TFPN vs. VIG
Compare and contrast key facts about Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) and Vanguard Dividend Appreciation ETF (VIG).
TFPN and VIG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TFPN is an actively managed fund by Tidal ETFs. It was launched on Jul 11, 2023. VIG is a passively managed fund by Vanguard that tracks the performance of the NASDAQ US Dividend Achievers Select Index. It was launched on Apr 21, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TFPN or VIG.
Key characteristics
| TFPN | VIG | |
|---|---|---|
| YTD Return | 3.00% | 20.77% |
| 1Y Return | 1.80% | 31.87% |
| Sharpe Ratio | 0.15 | 3.08 |
| Sortino Ratio | 0.28 | 4.32 |
| Omega Ratio | 1.04 | 1.57 |
| Calmar Ratio | 0.18 | 5.47 |
| Martin Ratio | 0.41 | 20.34 |
| Ulcer Index | 4.46% | 1.52% |
| Daily Std Dev | 12.32% | 10.07% |
| Max Drawdown | -10.46% | -46.81% |
| Current Drawdown | -4.20% | 0.00% |
Correlation
The correlation between TFPN and VIG is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TFPN vs. VIG - Performance Comparison
In the year-to-date period, TFPN achieves a 3.00% return, which is significantly lower than VIG's 20.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TFPN vs. VIG - Expense Ratio Comparison
TFPN has a 1.10% expense ratio, which is higher than VIG's 0.06% expense ratio.
Risk-Adjusted Performance
TFPN vs. VIG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) and Vanguard Dividend Appreciation ETF (VIG). 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.
Dividends
TFPN vs. VIG - Dividend Comparison
TFPN's dividend yield for the trailing twelve months is around 0.96%, less than VIG's 1.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TFPN Blueprint Chesapeake Multi-Asset Trend ETF | 0.96% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIG Vanguard Dividend Appreciation ETF | 1.68% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
Drawdowns
TFPN vs. VIG - Drawdown Comparison
The maximum TFPN drawdown since its inception was -10.46%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for TFPN and VIG. For additional features, visit the drawdowns tool.
Volatility
TFPN vs. VIG - Volatility Comparison
Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) has a higher volatility of 4.32% compared to Vanguard Dividend Appreciation ETF (VIG) at 3.64%. This indicates that TFPN's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.