DRIPX vs. VTWAX
Compare and contrast key facts about The MP 63 Fund (DRIPX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX).
DRIPX is managed by MP 63. It was launched on Mar 1, 1999. VTWAX is managed by Vanguard. It was launched on Feb 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DRIPX or VTWAX.
Performance
DRIPX vs. VTWAX - Performance Comparison
Returns By Period
In the year-to-date period, DRIPX achieves a 14.03% return, which is significantly lower than VTWAX's 16.60% return.
DRIPX
14.03%
-2.40%
4.79%
21.31%
8.30%
8.80%
VTWAX
16.60%
-1.27%
6.30%
24.78%
10.79%
N/A
Key characteristics
| DRIPX | VTWAX | |
|---|---|---|
| Sharpe Ratio | 2.18 | 2.13 |
| Sortino Ratio | 3.11 | 2.90 |
| Omega Ratio | 1.39 | 1.38 |
| Calmar Ratio | 2.20 | 3.05 |
| Martin Ratio | 13.41 | 13.77 |
| Ulcer Index | 1.62% | 1.79% |
| Daily Std Dev | 9.95% | 11.58% |
| Max Drawdown | -54.71% | -34.20% |
| Current Drawdown | -2.40% | -2.60% |
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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.
Correlation
The correlation between DRIPX and VTWAX is 0.87, 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.
Risk-Adjusted Performance
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.
Dividends
DRIPX vs. VTWAX - Dividend Comparison
DRIPX's dividend yield for the trailing twelve months is around 1.54%, less than VTWAX's 1.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRIPX The MP 63 Fund | 1.54% | 1.75% | 1.74% | 1.42% | 1.65% | 1.63% | 2.12% | 1.68% | 2.03% | 1.99% | 1.55% | 1.56% |
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 1.85% | 2.06% | 2.16% | 1.79% | 1.64% | 2.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DRIPX vs. VTWAX - Drawdown Comparison
The maximum DRIPX drawdown since its inception was -54.71%, 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.
Volatility
DRIPX vs. VTWAX - Volatility Comparison
The MP 63 Fund (DRIPX) has a higher volatility of 3.48% compared to Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) at 3.28%. This indicates that DRIPX's price experiences larger fluctuations and is considered to be riskier than VTWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.