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Vanguard International Dividend Appreciation ETF (...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US9219468108
CUSIP
921946810
Issuer
Vanguard
Inception Date
Feb 25, 2016
Region
Broad Asia (Broad)
Leveraged
1x (No leverage)
Index Tracked
NASDAQ International DividendAchieversSelect Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard International Dividend Appreciation ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Vanguard International Dividend Appreciation ETF (VIGI) has returned -2.65% so far this year and 9.07% over the past 12 months. Over the last ten years, VIGI has returned 7.67% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Vanguard International Dividend Appreciation ETF

1D
2.79%
1M
-7.49%
YTD
-2.65%
6M
-0.02%
1Y
9.07%
3Y*
8.54%
5Y*
4.29%
10Y*
7.67%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 2, 2016, VIGI's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, your investment would double in approximately 8.1 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2022 with a return of +11.5%, while the worst month was Mar 2020 at -11.9%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, VIGI closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +7.4%, while the worst single day was Mar 16, 2020 at -10.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.10%4.09%-7.49%-2.65%
20253.23%1.24%-0.17%4.00%3.94%1.13%-4.35%3.55%0.75%-0.30%1.97%1.02%16.88%
2024-0.08%1.74%1.62%-3.80%3.40%0.89%4.38%3.71%0.69%-5.20%0.36%-4.45%2.73%
20236.58%-4.33%4.25%3.16%-3.33%3.07%1.90%-2.65%-4.01%-2.13%7.69%6.05%16.30%
2022-5.76%-2.42%0.93%-5.56%-0.82%-6.52%4.53%-5.79%-8.02%3.77%11.46%-2.27%-16.79%
2021-0.87%1.04%1.65%2.17%3.72%0.15%0.77%3.45%-4.20%3.46%-3.47%4.40%12.51%

Benchmark Metrics

Vanguard International Dividend Appreciation ETF has an annualized alpha of -1.01%, beta of 0.74, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since March 03, 2016.

  • This ETF participated in 83.89% of S&P 500 Index downside but only 69.66% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-1.01%
Beta
0.74
0.71
Upside Capture
69.66%
Downside Capture
83.89%

Expense Ratio

VIGI has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

VIGI ranks 31 for risk / return — below 31% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


VIGI Risk / Return Rank: 3131
Overall Rank
VIGI Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGI Omega Ratio Rank: 2828
Omega Ratio Rank
VIGI Calmar Ratio Rank: 3232
Calmar Ratio Rank
VIGI Martin Ratio Rank: 3434
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) and compare them to a chosen benchmark (S&P 500 Index).


VIGIBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.90

-0.31

Sortino ratio

Return per unit of downside risk

0.92

1.39

-0.47

Omega ratio

Gain probability vs. loss probability

1.12

1.21

-0.09

Calmar ratio

Return relative to maximum drawdown

0.81

1.40

-0.59

Martin ratio

Return relative to average drawdown

3.08

6.61

-3.53

Explore VIGI risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Vanguard International Dividend Appreciation ETF provided a 2.26% dividend yield over the last twelve months, with an annual payout of $2.00 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$2.00$1.96$1.54$1.53$1.43$5.99$1.05$1.32$1.15$1.16$0.56

Dividend yield

2.26%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard International Dividend Appreciation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.56$0.56
2025$0.00$0.00$0.52$0.00$0.00$0.54$0.00$0.00$0.36$0.00$0.00$0.53$1.96
2024$0.00$0.00$0.43$0.00$0.00$0.54$0.00$0.00$0.31$0.00$0.00$0.26$1.54
2023$0.00$0.00$0.32$0.00$0.00$0.65$0.00$0.00$0.18$0.00$0.00$0.37$1.53
2022$0.00$0.00$0.23$0.00$0.00$0.59$0.00$0.00$0.17$0.00$0.00$0.44$1.43
2021$0.00$0.00$0.03$0.00$0.00$0.43$0.00$0.00$0.14$0.00$0.00$5.40$5.99

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard International Dividend Appreciation ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard International Dividend Appreciation ETF was 31.01%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current Vanguard International Dividend Appreciation ETF drawdown is 7.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.01%Jan 21, 202044Mar 23, 2020114Sep 2, 2020158
-28.8%Sep 8, 2021266Sep 27, 2022447Jul 10, 2024713
-19.5%Jan 29, 2018229Dec 24, 2018130Jul 2, 2019359
-14.5%Sep 27, 2024132Apr 8, 202528May 19, 2025160
-10.86%Sep 7, 201656Nov 23, 201684Mar 28, 2017140

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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