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Vanguard International Dividend Appreciation ETF (VIGI) Sharpe Ratio: 1.20

ETF · Currency in USD · Last updated Aug 2, 2026

Vanguard International Dividend Appreciation ETF seeks to track the S&P Global Ex-U.S. Dividend Growers Index. The fund invests in non-U.S. companies with a record of growing dividends and provides broad developed- and emerging-market exposure outside the United States.

VIGI's Sharpe Ratio of 1.20 indicates that for each unit of volatility, it generates 1.20 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

VIGI Sharpe Ratio Rank

VIGI Sharpe Ratio Rank: 49.049
Average

VIGI ranks above 49.0% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

VIGI Sharpe Ratio Market Positioning

The chart shows VIGI's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.56 or lower
  • Yellow zone (middle 50%): 0.56 to 1.74
  • Green zone (top 25%): 1.74 or higher
  • Top 1%: 6.41+
  • Median: 1.25 — half of all investments score higher

How it compares to other similar ETFs

The table compares Vanguard International Dividend Appreciation ETF's Sharpe Ratio with other ETFs in the Dividend, Foreign Large Cap Equities category across multiple time periods, showing how VIGI's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LVHIFranklin International Low Volatility High Dividend Index ETF3.72
GMOIGMO International Value ETF3.23
DEWWisdomTree Global High Dividend Fund3.18
INCEFranklin Income Equity Focus ETF3.09
EFASGlobal X MSCI SuperDividend® EAFE ETF2.94
SCDLETRACS 2x Leveraged U.S. Dividend Factor TR ETN2.81
SCHDSchwab U.S. Dividend Equity ETF2.81
DIVBiShares Core Dividend ETF2.80
JIVEJPMorgan International Value ETF2.72
FIDIFidelity International High Dividend ETF2.71
VIGIVanguard International Dividend Appreciation ETF1.20
Benchmark

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Time Period

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Historical Sharpe Ratio

The chart shows VIGI's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VIGI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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