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HEMI vs. IPDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEMI vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Equity Premium Income ETF (HEMI) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


HEMI

1D
0.07%
1M
-1.03%
YTD
5.99%
6M
5.10%
1Y
3Y*
5Y*
10Y*

IPDP

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEMI vs. IPDP - Yearly Performance Comparison


HEMI vs. IPDP - Sectors Allocation Comparison


Sectors
HEMI
IPDP

Technology

38.3%
13.1%

Communication Services

12.8%

-

Financial Services

10.9%
18.6%

Consumer Cyclical

10.2%
3.6%

Industrials

8.7%
45.1%

Healthcare

7.1%
13.6%

Consumer Defensive

3.3%
3.9%

Energy

3.1%

-

Utilities

2.4%

-

Basic Materials

2.2%
1.5%

Real Estate

1.2%

-

Technology

HEMI
38.3%
IPDP
13.1%

Communication Services

HEMI
12.8%
IPDP

-

Financial Services

HEMI
10.9%
IPDP
18.6%

Consumer Cyclical

HEMI
10.2%
IPDP
3.6%

Industrials

HEMI
8.7%
IPDP
45.1%

Healthcare

HEMI
7.1%
IPDP
13.6%

Consumer Defensive

HEMI
3.3%
IPDP
3.9%

Energy

HEMI
3.1%
IPDP

-

Utilities

HEMI
2.4%
IPDP

-

Basic Materials

HEMI
2.2%
IPDP
1.5%

Real Estate

HEMI
1.2%
IPDP

-

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Return for Risk

HEMI vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Equity Premium Income ETF (HEMI) and Dividend Performers ETF (IPDP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

HEMI vs. IPDP - Sharpe Ratio Comparison


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Drawdowns

HEMI vs. IPDP - Drawdown Comparison

The maximum HEMI drawdown since its inception was -7.80%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for HEMI and IPDP.


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Drawdown Indicators


HEMIIPDPDifference

Max Drawdown

Largest peak-to-trough decline

-7.80%

0.00%

-7.80%

Current Drawdown

Current decline from peak

-2.71%

0.00%

-2.71%

Average Drawdown

Average peak-to-trough decline

-1.36%

0.00%

-1.36%

Volatility

HEMI vs. IPDP - Volatility Comparison


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Volatility by Period


HEMIIPDPDifference

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

0.00%

+13.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.58%

0.00%

+13.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.58%

0.00%

+13.58%

HEMI vs. IPDP - Expense Ratio Comparison

HEMI has a 0.49% expense ratio, which is lower than IPDP's 1.52% expense ratio.


Dividends

HEMI vs. IPDP - Dividend Comparison

HEMI's dividend yield for the trailing twelve months is around 3.54%, while IPDP has not paid dividends to shareholders.


Frequently Asked Questions


On fees, HEMI is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEMI is cheaper with a 0.49% expense ratio, compared with 1.52% for IPDP.

HEMI has the higher dividend yield at 3.54%, compared with 0.00% for IPDP.

They also come from different issuers: Hartford Funds and Innovative Portfolios. Their fees differ too: 0.49% for HEMI and 1.52% for IPDP.

Portfolio Optimizer

Find the right allocation for HEMI and IPDP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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