^DVG vs. VDIGX

Last updated Jun 24, 2026

^DVG (NASDAQ US Dividend Achievers Select Index) is an index, while VDIGX (Vanguard Dividend Growth Fund) is Dividend fund actively managed by Vanguard.

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.

Returns By Period

^DVG

• 1D: 0.02%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VDIGX

• 1D: -0.41%
• 1M: 0.51%
• YTD: 2.27%
• 6M: 1.83%
• 1Y: 9.47%
• 3Y*: 13.47%
• 5Y*: 9.93%
• 10Y*: 12.52%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^DVG vs. VDIGX - Yearly Performance Comparison

	2026 (YTD)
^DVG NASDAQ US Dividend Achievers Select Index	0.02%
VDIGX Vanguard Dividend Growth Fund	0.00%

Return for Risk

^DVG vs. VDIGX — Risk / Return Rank

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

^DVG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VDIGX

VDIGX Risk / Return Rank: 16
VDIGX Sharpe Ratio Rank: 16
VDIGX Sortino Ratio Rank: 16
VDIGX Omega Ratio Rank: 14
VDIGX Calmar Ratio Rank: 13
VDIGX Martin Ratio Rank: 19

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.

^DVG vs. VDIGX - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	^DVG	VDIGX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.04	—
Sortino ratio: Return per unit of downside risk	—	1.57	—
Omega ratio: Gain probability vs. loss probability	—	1.18	—
Calmar ratio: Return relative to maximum drawdown	—	1.16	—
Martin ratio: Return relative to average drawdown	—	4.50	—

Drawdowns

^DVG vs. VDIGX - Drawdown Comparison

The maximum ^DVG drawdown since its inception was 0.00%, smaller than the maximum VDIGX drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for ^DVG and VDIGX.

Drawdown Indicators

	^DVG	VDIGX	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-45.23%	+45.23%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.09%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-10.23%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.18%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.98%	—
Current Drawdown Current decline from peak	0.00%	-1.04%	+1.04%
Average Drawdown Average peak-to-trough decline	0.00%	-6.64%	+6.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.34%	—

Volatility

Volatility by Period

	^DVG	VDIGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.09%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.80%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	10.22%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	13.88%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	15.72%	—