawdown since its inception was -48.49%, smaller than the maximum VTSMX drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for DNP and VTSMX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-22.60%
-0.25%
DNP
VTSMX

Volatility

DNP vs. VTSMX - Volatility Comparison

DNP Select Income Fund Inc. (DNP) has a higher volatility of 4.31% compared to Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) at 2.46%. This indicates that DNP's price experiences larger fluctuations and is considered to be riskier than VTSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%2024FebruaryMarchAprilMayJune
4.31%
2.46%
DNP
VTSMX