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Vanguard International Dividend Appreciation ETF (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9219468108

CUSIP

921946810

Issuer

Vanguard

Inception Date

Feb 25, 2016

Region

Broad Asia (Broad)

Leveraged

1x

Index Tracked

NASDAQ International DividendAchieversSelect Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VIGI vs. VYMI VIGI vs. SCHY VIGI vs. VIG VIGI vs. VXUS VIGI vs. IGRO VIGI vs. EFG VIGI vs. SCHD VIGI vs. JIG VIGI vs. VOO VIGI vs. WDIV
Popular comparisons:
VIGI vs. VYMI VIGI vs. SCHY VIGI vs. VIG VIGI vs. VXUS VIGI vs. IGRO VIGI vs. EFG VIGI vs. SCHD VIGI vs. JIG VIGI vs. VOO VIGI vs. WDIV

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.


80.00%100.00%120.00%140.00%160.00%180.00%200.00%JuneJulyAugustSeptemberOctoberNovember
93.32%
195.53%
VIGI (Vanguard International Dividend Appreciation ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard International Dividend Appreciation ETF had a return of 4.33% year-to-date (YTD) and 12.96% in the last 12 months.


VIGI

YTD

4.33%

1M

-5.80%

6M

0.97%

1Y

12.96%

5Y (annualized)

6.24%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

23.08%

1M

0.10%

6M

10.70%

1Y

30.05%

5Y (annualized)

13.52%

10Y (annualized)

11.11%

Monthly Returns

The table below presents the monthly returns of VIGI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.08%1.74%1.62%-3.80%3.40%0.89%4.38%3.71%0.69%-5.20%4.33%
20236.58%-4.33%4.25%3.16%-3.33%3.09%1.90%-2.65%-4.01%-2.13%7.69%6.05%16.32%
2022-5.76%-2.42%0.93%-5.56%-0.82%-6.53%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%
2020-2.00%-6.05%-11.87%6.77%4.11%3.93%3.62%4.20%-0.26%-2.49%11.08%4.84%14.66%
20196.84%2.06%2.93%3.24%-3.43%6.42%-1.91%-1.69%1.76%3.47%1.51%3.92%27.53%
20183.91%-6.14%-0.07%1.60%0.93%-1.10%2.54%-1.38%-1.37%-8.96%2.88%-4.16%-11.50%
20173.75%1.66%3.65%3.22%4.72%0.14%2.50%0.68%0.60%0.77%2.24%1.11%27.97%
20163.83%1.56%0.76%1.71%2.94%-1.95%1.44%-4.12%-4.11%1.02%2.75%

Expense Ratio

VIGI has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VIGI is 38, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VIGI is 3838
Combined Rank
The Sharpe Ratio Rank of VIGI is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 3838
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 4242
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VIGI, currently valued at 1.12, compared to the broader market0.002.004.001.122.48
The chart of Sortino ratio for VIGI, currently valued at 1.65, compared to the broader market-2.000.002.004.006.008.0010.0012.001.653.33
The chart of Omega ratio for VIGI, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.46
The chart of Calmar ratio for VIGI, currently valued at 1.02, compared to the broader market0.005.0010.0015.001.023.58
The chart of Martin ratio for VIGI, currently valued at 5.31, compared to the broader market0.0020.0040.0060.0080.00100.005.3115.96
VIGI
^GSPC

The current Vanguard International Dividend Appreciation ETF Sharpe ratio is 1.12. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard International Dividend Appreciation ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.12
2.48
VIGI (Vanguard International Dividend Appreciation ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard International Dividend Appreciation ETF provided a 2.03% dividend yield over the last twelve months, with an annual payout of $1.66 per share.


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$6.0020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$1.66$1.53$1.43$5.99$1.05$1.32$1.15$1.16$0.52

Dividend yield

2.03%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%

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
2024$0.00$0.00$0.43$0.00$0.00$0.54$0.00$0.00$0.31$0.00$0.00$1.28
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
2020$0.00$0.00$0.14$0.00$0.00$0.30$0.00$0.00$0.23$0.00$0.00$0.38$1.05
2019$0.00$0.00$0.05$0.00$0.00$0.48$0.00$0.00$0.19$0.00$0.00$0.60$1.32
2018$0.00$0.00$0.20$0.00$0.00$0.55$0.00$0.00$0.16$0.00$0.00$0.24$1.15
2017$0.00$0.00$0.25$0.00$0.00$0.51$0.00$0.00$0.14$0.00$0.00$0.26$1.16
2016$0.01$0.00$0.00$0.20$0.00$0.00$0.14$0.00$0.00$0.17$0.52

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.31%
-2.18%
VIGI (Vanguard International Dividend Appreciation ETF)
Benchmark (^GSPC)

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 8.31%.


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
-10.86%Sep 7, 201656Nov 23, 201684Mar 28, 2017140
-8.31%Sep 27, 202436Nov 15, 2024

Volatility

Volatility Chart

The current Vanguard International Dividend Appreciation ETF volatility is 3.37%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.37%
4.06%
VIGI (Vanguard International Dividend Appreciation ETF)
Benchmark (^GSPC)