IPDN vs. IDV

Last updated Jun 4, 2026

IPDN (Professional Diversity Network, Inc.) is a stock, while IDV (iShares International Select Dividend ETF) is Global Equities fund tracking the Dow Jones EPAC Select Dividend. Over the past 10 years, IPDN returned -38.05%/yr vs 10.28%/yr for IDV. At a 0.09 correlation, their price movements are largely independent.

Performance

IPDN vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Professional Diversity Network, Inc. (IPDN) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IPDN achieves a -40.65% return, which is significantly lower than IDV's 12.32% return. Over the past 10 years, IPDN has underperformed IDV with an annualized return of -38.05%, while IDV has yielded a comparatively higher 10.28% annualized return.

IPDN

• 1D: -3.07%
• 1M: -15.11%
• YTD: -40.65%
• 6M: -63.62%
• 1Y: -59.73%
• 3Y*: -72.17%
• 5Y*: -54.04%
• 10Y*: -38.05%

IDV

• 1D: -1.09%
• 1M: 0.90%
• YTD: 12.32%
• 6M: 15.21%
• 1Y: 36.98%
• 3Y*: 25.10%
• 5Y*: 11.95%
• 10Y*: 10.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IPDN vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IPDN Professional Diversity Network, Inc.	-40.65%	-77.20%	-75.37%	-1.93%	6.00%	-62.30%	184.62%	-9.00%	-75.55%	-62.55%
IDV iShares International Select Dividend ETF	12.32%	52.16%	4.00%	10.32%	-6.40%	12.00%	-5.94%	23.56%	-10.37%	19.74%

Correlation

The correlation between IPDN and IDV is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.09
Correlation (10Y) Calculated over the trailing 10-year period	0.09
Correlation (All Time) Calculated using the full available price history since Mar 6, 2013	0.09

Return for Risk

IPDN vs. IDV — Risk / Return Rank

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

IPDN

IPDN Risk / Return Rank: 42
IPDN Sharpe Ratio Rank: 33
IPDN Sortino Ratio Rank: 68
IPDN Omega Ratio Rank: 64
IPDN Calmar Ratio Rank: 18
IPDN Martin Ratio Rank: 25

IDV

IDV Risk / Return Rank: 83
IDV Sharpe Ratio Rank: 86
IDV Sortino Ratio Rank: 82
IDV Omega Ratio Rank: 84
IDV Calmar Ratio Rank: 81
IDV Martin Ratio Rank: 82

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.

IPDN vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Professional Diversity Network, Inc. (IPDN) and iShares International Select Dividend ETF (IDV). 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.

	IPDN	IDV	Difference
Sharpe ratio: Return per unit of total volatility	-0.20	2.90	-3.10
Sortino ratio: Return per unit of downside risk	1.64	3.75	-2.11
Omega ratio: Gain probability vs. loss probability	1.19	1.52	-0.33
Calmar ratio: Return relative to maximum drawdown	-0.64	4.36	-5.00
Martin ratio: Return relative to average drawdown	-0.84	16.67	-17.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IPDN vs. IDV - Sharpe Ratio Comparison

The current IPDN Sharpe Ratio is -0.20, which is lower than the IDV Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of IPDN and IDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IPDN	IDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.20	2.90	-3.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.32	0.77	-1.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.25	0.58	-0.82
Sharpe Ratio (All Time) Calculated using the full available price history	-0.30	0.22	-0.52

Drawdowns

IPDN vs. IDV - Drawdown Comparison

The maximum IPDN drawdown since its inception was -99.95%, which is greater than IDV's maximum drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for IPDN and IDV.

Drawdown Indicators

	IPDN	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-99.95%	-70.14%	-29.81%
Max Drawdown (1Y) Largest decline over 1 year	-93.56%	-8.52%	-85.04%
Max Drawdown (3Y) Largest decline over 3 years	-98.71%	-11.86%	-86.85%
Max Drawdown (5Y) Largest decline over 5 years	-99.24%	-29.19%	-70.05%
Max Drawdown (10Y) Largest decline over 10 years	-99.78%	-42.50%	-57.28%
Current Drawdown Current decline from peak	-99.94%	-2.80%	-97.14%
Average Drawdown Average peak-to-trough decline	-86.52%	-15.40%	-71.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	70.96%	2.22%	+68.74%

Volatility

IPDN vs. IDV - Volatility Comparison

Professional Diversity Network, Inc. (IPDN) has a higher volatility of 27.77% compared to iShares International Select Dividend ETF (IDV) at 4.32%. This indicates that IPDN's price experiences larger fluctuations and is considered to be riskier than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IPDN	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.77%	4.32%	+23.45%
Volatility (6M) Calculated over the trailing 6-month period	78.44%	10.60%	+67.84%
Volatility (1Y) Calculated over the trailing 1-year period	300.81%	12.85%	+287.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	169.85%	15.54%	+154.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	155.01%	17.94%	+137.07%

Dividends

IPDN vs. IDV - Dividend Comparison

IPDN has not paid dividends to shareholders, while IDV's dividend yield for the trailing twelve months is around 4.45%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDV iShares International Select Dividend ETF	4.45%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
IPDN Professional Diversity Network, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IPDN and IDV in my portfolio?

IPDN and IDV have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IPDN or IDV?

IPDN has higher volatility (27.77%) compared to IDV (4.32%). In terms of maximum drawdown, IPDN dropped -99.95% vs IDV's -70.14%.

Which has better risk-adjusted returns?

IDV currently has the higher Sharpe Ratio (2.90 vs -0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.