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

Correlation

The correlation between ^DVG and VDIGX is 0.90, 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.


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.

280.00%300.00%320.00%340.00%360.00%380.00%400.00%December2025FebruaryMarchAprilMay
323.33%
321.65%
^DVG
VDIGX

Key characteristics

Sharpe Ratio

^DVG:

0.49

VDIGX:

-0.44

Sortino Ratio

^DVG:

0.66

VDIGX:

-0.41

Omega Ratio

^DVG:

1.09

VDIGX:

0.93

Calmar Ratio

^DVG:

0.40

VDIGX:

-0.30

Martin Ratio

^DVG:

1.62

VDIGX:

-0.79

Ulcer Index

^DVG:

3.83%

VDIGX:

8.88%

Daily Std Dev

^DVG:

16.01%

VDIGX:

17.36%

Max Drawdown

^DVG:

-48.54%

VDIGX:

-46.89%

Current Drawdown

^DVG:

-5.86%

VDIGX:

-16.20%

Returns By Period

In the year-to-date period, ^DVG achieves a -1.47% return, which is significantly higher than VDIGX's -3.14% return. Over the past 10 years, ^DVG has outperformed VDIGX with an annualized return of 9.22%, while VDIGX has yielded a comparatively lower 6.14% annualized return.


^DVG

YTD

-1.47%

1M

3.44%

6M

-4.54%

1Y

8.08%

5Y*

11.44%

10Y*

9.22%

VDIGX

YTD

-3.14%

1M

1.62%

6M

-14.22%

1Y

-7.57%

5Y*

6.80%

10Y*

6.14%

*Annualized

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Risk-Adjusted Performance

^DVG vs. VDIGX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DVG
The Risk-Adjusted Performance Rank of ^DVG is 5656
Overall Rank
The Sharpe Ratio Rank of ^DVG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DVG is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ^DVG is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ^DVG is 5555
Calmar Ratio Rank
The Martin Ratio Rank of ^DVG is 6363
Martin Ratio Rank

VDIGX
The Risk-Adjusted Performance Rank of VDIGX is 55
Overall Rank
The Sharpe Ratio Rank of VDIGX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIGX is 55
Sortino Ratio Rank
The Omega Ratio Rank of VDIGX is 44
Omega Ratio Rank
The Calmar Ratio Rank of VDIGX is 44
Calmar Ratio Rank
The Martin Ratio Rank of VDIGX is 66
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.

^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.


The current ^DVG Sharpe Ratio is 0.49, which is higher than the VDIGX Sharpe Ratio of -0.44. 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.49
-0.43
^DVG
VDIGX

Drawdowns

^DVG vs. VDIGX - Drawdown Comparison

The maximum ^DVG drawdown since its inception was -48.54%, roughly equal to the maximum VDIGX drawdown of -46.89%. Use the drawdown chart below to compare losses from any high point for ^DVG and VDIGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.86%
-16.20%
^DVG
VDIGX

Volatility

^DVG vs. VDIGX - Volatility Comparison

NASDAQ US Dividend Achievers Select Index (^DVG) has a higher volatility of 5.60% compared to Vanguard Dividend Growth Fund (VDIGX) at 4.96%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
5.60%
4.96%
^DVG
VDIGX