IPDN vs. IDV
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 -38.50%/yr vs 10.63%/yr for IDV. At a 0.09 correlation, their price movements are largely independent.
Performance
IPDN vs. IDV - Performance Comparison
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Returns By Period
In the year-to-date period, IPDN achieves a -46.78% return, which is significantly lower than IDV's 9.00% return. Over the past 10 years, IPDN has underperformed IDV with an annualized return of -38.50%, while IDV has yielded a comparatively higher 10.63% annualized return.
IPDN
- 1D
- 0.95%
- 1M
- -9.23%
- YTD
- -46.78%
- 6M
- -59.55%
- 1Y
- -59.82%
- 3Y*
- -75.21%
- 5Y*
- -55.51%
- 10Y*
- -38.50%
IDV
- 1D
- -1.21%
- 1M
- -4.79%
- YTD
- 9.00%
- 6M
- 9.11%
- 1Y
- 30.43%
- 3Y*
- 24.49%
- 5Y*
- 11.78%
- 10Y*
- 10.63%
IPDN vs. IDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IPDN Professional Diversity Network, Inc. | -46.78% | -77.20% | -75.37% | -1.93% | 6.00% | -62.30% | 184.62% | -9.00% | -75.55% | -62.55% |
IDV iShares International Select Dividend ETF | 9.00% | 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 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2013 | 0.09 |
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Return for Risk
IPDN vs. IDV — Risk / Return Rank
IPDN
IDV
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.
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.
| IPDN | IDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.42 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 3.59 | -4.23 |
| Martin ratioReturn relative to average drawdown | -0.81 | 12.85 | -13.66 |
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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.
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Drawdown Indicators
| IPDN | IDV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -99.95% | -5.67% | -94.28% |
Average DrawdownAverage peak-to-trough decline | -86.99% | -15.36% | -71.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 73.99% | 2.37% | +71.62% |
Volatility
IPDN vs. IDV - Volatility Comparison
Professional Diversity Network, Inc. (IPDN) has a higher volatility of 20.68% compared to iShares International Select Dividend ETF (IDV) at 3.96%. 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.
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Volatility by Period
| IPDN | IDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.68% | 3.96% | +16.72% |
Volatility (6M)Calculated over the trailing 6-month period | 77.40% | 11.11% | +66.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 300.62% | 13.18% | +287.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 169.68% | 15.59% | +154.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 154.92% | 17.70% | +137.22% |
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 5.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 5.45% | 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
IPDN and IDV have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IPDN has higher volatility (20.68%) compared to IDV (3.96%). In terms of maximum drawdown, IPDN dropped -99.95% vs IDV's -70.14%.
IDV currently has the higher Sharpe Ratio (2.32 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.
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