IPDP vs. ^NDX

Last updated Jun 24, 2026

IPDP (Dividend Performers ETF) is Derivative Income fund actively managed by Innovative Portfolios, while ^NDX (NASDAQ 100 Index) is an index.

Performance

IPDP vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dividend Performers ETF (IPDP) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IPDP

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

^NDX

• 1D: -3.29%
• 1M: -0.46%
• YTD: 16.23%
• 6M: 14.69%
• 1Y: 34.27%
• 3Y*: 25.37%
• 5Y*: 15.36%
• 10Y*: 21.21%

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

IPDP vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)
IPDP Dividend Performers ETF	0.00%
^NDX NASDAQ 100 Index	19.55%

Return for Risk

IPDP vs. ^NDX — Risk / Return Rank

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

IPDP

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

^NDX

^NDX Risk / Return Rank: 66
^NDX Sharpe Ratio Rank: 63
^NDX Sortino Ratio Rank: 61
^NDX Omega Ratio Rank: 65
^NDX Calmar Ratio Rank: 72
^NDX Martin Ratio Rank: 71

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.

IPDP vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and NASDAQ 100 Index (^NDX). 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.

	IPDP	^NDX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.91	—
Sortino ratio: Return per unit of downside risk	—	2.52	—
Omega ratio: Gain probability vs. loss probability	—	1.34	—
Calmar ratio: Return relative to maximum drawdown	—	2.84	—
Martin ratio: Return relative to average drawdown	—	10.49	—

Drawdowns

IPDP vs. ^NDX - Drawdown Comparison

The maximum IPDP drawdown since its inception was 0.00%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for IPDP and ^NDX.

Drawdown Indicators

	IPDP	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-82.90%	+82.90%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.12%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.93%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.56%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.56%	—
Current Drawdown Current decline from peak	0.00%	-4.28%	+4.28%
Average Drawdown Average peak-to-trough decline	0.00%	-24.60%	+24.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.28%	—

Volatility

Volatility by Period

	IPDP	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.08%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.56%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	18.03%	-18.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	22.89%	-22.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	22.65%	-22.65%