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IPFCX vs. IPFPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPFCX vs. IPFPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Poplar Forest Cornerstone Fund (IPFCX) and Poplar Forest Partners Fund (IPFPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IPFCX achieves a 11.92% return, which is significantly lower than IPFPX's 18.70% return. Over the past 10 years, IPFCX has underperformed IPFPX with an annualized return of 9.91%, while IPFPX has yielded a comparatively higher 11.33% annualized return.


IPFCX

1D
0.06%
1M
1.99%
YTD
11.92%
6M
11.51%
1Y
23.54%
3Y*
14.69%
5Y*
9.04%
10Y*
9.91%

IPFPX

1D
0.25%
1M
3.54%
YTD
18.70%
6M
17.91%
1Y
36.11%
3Y*
19.89%
5Y*
11.93%
10Y*
11.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPFCX vs. IPFPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPFCX
Poplar Forest Cornerstone Fund
11.92%16.22%6.67%6.64%-1.31%30.14%4.29%20.56%-10.49%6.01%
IPFPX
Poplar Forest Partners Fund
18.70%22.94%6.24%5.02%0.81%39.49%-1.26%21.64%-18.64%6.84%

Correlation

The correlation between IPFCX and IPFPX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2015

0.99

The correlation between IPFCX and IPFPX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

IPFCX vs. IPFPX — Risk / Return Rank

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

IPFCX
IPFCX Risk / Return Rank: 9090
Overall Rank
IPFCX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IPFCX Sortino Ratio Rank: 9393
Sortino Ratio Rank
IPFCX Omega Ratio Rank: 8585
Omega Ratio Rank
IPFCX Calmar Ratio Rank: 8989
Calmar Ratio Rank
IPFCX Martin Ratio Rank: 8989
Martin Ratio Rank

IPFPX
IPFPX Risk / Return Rank: 9090
Overall Rank
IPFPX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IPFPX Sortino Ratio Rank: 9292
Sortino Ratio Rank
IPFPX Omega Ratio Rank: 8383
Omega Ratio Rank
IPFPX Calmar Ratio Rank: 9191
Calmar Ratio Rank
IPFPX Martin Ratio Rank: 9090
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.

IPFCX vs. IPFPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Poplar Forest Cornerstone Fund (IPFCX) and Poplar Forest Partners Fund (IPFPX). 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.


IPFCXIPFPXDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.53

1.51

+0.03

Calmar ratioReturn relative to maximum drawdown

4.28

4.48

-0.20

Martin ratioReturn relative to average drawdown

16.22

16.80

-0.59

IPFCX vs. IPFPX - Sharpe Ratio Comparison

The current IPFCX Sharpe Ratio is 2.92, which is comparable to the IPFPX Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of IPFCX and IPFPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IPFCX vs. IPFPX - Drawdown Comparison

The maximum IPFCX drawdown since its inception was -32.10%, smaller than the maximum IPFPX drawdown of -47.77%. Use the drawdown chart below to compare losses from any high point for IPFCX and IPFPX.


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Drawdown Indicators


IPFCXIPFPXDifference

Max Drawdown

Largest peak-to-trough decline

-32.10%

-47.77%

+15.67%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-8.31%

+2.64%

Max Drawdown (3Y)

Largest decline over 3 years

-9.33%

-14.15%

+4.82%

Max Drawdown (5Y)

Largest decline over 5 years

-14.33%

-17.94%

+3.61%

Max Drawdown (10Y)

Largest decline over 10 years

-32.10%

-47.77%

+15.67%

Current Drawdown

Current decline from peak

-1.07%

-1.36%

+0.29%

Average Drawdown

Average peak-to-trough decline

-4.05%

-6.67%

+2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

2.21%

-0.72%

Volatility

IPFCX vs. IPFPX - Volatility Comparison

The current volatility for Poplar Forest Cornerstone Fund (IPFCX) is 2.77%, while Poplar Forest Partners Fund (IPFPX) has a volatility of 4.16%. This indicates that IPFCX experiences smaller price fluctuations and is considered to be less risky than IPFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPFCXIPFPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

4.16%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

6.34%

9.46%

-3.12%

Volatility (1Y)

Calculated over the trailing 1-year period

8.33%

12.66%

-4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.17%

15.96%

-4.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.60%

19.86%

-6.26%

IPFCX vs. IPFPX - Expense Ratio Comparison

IPFCX has a 0.90% expense ratio, which is lower than IPFPX's 0.95% expense ratio.


Dividends

IPFCX vs. IPFPX - Dividend Comparison

IPFCX's dividend yield for the trailing twelve months is around 8.41%, more than IPFPX's 7.98% yield.


PositionTTM20252024202320222021202020192018201720162015
IPFCX
Poplar Forest Cornerstone Fund
8.41%9.41%7.31%4.20%8.55%12.98%1.94%7.73%5.24%2.35%3.78%4.78%
IPFPX
Poplar Forest Partners Fund
7.98%9.47%10.86%3.89%6.17%14.47%2.41%1.64%12.47%5.01%2.19%0.94%

Frequently Asked Questions


With a correlation of 0.99, IPFCX and IPFPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IPFPX has higher volatility (4.16%) compared to IPFCX (2.77%). In terms of maximum drawdown, IPFCX dropped -32.10% vs IPFPX's -47.77%.

IPFPX currently has the higher Sharpe Ratio (2.95 vs 2.92), 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.

Portfolio Optimizer

Find the right allocation for IPFCX and IPFPX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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