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DPG vs. FUTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DPG vs. FUTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Duff & Phelps Utility and Infrastructure Fund Inc (DPG) and Fidelity MSCI Utilities Index ETF (FUTY). The values are adjusted to include any dividend payments, if applicable.

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DPG vs. FUTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DPG
Duff & Phelps Utility and Infrastructure Fund Inc
16.75%16.33%38.22%-25.07%3.15%30.37%-8.91%40.68%-15.84%9.12%
FUTY
Fidelity MSCI Utilities Index ETF
8.19%16.40%23.20%-7.46%1.12%17.53%-0.80%24.89%4.36%12.52%

Returns By Period

In the year-to-date period, DPG achieves a 16.75% return, which is significantly higher than FUTY's 8.19% return. Over the past 10 years, DPG has underperformed FUTY with an annualized return of 8.85%, while FUTY has yielded a comparatively higher 9.67% annualized return.


DPG

1D
1.25%
1M
-1.20%
YTD
16.75%
6M
15.92%
1Y
27.54%
3Y*
11.58%
5Y*
10.89%
10Y*
8.85%

FUTY

1D
0.49%
1M
-2.11%
YTD
8.19%
6M
5.65%
1Y
19.31%
3Y*
13.99%
5Y*
10.62%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DPG vs. FUTY - Expense Ratio Comparison

DPG has a 2.26% expense ratio, which is higher than FUTY's 0.08% expense ratio.


Return for Risk

DPG vs. FUTY — Risk / Return Rank

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

DPG
DPG Risk / Return Rank: 8585
Overall Rank
DPG Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DPG Sortino Ratio Rank: 8181
Sortino Ratio Rank
DPG Omega Ratio Rank: 8383
Omega Ratio Rank
DPG Calmar Ratio Rank: 8484
Calmar Ratio Rank
DPG Martin Ratio Rank: 9191
Martin Ratio Rank

FUTY
FUTY Risk / Return Rank: 6565
Overall Rank
FUTY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FUTY Sortino Ratio Rank: 6565
Sortino Ratio Rank
FUTY Omega Ratio Rank: 6060
Omega Ratio Rank
FUTY Calmar Ratio Rank: 7979
Calmar Ratio Rank
FUTY Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DPG vs. FUTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Duff & Phelps Utility and Infrastructure Fund Inc (DPG) and Fidelity MSCI Utilities Index ETF (FUTY). 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.


DPGFUTYDifference

Sharpe ratio

Return per unit of total volatility

1.67

1.25

+0.42

Sortino ratio

Return per unit of downside risk

2.15

1.70

+0.45

Omega ratio

Gain probability vs. loss probability

1.35

1.23

+0.12

Calmar ratio

Return relative to maximum drawdown

2.17

2.20

-0.03

Martin ratio

Return relative to average drawdown

11.11

5.24

+5.86

DPG vs. FUTY - Sharpe Ratio Comparison

The current DPG Sharpe Ratio is 1.67, which is higher than the FUTY Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of DPG and FUTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DPGFUTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.25

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.63

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.51

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.58

-0.32

Correlation

The correlation between DPG and FUTY is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DPG vs. FUTY - Dividend Comparison

DPG's dividend yield for the trailing twelve months is around 5.75%, more than FUTY's 2.49% yield.


TTM20252024202320222021202020192018201720162015
DPG
Duff & Phelps Utility and Infrastructure Fund Inc
5.75%6.61%7.19%12.21%10.36%9.70%11.48%9.21%11.81%9.02%9.03%9.50%
FUTY
Fidelity MSCI Utilities Index ETF
2.49%2.67%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%

Drawdowns

DPG vs. FUTY - Drawdown Comparison

The maximum DPG drawdown since its inception was -64.61%, which is greater than FUTY's maximum drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for DPG and FUTY.


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Drawdown Indicators


DPGFUTYDifference

Max Drawdown

Largest peak-to-trough decline

-64.61%

-36.44%

-28.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-8.93%

-3.76%

Max Drawdown (5Y)

Largest decline over 5 years

-41.11%

-25.11%

-16.00%

Max Drawdown (10Y)

Largest decline over 10 years

-64.61%

-36.44%

-28.17%

Current Drawdown

Current decline from peak

-1.20%

-2.76%

+1.56%

Average Drawdown

Average peak-to-trough decline

-10.50%

-6.06%

-4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

3.75%

-1.27%

Volatility

DPG vs. FUTY - Volatility Comparison

Duff & Phelps Utility and Infrastructure Fund Inc (DPG) and Fidelity MSCI Utilities Index ETF (FUTY) have volatilities of 5.20% and 5.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPGFUTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

5.03%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

10.15%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.61%

15.52%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.14%

16.93%

+4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.04%

18.99%

+10.05%