SOVF vs TIPZ

Comparison between SOVEREIGN'S CAPITAL FLOURISH FUND (SOVF, ETF) and PIMCO BROAD U.S. TIPS INDEX EXCHANGE-TRADED FUND (TIPZ, ETF).

SOVF vs TIPZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SOVF(ETF)	TIPZ(ETF)
Net Assets	$93M	$92M
Expense Ratio	0.75%	0.20%
Max Drawdown	21.97%	24.55%
Sharpe Ratio	-0.40	0.30
5Y Beta	0.84	0.03
P/E Ratio	-223.64	N/A
Forward P/E	12.64	N/A
PEG Ratio	-0.01	N/A
5Y Dividends CAGR	N/A	15.60%
5Y EPS CAGR	10.09%	N/A
Debt to Equity	-6.24%	N/A
P/S Ratio	0.99	N/A
P/B Ratio	2.59	N/A

Net Assets

Winner

SOVF

$93M

TIPZ

$92M

Expense Ratio

SOVF

0.75%

Winner

TIPZ

0.20%

Max Drawdown

Winner

SOVF

21.97%

TIPZ

24.55%

Sharpe Ratio

SOVF

-0.40

Winner

TIPZ

0.30

5Y Beta

SOVF

0.84

Winner

TIPZ

0.03

P/E Ratio

SOVF

-223.64

TIPZ

N/A

Forward P/E

SOVF

12.64

TIPZ

N/A

PEG Ratio

SOVF

-0.01

TIPZ

N/A

5Y Dividends CAGR

SOVF

N/A

TIPZ

15.60%

5Y EPS CAGR

SOVF

10.09%

TIPZ

N/A

Debt to Equity

SOVF

-6.24%

TIPZ

N/A

P/S Ratio

SOVF

0.99

TIPZ

N/A

P/B Ratio

SOVF

2.59

TIPZ

N/A

SOVF vs TIPZ - Historical Returns

Returns include dividend reinvestment.

Period	SOVF	TIPZ
1 month	+1.42%	-0.24%
3 months	+5.16%	+0.36%
6 months	-1.34%	+1.35%
1 year	-3.31%	+4.63%
5 years(CAGR)	N/A	+0.68%
10 years(CAGR)	N/A	+2.42%
Max(CAGR)	+6.52%	+3.04%

Winner

SOVF

+1.42%

TIPZ

-0.24%

Winner

SOVF

+5.16%

TIPZ

+0.36%

SOVF

-1.34%

Winner

TIPZ

+1.35%

SOVF

-3.31%

Winner

TIPZ

+4.63%

5Y(CAGR)

SOVF

N/A

TIPZ

+0.68%

10Y(CAGR)

SOVF

N/A

TIPZ

+2.42%

Max(CAGR)

Winner

SOVF

+6.52%

TIPZ

+3.04%

SOVF vs TIPZ - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	SOVF	TIPZ
2026	-1.72%	+1.32%
2025	-3.91%	+5.75%
2024	+9.59%	+1.57%
2023	+16.18%	+3.27%
2022	N/A	-11.94%
2021	N/A	+5.26%
2020	N/A	+10.59%
2019	N/A	+8.60%
2018	N/A	-1.48%
2017	N/A	+2.83%
2016	N/A	+4.48%
2015	N/A	-3.23%
2014	N/A	+4.22%
2013	N/A	-9.03%
2012	N/A	+6.85%
2011	N/A	+13.98%
2010	N/A	+5.97%
2009	N/A	+2.89%

SOVF vs TIPZ Drawdown Comparison

The maximum drawdown for SOVF was -21.74%, occurring on Apr 8, 2025. This drawdown has not yet recovered.

The maximum drawdown for TIPZ was -15.74%, occurring on Oct 10, 2022. This drawdown has not yet recovered.

The current SOVF drawdown is -13.62%. The current TIPZ drawdown is -1.63%.

Rank	SOVF	TIPZ
#1	-21.74% Dec 2, 2024 - Apr 8, 2025	-15.74% Nov 9, 2021 - Oct 10, 2022
#2	-7.77% Mar 28, 2024 - Jul 15, 2024	-11.72% Dec 10, 2012 - Mar 29, 2019
#3	-6.94% Jul 31, 2024 - Nov 6, 2024	-10.48% Mar 6, 2020 - Apr 28, 2020
#4	-5.85% Oct 17, 2023 - Nov 14, 2023	-5.77% Oct 25, 2010 - Apr 19, 2011
#5	-5.01% Dec 27, 2023 - Feb 15, 2024	-3.61% Aug 10, 2011 - Nov 1, 2011
#6	-3.50% Nov 11, 2024 - Nov 21, 2024	-3.36% Jan 28, 2021 - May 5, 2021
#7	-3.01% Jul 16, 2024 - Jul 26, 2024	-2.56% Aug 29, 2019 - Jan 24, 2020
#8	-2.11% Feb 15, 2024 - Mar 7, 2024	-2.55% Aug 1, 2012 - Sep 14, 2012
#9	-1.87% Oct 10, 2023 - Oct 17, 2023	-2.25% Nov 25, 2009 - Apr 27, 2010
#10	-1.38% Dec 19, 2023 - Dec 22, 2023	-1.96% Jan 31, 2012 - Apr 17, 2012
#11	-1.22% Mar 21, 2024 - Mar 27, 2024	-1.64% Oct 27, 2021 - Nov 8, 2021
#12	-1.07% Mar 13, 2024 - Mar 20, 2024	-1.63% Nov 7, 2011 - Jan 17, 2012
#13	-0.77% Nov 25, 2024 - Dec 2, 2024	-1.61% Sep 9, 2021 - Oct 26, 2021
#14	-0.68% Dec 4, 2023 - Dec 8, 2023	-1.59% Sep 2, 2020 - Dec 3, 2020
#15	-0.66% Nov 20, 2023 - Nov 24, 2023	-1.50% Oct 8, 2012 - Oct 26, 2012

Correlation

Correlation between SOVF and TIPZ is 0.33 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.33

-101

Dividend Comparison (2009 - 2026)

SOVF vs TIPZ dividend yield comparison.

Year	SOVF	TIPZ
2026	0.00%	2.41%
2025	0.77%	4.74%
2024	0.30%	4.44%
2023	0.18%	4.69%
2022	0.00%	7.14%
2021	0.00%	4.41%
2020	0.00%	1.47%
2019	0.00%	1.65%
2018	0.00%	2.23%
2017	0.00%	1.70%
2016	0.00%	1.06%
2015	0.00%	0.56%
2014	0.00%	1.09%
2013	0.00%	0.73%
2012	0.00%	1.67%
2011	0.00%	3.55%
2010	0.00%	2.54%
2009	0.00%	0.70%