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IPDP vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IPDP and VOO is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

IPDP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dividend Performers ETF (IPDP) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

25.00%30.00%35.00%40.00%45.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
39.39%
45.88%
IPDP
VOO

Key characteristics

Sharpe Ratio

IPDP:

1.25

VOO:

2.04

Sortino Ratio

IPDP:

1.77

VOO:

2.72

Omega Ratio

IPDP:

1.23

VOO:

1.38

Calmar Ratio

IPDP:

2.20

VOO:

3.02

Martin Ratio

IPDP:

7.79

VOO:

13.60

Ulcer Index

IPDP:

2.32%

VOO:

1.88%

Daily Std Dev

IPDP:

14.44%

VOO:

12.52%

Max Drawdown

IPDP:

-31.85%

VOO:

-33.99%

Current Drawdown

IPDP:

-8.20%

VOO:

-3.52%

Returns By Period

In the year-to-date period, IPDP achieves a 17.17% return, which is significantly lower than VOO's 24.65% return.


IPDP

YTD

17.17%

1M

-4.89%

6M

5.55%

1Y

17.51%

5Y*

N/A

10Y*

N/A

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IPDP vs. VOO - Expense Ratio Comparison

IPDP has a 1.52% expense ratio, which is higher than VOO's 0.03% expense ratio.


IPDP
Dividend Performers ETF
Expense ratio chart for IPDP: current value at 1.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.52%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

IPDP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for IPDP, currently valued at 1.25, compared to the broader market0.002.004.001.252.04
The chart of Sortino ratio for IPDP, currently valued at 1.77, compared to the broader market-2.000.002.004.006.008.0010.001.772.72
The chart of Omega ratio for IPDP, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.38
The chart of Calmar ratio for IPDP, currently valued at 2.20, compared to the broader market0.005.0010.0015.002.203.02
The chart of Martin ratio for IPDP, currently valued at 7.79, compared to the broader market0.0020.0040.0060.0080.00100.007.7913.60
IPDP
VOO

The current IPDP Sharpe Ratio is 1.25, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of IPDP and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.25
2.04
IPDP
VOO

Dividends

IPDP vs. VOO - Dividend Comparison

IPDP's dividend yield for the trailing twelve months is around 3.81%, more than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
IPDP
Dividend Performers ETF
3.81%1.88%2.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

IPDP vs. VOO - Drawdown Comparison

The maximum IPDP drawdown since its inception was -31.85%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IPDP and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.20%
-3.52%
IPDP
VOO

Volatility

IPDP vs. VOO - Volatility Comparison

Dividend Performers ETF (IPDP) has a higher volatility of 4.35% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that IPDP's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.35%
3.58%
IPDP
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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