Correlation
The correlation between VLPIX and MMTM is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
VLPIX vs. MMTM
Compare and contrast key facts about Virtus Duff & Phelps Select MLP and Energy Fund (VLPIX) and SPDR S&P 1500 Momentum Tilt ETF (MMTM).
VLPIX is managed by Virtus. It was launched on Sep 8, 2015. MMTM is a passively managed fund by State Street that tracks the performance of the S&P 1500 Positive Momentum Tilt Index. It was launched on Oct 24, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLPIX or MMTM.
Performance
VLPIX vs. MMTM - Performance Comparison
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Key characteristics
VLPIX:
1.28
MMTM:
0.49
VLPIX:
1.59
MMTM:
0.74
VLPIX:
1.24
MMTM:
1.10
VLPIX:
1.41
MMTM:
0.44
VLPIX:
4.45
MMTM:
1.50
VLPIX:
5.55%
MMTM:
6.50%
VLPIX:
20.16%
MMTM:
23.77%
VLPIX:
-64.56%
MMTM:
-33.85%
VLPIX:
-9.36%
MMTM:
-6.43%
Returns By Period
In the year-to-date period, VLPIX achieves a -1.10% return, which is significantly higher than MMTM's -1.56% return.
VLPIX
-1.10%
1.06%
-7.10%
25.64%
16.03%
26.33%
N/A
MMTM
-1.56%
6.31%
-3.90%
11.51%
14.88%
15.75%
12.68%
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VLPIX vs. MMTM - Expense Ratio Comparison
VLPIX has a 1.17% expense ratio, which is higher than MMTM's 0.12% expense ratio.
Risk-Adjusted Performance
VLPIX vs. MMTM — Risk-Adjusted Performance Rank
VLPIX
MMTM
VLPIX vs. MMTM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Select MLP and Energy Fund (VLPIX) and SPDR S&P 1500 Momentum Tilt ETF (MMTM). 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.
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Dividends
VLPIX vs. MMTM - Dividend Comparison
VLPIX's dividend yield for the trailing twelve months is around 2.74%, more than MMTM's 0.91% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLPIX Virtus Duff & Phelps Select MLP and Energy Fund | 2.74% | 2.61% | 3.32% | 3.01% | 3.66% | 5.40% | 4.29% | 4.03% | 2.81% | 2.50% | 0.92% | 0.00% |
MMTM SPDR S&P 1500 Momentum Tilt ETF | 0.91% | 0.83% | 1.16% | 1.67% | 0.95% | 1.14% | 1.55% | 1.63% | 1.52% | 1.98% | 1.68% | 1.54% |
Drawdowns
VLPIX vs. MMTM - Drawdown Comparison
The maximum VLPIX drawdown since its inception was -64.56%, which is greater than MMTM's maximum drawdown of -33.85%. Use the drawdown chart below to compare losses from any high point for VLPIX and MMTM.
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Volatility
VLPIX vs. MMTM - Volatility Comparison
The current volatility for Virtus Duff & Phelps Select MLP and Energy Fund (VLPIX) is 3.44%, while SPDR S&P 1500 Momentum Tilt ETF (MMTM) has a volatility of 4.48%. This indicates that VLPIX experiences smaller price fluctuations and is considered to be less risky than MMTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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