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MDIV vs VXX

Comparison between MULTI-ASSET DIVERSIFIED INCOME INDEX FUND (MDIV, ETF) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX, ETF).

5-Year PerformanceMDIV has outperformed VXX, delivering a return of +5.8% compared to -45.7%

MDIV vs VXX - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
MDIV
$417M
VXX
$414M
Expense Ratio
Winner
MDIV
0.71%
VXX
0.89%
Max Drawdown
Winner
MDIV
56.95%
VXX
100.00%
Sharpe Ratio
Winner
MDIV
1.20
VXX
-1.08
5Y Beta
MDIV
0.32
Winner
VXX
0.00
P/E Ratio
MDIV
12.91
VXX
N/A
Forward P/E
MDIV
12.52
VXX
N/A
5Y Dividends CAGR
MDIV
4.76%
VXX
N/A
5Y EPS CAGR
MDIV
2.32%
VXX
N/A
P/S Ratio
MDIV
1.37
VXX
N/A
P/B Ratio
MDIV
0.71
VXX
N/A

MDIV vs VXX - Historical Returns

Returns include dividend reinvestment.

1M
Winner
MDIV
+0.68%
VXX
-12.19%
3M
Winner
MDIV
+1.87%
VXX
-19.64%
6M
Winner
MDIV
+8.27%
VXX
-17.94%
1Y
Winner
MDIV
+12.30%
VXX
-52.45%
5Y(CAGR)
Winner
MDIV
+5.80%
VXX
-45.69%
10Y(CAGR)
Winner
MDIV
+4.68%
VXX
-46.53%
Max(CAGR)
Winner
MDIV
+4.84%
VXX
-51.39%

MDIV vs VXX - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

YearMDIVVXX
2026+8.13%-3.41%
2025+3.39%-43.49%
2024+9.49%-26.22%
2023+11.51%-72.27%
2022-4.81%-21.12%
2021+17.67%-74.62%
2020-14.93%+15.71%
2019+17.66%-66.77%
2018-6.11%+73.95%
2017+4.95%-70.55%
2016+11.26%-70.11%
2015-8.76%-35.14%
2014+8.75%-27.46%
2013+8.41%-62.08%
2012+0.64%-76.38%
2011N/A-2.63%
2010N/A-71.25%
2009N/A-67.41%

MDIV vs VXX Drawdown Comparison

The maximum drawdown for MDIV was -48.50%, occurring on Mar 18, 2020. Recovery took 501 trading sessions.

The maximum drawdown for VXX was -100.00%, occurring on Jun 4, 2026. This drawdown has not yet recovered.

The current MDIV drawdown is -0.38%. The current VXX drawdown is -100.00%.

RankMDIVVXX
#1-48.50%
Jan 16, 2020 - Jan 11, 2022
-100.00%
Feb 23, 2009 - Jun 4, 2026
#2-19.82%
Aug 29, 2014 - Aug 29, 2016
-6.55%
Jan 30, 2009 - Feb 10, 2009
#3-13.01%
Feb 2, 2023 - Dec 13, 2023
-2.50%
Feb 10, 2009 - Feb 17, 2009
#4-12.62%
Apr 20, 2022 - Feb 2, 2023
N/A
#5-12.37%
Aug 21, 2018 - Feb 19, 2019
N/A
#6-9.61%
Nov 29, 2024 - Aug 22, 2025
N/A
#7-8.93%
Sep 7, 2016 - Jan 24, 2017
N/A
#8-8.17%
May 17, 2013 - Mar 18, 2014
N/A
#9-8.01%
Jan 23, 2018 - Aug 7, 2018
N/A
#10-6.37%
Oct 18, 2012 - Jan 2, 2013
N/A
#11-4.37%
Jan 14, 2022 - Mar 29, 2022
N/A
#12-4.13%
Jul 30, 2019 - Sep 16, 2019
N/A
#13-3.48%
Apr 1, 2024 - May 3, 2024
N/A
#14-3.39%
Aug 29, 2025 - Jan 8, 2026
N/A
#15-3.32%
Jul 1, 2014 - Aug 20, 2014
N/A

Correlation

Correlation between MDIV and VXX is -0.54 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.54
-101

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