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^DVG vs. VDIGX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DVG and VDIGX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

^DVG vs. VDIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ US Dividend Achievers Select Index (^DVG) and Vanguard Dividend Growth Fund (VDIGX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.25%
3.22%
^DVG
VDIGX

Key characteristics

Sharpe Ratio

^DVG:

1.68

VDIGX:

1.36

Sortino Ratio

^DVG:

2.37

VDIGX:

1.87

Omega Ratio

^DVG:

1.31

VDIGX:

1.24

Calmar Ratio

^DVG:

3.38

VDIGX:

2.06

Martin Ratio

^DVG:

10.07

VDIGX:

6.23

Ulcer Index

^DVG:

1.71%

VDIGX:

1.91%

Daily Std Dev

^DVG:

10.17%

VDIGX:

8.80%

Max Drawdown

^DVG:

-48.54%

VDIGX:

-45.23%

Current Drawdown

^DVG:

-3.50%

VDIGX:

-5.05%

Returns By Period

In the year-to-date period, ^DVG achieves a 17.00% return, which is significantly higher than VDIGX's 9.73% return. Over the past 10 years, ^DVG has underperformed VDIGX with an annualized return of 9.26%, while VDIGX has yielded a comparatively higher 10.44% annualized return.


^DVG

YTD

17.00%

1M

-0.75%

6M

7.37%

1Y

17.91%

5Y*

9.85%

10Y*

9.26%

VDIGX

YTD

9.73%

1M

-1.96%

6M

3.49%

1Y

10.70%

5Y*

9.61%

10Y*

10.44%

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Risk-Adjusted Performance

^DVG vs. VDIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ US Dividend Achievers Select Index (^DVG) and Vanguard Dividend Growth Fund (VDIGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for ^DVG, currently valued at 1.68, compared to the broader market0.001.002.001.681.10
The chart of Sortino ratio for ^DVG, currently valued at 2.37, compared to the broader market-1.000.001.002.003.002.371.53
The chart of Omega ratio for ^DVG, currently valued at 1.31, compared to the broader market0.901.001.101.201.301.401.311.20
The chart of Calmar ratio for ^DVG, currently valued at 3.38, compared to the broader market0.001.002.003.003.381.66
The chart of Martin ratio for ^DVG, currently valued at 10.07, compared to the broader market0.005.0010.0015.0020.0010.074.98
^DVG
VDIGX

The current ^DVG Sharpe Ratio is 1.68, which is comparable to the VDIGX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of ^DVG and VDIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.68
1.10
^DVG
VDIGX

Drawdowns

^DVG vs. VDIGX - Drawdown Comparison

The maximum ^DVG drawdown since its inception was -48.54%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for ^DVG and VDIGX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.50%
-5.05%
^DVG
VDIGX

Volatility

^DVG vs. VDIGX - Volatility Comparison

NASDAQ US Dividend Achievers Select Index (^DVG) has a higher volatility of 3.58% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.87%. This indicates that ^DVG's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.58%
2.87%
^DVG
VDIGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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