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IPDP vs. MAIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPDP vs. MAIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dividend Performers ETF (IPDP) and Main Street Capital Corporation (MAIN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IPDP

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*

MAIN

1D
-0.62%
1M
2.06%
6M
-9.98%
YTD
-9.14%
1Y
-10.19%
3Y*
17.86%
5Y*
13.40%
10Y*
13.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPDP vs. MAIN - Yearly Performance Comparison


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Return for Risk

IPDP vs. MAIN — 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.


MAIN
MAIN Risk / Return Rank: 2727
Overall Rank
MAIN Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MAIN Sortino Ratio Rank: 2424
Sortino Ratio Rank
MAIN Omega Ratio Rank: 2424
Omega Ratio Rank
MAIN Calmar Ratio Rank: 2929
Calmar Ratio Rank
MAIN Martin Ratio Rank: 2828
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.

IPDP vs. MAIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and Main Street Capital Corporation (MAIN). 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.


IPDPMAINDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.95

Calmar ratioReturn relative to maximum drawdown

-0.46

Martin ratioReturn relative to average drawdown

-0.83

IPDP vs. MAIN - Sharpe Ratio Comparison


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Drawdowns

IPDP vs. MAIN - Drawdown Comparison


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Drawdown Indicators


IPDPMAINDifference

Max Drawdown

Largest peak-to-trough decline

-64.53%

Max Drawdown (1Y)

Largest decline over 1 year

-22.43%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

Max Drawdown (10Y)

Largest decline over 10 years

-64.53%

Current Drawdown

Current decline from peak

-16.60%

Average Drawdown

Average peak-to-trough decline

-7.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.32%

Volatility

IPDP vs. MAIN - Volatility Comparison


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Volatility by Period


IPDPMAINDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

Volatility (6M)

Calculated over the trailing 6-month period

19.82%

Volatility (1Y)

Calculated over the trailing 1-year period

25.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.33%

Dividends

IPDP vs. MAIN - Dividend Comparison

IPDP has not paid dividends to shareholders, while MAIN's dividend yield for the trailing twelve months is around 8.19%.


PositionTTM20252024202320222021202020192018201720162015
IPDP
Dividend Performers ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MAIN
Main Street Capital Corporation
8.19%7.00%7.02%8.55%7.97%5.74%6.99%6.76%8.43%7.49%7.42%9.15%
Portfolio Optimizer

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