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IPFPX vs. IPFCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPFPX vs. IPFCX - Performance Comparison

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

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IPFPX vs. IPFCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPFPX
Poplar Forest Partners Fund
-0.09%22.94%6.24%5.02%0.81%39.49%-1.26%21.64%-18.64%6.84%
IPFCX
Poplar Forest Cornerstone Fund
-0.13%16.22%6.67%6.64%-1.31%30.14%4.29%20.56%-10.49%6.01%

Returns By Period

In the year-to-date period, IPFPX achieves a -0.09% return, which is significantly higher than IPFCX's -0.13% return. Over the past 10 years, IPFPX has outperformed IPFCX with an annualized return of 9.40%, while IPFCX has yielded a comparatively lower 8.76% annualized return.


IPFPX

1D
0.35%
1M
-5.57%
YTD
-0.09%
6M
4.14%
1Y
15.62%
3Y*
11.99%
5Y*
9.48%
10Y*
9.40%

IPFCX

1D
0.27%
1M
-4.01%
YTD
-0.13%
6M
3.03%
1Y
11.45%
3Y*
9.78%
5Y*
7.75%
10Y*
8.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPFPX vs. IPFCX - Expense Ratio Comparison

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


Return for Risk

IPFPX vs. IPFCX — Risk / Return Rank

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

IPFPX
IPFPX Risk / Return Rank: 5050
Overall Rank
IPFPX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IPFPX Sortino Ratio Rank: 5252
Sortino Ratio Rank
IPFPX Omega Ratio Rank: 4848
Omega Ratio Rank
IPFPX Calmar Ratio Rank: 4949
Calmar Ratio Rank
IPFPX Martin Ratio Rank: 4747
Martin Ratio Rank

IPFCX
IPFCX Risk / Return Rank: 5757
Overall Rank
IPFCX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IPFCX Sortino Ratio Rank: 6161
Sortino Ratio Rank
IPFCX Omega Ratio Rank: 5555
Omega Ratio Rank
IPFCX Calmar Ratio Rank: 5555
Calmar Ratio Rank
IPFCX Martin Ratio Rank: 5252
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.

IPFPX vs. IPFCX - Risk-Adjusted Trends Comparison

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


IPFPXIPFCXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.14

-0.15

Sortino ratio

Return per unit of downside risk

1.43

1.61

-0.18

Omega ratio

Gain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratio

Return relative to maximum drawdown

1.19

1.33

-0.14

Martin ratio

Return relative to average drawdown

4.67

5.18

-0.51

IPFPX vs. IPFCX - Sharpe Ratio Comparison

The current IPFPX Sharpe Ratio is 0.99, which is comparable to the IPFCX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of IPFPX and IPFCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IPFPXIPFCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.14

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.69

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.65

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.58

-0.05

Correlation

The correlation between IPFPX and IPFCX is 0.99, 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.


Dividends

IPFPX vs. IPFCX - Dividend Comparison

IPFPX's dividend yield for the trailing twelve months is around 9.48%, which matches IPFCX's 9.42% yield.


TTM20252024202320222021202020192018201720162015
IPFPX
Poplar Forest Partners Fund
9.48%9.47%10.86%3.89%6.17%14.47%2.41%1.64%12.47%5.01%2.19%0.94%
IPFCX
Poplar Forest Cornerstone Fund
9.42%9.41%7.31%4.20%8.55%12.98%1.94%7.73%5.24%2.35%3.78%4.78%

Drawdowns

IPFPX vs. IPFCX - Drawdown Comparison

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


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Drawdown Indicators


IPFPXIPFCXDifference

Max Drawdown

Largest peak-to-trough decline

-47.77%

-32.10%

-15.67%

Max Drawdown (1Y)

Largest decline over 1 year

-12.67%

-8.49%

-4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-17.94%

-14.33%

-3.61%

Max Drawdown (10Y)

Largest decline over 10 years

-47.77%

-32.10%

-15.67%

Current Drawdown

Current decline from peak

-7.23%

-5.00%

-2.23%

Average Drawdown

Average peak-to-trough decline

-6.75%

-4.12%

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.19%

+1.05%

Volatility

IPFPX vs. IPFCX - Volatility Comparison

Poplar Forest Partners Fund (IPFPX) has a higher volatility of 3.83% compared to Poplar Forest Cornerstone Fund (IPFCX) at 2.53%. This indicates that IPFPX's price experiences larger fluctuations and is considered to be riskier than IPFCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPFPXIPFCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

2.53%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

5.90%

+3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

10.47%

+6.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

11.29%

+4.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.86%

13.59%

+6.27%