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PSECX vs. DRIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSECX vs. DRIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1789 Growth and Income Fund (PSECX) and The MP 63 Fund (DRIPX). The values are adjusted to include any dividend payments, if applicable.

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PSECX vs. DRIPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSECX
1789 Growth and Income Fund
-2.01%8.04%14.49%10.64%-10.66%25.43%0.78%23.99%-5.18%5.16%
DRIPX
The MP 63 Fund
1.34%13.89%4.75%5.93%-8.37%20.46%8.13%28.65%-5.55%18.19%

Returns By Period

In the year-to-date period, PSECX achieves a -2.01% return, which is significantly lower than DRIPX's 1.34% return. Over the past 10 years, PSECX has underperformed DRIPX with an annualized return of 6.86%, while DRIPX has yielded a comparatively higher 9.04% annualized return.


PSECX

1D
-0.05%
1M
-7.25%
YTD
-2.01%
6M
-3.71%
1Y
6.71%
3Y*
9.78%
5Y*
7.18%
10Y*
6.86%

DRIPX

1D
-0.20%
1M
-7.32%
YTD
1.34%
6M
3.72%
1Y
13.58%
3Y*
8.78%
5Y*
5.54%
10Y*
9.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSECX vs. DRIPX - Expense Ratio Comparison

PSECX has a 2.02% expense ratio, which is higher than DRIPX's 0.63% expense ratio.


Return for Risk

PSECX vs. DRIPX — Risk / Return Rank

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

PSECX
PSECX Risk / Return Rank: 2424
Overall Rank
PSECX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PSECX Sortino Ratio Rank: 2222
Sortino Ratio Rank
PSECX Omega Ratio Rank: 2020
Omega Ratio Rank
PSECX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PSECX Martin Ratio Rank: 3030
Martin Ratio Rank

DRIPX
DRIPX Risk / Return Rank: 5353
Overall Rank
DRIPX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
DRIPX Sortino Ratio Rank: 5656
Sortino Ratio Rank
DRIPX Omega Ratio Rank: 5454
Omega Ratio Rank
DRIPX Calmar Ratio Rank: 4747
Calmar Ratio Rank
DRIPX 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.

PSECX vs. DRIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1789 Growth and Income Fund (PSECX) and The MP 63 Fund (DRIPX). 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.


PSECXDRIPXDifference

Sharpe ratio

Return per unit of total volatility

0.59

1.02

-0.43

Sortino ratio

Return per unit of downside risk

0.93

1.48

-0.55

Omega ratio

Gain probability vs. loss probability

1.12

1.21

-0.09

Calmar ratio

Return relative to maximum drawdown

0.82

1.16

-0.35

Martin ratio

Return relative to average drawdown

3.31

5.11

-1.80

PSECX vs. DRIPX - Sharpe Ratio Comparison

The current PSECX Sharpe Ratio is 0.59, which is lower than the DRIPX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of PSECX and DRIPX, 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


PSECXDRIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.02

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.00

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.01

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.01

+0.52

Correlation

The correlation between PSECX and DRIPX is 0.89, 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

PSECX vs. DRIPX - Dividend Comparison

PSECX's dividend yield for the trailing twelve months is around 0.87%, less than DRIPX's 6.94% yield.


TTM20252024202320222021202020192018201720162015
PSECX
1789 Growth and Income Fund
0.87%0.85%3.88%2.71%4.60%1.53%0.27%1.16%6.78%0.59%0.31%5.12%
DRIPX
The MP 63 Fund
6.94%7.04%0.00%3.13%4.27%3.55%3.48%3.46%6.25%1.68%4.27%6.80%

Drawdowns

PSECX vs. DRIPX - Drawdown Comparison

The maximum PSECX drawdown since its inception was -31.13%, smaller than the maximum DRIPX drawdown of -96.89%. Use the drawdown chart below to compare losses from any high point for PSECX and DRIPX.


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Drawdown Indicators


PSECXDRIPXDifference

Max Drawdown

Largest peak-to-trough decline

-31.13%

-96.89%

+65.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.36%

-11.25%

+2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-18.47%

-96.89%

+78.42%

Max Drawdown (10Y)

Largest decline over 10 years

-31.13%

-96.89%

+65.76%

Current Drawdown

Current decline from peak

-7.44%

-96.04%

+88.60%

Average Drawdown

Average peak-to-trough decline

-3.90%

-10.59%

+6.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.56%

-0.49%

Volatility

PSECX vs. DRIPX - Volatility Comparison

The current volatility for 1789 Growth and Income Fund (PSECX) is 3.06%, while The MP 63 Fund (DRIPX) has a volatility of 3.50%. This indicates that PSECX experiences smaller price fluctuations and is considered to be less risky than DRIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSECXDRIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

3.50%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

7.59%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

14.46%

-1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.90%

1,509.64%

-1,497.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.17%

1,067.50%

-1,054.33%