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TFPN vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TFPN vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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TFPN vs. VIG - Yearly Performance Comparison


2026 (YTD)202520242023
TFPN
Blueprint Chesapeake Multi-Asset Trend ETF
10.08%3.61%2.67%-1.60%
VIG
Vanguard Dividend Appreciation ETF
-1.48%14.17%16.99%6.15%

Returns By Period

In the year-to-date period, TFPN achieves a 10.08% return, which is significantly higher than VIG's -1.48% return.


TFPN

1D
1.68%
1M
-4.60%
YTD
10.08%
6M
13.62%
1Y
25.09%
3Y*
5Y*
10Y*

VIG

1D
0.29%
1M
-4.68%
YTD
-1.48%
6M
0.22%
1Y
13.20%
3Y*
13.91%
5Y*
9.83%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TFPN vs. VIG - Expense Ratio Comparison

TFPN has a 1.10% expense ratio, which is higher than VIG's 0.04% expense ratio.


Return for Risk

TFPN vs. VIG — Risk / Return Rank

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

TFPN
TFPN Risk / Return Rank: 8787
Overall Rank
TFPN Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TFPN Sortino Ratio Rank: 8989
Sortino Ratio Rank
TFPN Omega Ratio Rank: 8484
Omega Ratio Rank
TFPN Calmar Ratio Rank: 9191
Calmar Ratio Rank
TFPN Martin Ratio Rank: 8484
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 4747
Overall Rank
VIG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 4646
Sortino Ratio Rank
VIG Omega Ratio Rank: 4848
Omega Ratio Rank
VIG Calmar Ratio Rank: 4444
Calmar Ratio Rank
VIG 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.

TFPN vs. VIG - Risk-Adjusted Trends 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.


TFPNVIGDifference

Sharpe ratio

Return per unit of total volatility

1.87

0.87

+1.00

Sortino ratio

Return per unit of downside risk

2.58

1.33

+1.26

Omega ratio

Gain probability vs. loss probability

1.34

1.19

+0.15

Calmar ratio

Return relative to maximum drawdown

3.46

1.20

+2.26

Martin ratio

Return relative to average drawdown

10.31

5.31

+5.00

TFPN vs. VIG - Sharpe Ratio Comparison

The current TFPN Sharpe Ratio is 1.87, which is higher than the VIG Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of TFPN and VIG, 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


TFPNVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

0.87

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.57

-0.14

Correlation

The correlation between TFPN and VIG is 0.38, 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.


Dividends

TFPN vs. VIG - Dividend Comparison

TFPN has not paid dividends to shareholders, while VIG's dividend yield for the trailing twelve months is around 1.60%.


TTM20252024202320222021202020192018201720162015
TFPN
Blueprint Chesapeake Multi-Asset Trend ETF
0.00%0.00%0.94%0.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.60%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

TFPN vs. VIG - Drawdown Comparison

The maximum TFPN drawdown since its inception was -16.72%, 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.


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Drawdown Indicators


TFPNVIGDifference

Max Drawdown

Largest peak-to-trough decline

-16.72%

-46.81%

+30.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.47%

-10.83%

+3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

Current Drawdown

Current decline from peak

-4.63%

-5.73%

+1.10%

Average Drawdown

Average peak-to-trough decline

-5.13%

-5.55%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.45%

+0.05%

Volatility

TFPN vs. VIG - Volatility Comparison

Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) has a higher volatility of 5.44% compared to Vanguard Dividend Appreciation ETF (VIG) at 4.05%. 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.


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Volatility by Period


TFPNVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

4.05%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.31%

7.82%

+3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.47%

15.28%

-1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.42%

14.26%

-1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.42%

16.04%

-3.62%