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ICPY vs. GRID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICPY vs. GRID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tweedy, Browne International Insider + Value ETF (ICPY) and First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ICPY having a 17.30% return and GRID slightly lower at 16.65%.


ICPY

1D
0.51%
1M
2.06%
6M
13.08%
YTD
17.30%
1Y
3Y*
5Y*
10Y*

GRID

1D
-2.72%
1M
-7.15%
6M
13.35%
YTD
16.65%
1Y
28.47%
3Y*
19.44%
5Y*
15.52%
10Y*
18.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICPY vs. GRID - Yearly Performance Comparison


Correlation

The correlation between ICPY and GRID is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 10, 2025

0.58

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Return for Risk

ICPY vs. GRID — Risk / Return Rank

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

ICPY

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


GRID
GRID Risk / Return Rank: 4949
Overall Rank
GRID Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GRID Sortino Ratio Rank: 4141
Sortino Ratio Rank
GRID Omega Ratio Rank: 4242
Omega Ratio Rank
GRID Calmar Ratio Rank: 6060
Calmar Ratio Rank
GRID Martin Ratio Rank: 5555
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.

ICPY vs. GRID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne International Insider + Value ETF (ICPY) and First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID). 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.


ICPYGRIDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

2.44

Martin ratioReturn relative to average drawdown

7.60

ICPY vs. GRID - Sharpe Ratio Comparison


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Drawdowns

ICPY vs. GRID - Drawdown Comparison

The maximum ICPY drawdown since its inception was -8.86%, smaller than the maximum GRID drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for ICPY and GRID.


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Drawdown Indicators


ICPYGRIDDifference

Max Drawdown

Largest peak-to-trough decline

-8.86%

-40.56%

+31.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

Current Drawdown

Current decline from peak

0.00%

-10.72%

+10.72%

Average Drawdown

Average peak-to-trough decline

-1.53%

-8.41%

+6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

Volatility

ICPY vs. GRID - Volatility Comparison


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Volatility by Period


ICPYGRIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.76%

Volatility (6M)

Calculated over the trailing 6-month period

19.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.77%

22.18%

-7.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

21.54%

-6.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.77%

22.71%

-7.94%

ICPY vs. GRID - Expense Ratio Comparison

ICPY has a 0.80% expense ratio, which is higher than GRID's 0.70% expense ratio.


Dividends

ICPY vs. GRID - Dividend Comparison

ICPY's dividend yield for the trailing twelve months is around 3.89%, more than GRID's 0.80% yield.


PositionTTM20252024202320222021202020192018201720162015
GRID
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
0.80%1.01%1.06%1.23%1.26%0.63%0.68%1.26%1.28%1.07%1.07%1.23%
ICPY
Tweedy, Browne International Insider + Value ETF
3.89%4.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ICPY and GRID have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GRID is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GRID is cheaper with a 0.70% expense ratio, compared with 0.80% for ICPY.

ICPY has the higher dividend yield at 3.89%, compared with 0.80% for GRID.

ICPY is categorized as Foreign Large Cap Equities, while GRID is Alternative Energy Equities. They also come from different issuers: Tweedy, Browne and First Trust. Their fees differ too: 0.80% for ICPY and 0.70% for GRID.

Portfolio Optimizer

Find the right allocation for ICPY and GRID

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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