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DRIPX vs. VTWAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DRIPX and VTWAX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

DRIPX vs. VTWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The MP 63 Fund (DRIPX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
42.87%
86.30%
DRIPX
VTWAX

Key characteristics

Sharpe Ratio

DRIPX:

-0.09

VTWAX:

0.58

Sortino Ratio

DRIPX:

-0.01

VTWAX:

0.93

Omega Ratio

DRIPX:

1.00

VTWAX:

1.13

Calmar Ratio

DRIPX:

-0.07

VTWAX:

0.61

Martin Ratio

DRIPX:

-0.24

VTWAX:

2.76

Ulcer Index

DRIPX:

5.43%

VTWAX:

3.65%

Daily Std Dev

DRIPX:

15.38%

VTWAX:

17.32%

Max Drawdown

DRIPX:

-55.99%

VTWAX:

-34.20%

Current Drawdown

DRIPX:

-11.96%

VTWAX:

-6.35%

Returns By Period

In the year-to-date period, DRIPX achieves a -2.56% return, which is significantly lower than VTWAX's -1.15% return.


DRIPX

YTD

-2.56%

1M

-4.52%

6M

-8.55%

1Y

-1.22%

5Y*

7.07%

10Y*

5.56%

VTWAX

YTD

-1.15%

1M

-1.80%

6M

-1.46%

1Y

9.57%

5Y*

13.34%

10Y*

N/A

*Annualized

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DRIPX vs. VTWAX - Expense Ratio Comparison

DRIPX has a 0.63% expense ratio, which is higher than VTWAX's 0.10% expense ratio.


Expense ratio chart for DRIPX: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DRIPX: 0.63%
Expense ratio chart for VTWAX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTWAX: 0.10%

Risk-Adjusted Performance

DRIPX vs. VTWAX — Risk-Adjusted Performance Rank

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

DRIPX
The Risk-Adjusted Performance Rank of DRIPX is 1818
Overall Rank
The Sharpe Ratio Rank of DRIPX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of DRIPX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of DRIPX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of DRIPX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of DRIPX is 1818
Martin Ratio Rank

VTWAX
The Risk-Adjusted Performance Rank of VTWAX is 6666
Overall Rank
The Sharpe Ratio Rank of VTWAX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWAX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VTWAX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VTWAX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VTWAX is 6969
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.

DRIPX vs. VTWAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The MP 63 Fund (DRIPX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). 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 chart of Sharpe ratio for DRIPX, currently valued at -0.09, compared to the broader market-1.000.001.002.003.00
DRIPX: -0.09
VTWAX: 0.58
The chart of Sortino ratio for DRIPX, currently valued at -0.01, compared to the broader market-2.000.002.004.006.008.00
DRIPX: -0.01
VTWAX: 0.93
The chart of Omega ratio for DRIPX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
DRIPX: 1.00
VTWAX: 1.13
The chart of Calmar ratio for DRIPX, currently valued at -0.07, compared to the broader market0.002.004.006.008.0010.00
DRIPX: -0.07
VTWAX: 0.61
The chart of Martin ratio for DRIPX, currently valued at -0.24, compared to the broader market0.0010.0020.0030.0040.0050.00
DRIPX: -0.24
VTWAX: 2.76

The current DRIPX Sharpe Ratio is -0.09, which is lower than the VTWAX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of DRIPX and VTWAX, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.09
0.58
DRIPX
VTWAX

Dividends

DRIPX vs. VTWAX - Dividend Comparison

DRIPX's dividend yield for the trailing twelve months is around 1.98%, more than VTWAX's 1.92% yield.


TTM20242023202220212020201920182017201620152014
DRIPX
The MP 63 Fund
1.98%1.92%1.75%1.74%1.42%1.65%1.63%2.12%1.68%2.03%1.99%1.55%
VTWAX
Vanguard Total World Stock Index Fund Admiral Shares
1.92%1.93%2.06%2.16%1.79%1.64%2.29%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DRIPX vs. VTWAX - Drawdown Comparison

The maximum DRIPX drawdown since its inception was -55.99%, which is greater than VTWAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for DRIPX and VTWAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.96%
-6.35%
DRIPX
VTWAX

Volatility

DRIPX vs. VTWAX - Volatility Comparison

The current volatility for The MP 63 Fund (DRIPX) is 10.66%, while Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) has a volatility of 12.34%. This indicates that DRIPX experiences smaller price fluctuations and is considered to be less risky than VTWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.66%
12.34%
DRIPX
VTWAX