^DVG vs. VIG

Last updated Jun 24, 2026

^DVG (NASDAQ US Dividend Achievers Select Index) is an index, while VIG (Vanguard Dividend Appreciation ETF) is Dividend fund tracking the S&P U.S. Dividend Growers Index.

Performance

^DVG vs. VIG - 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 Appreciation ETF (VIG). 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*: —

VIG

• 1D: -0.51%
• 1M: 0.48%
• YTD: 6.98%
• 6M: 6.28%
• 1Y: 18.42%
• 3Y*: 15.85%
• 5Y*: 10.82%
• 10Y*: 13.34%

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

^DVG vs. VIG - Yearly Performance Comparison

	2026 (YTD)
^DVG NASDAQ US Dividend Achievers Select Index	0.02%
VIG Vanguard Dividend Appreciation ETF	-0.51%

Return for Risk

^DVG vs. VIG — 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.

VIG

VIG Risk / Return Rank: 54
VIG Sharpe Ratio Rank: 56
VIG Sortino Ratio Rank: 58
VIG Omega Ratio Rank: 54
VIG Calmar Ratio Rank: 49
VIG Martin Ratio Rank: 56

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. VIG - 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 Appreciation ETF (VIG). 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	VIG	Difference
Sharpe ratio: Return per unit of total volatility	—	1.83	—
Sortino ratio: Return per unit of downside risk	—	2.66	—
Omega ratio: Gain probability vs. loss probability	—	1.33	—
Calmar ratio: Return relative to maximum drawdown	—	2.34	—
Martin ratio: Return relative to average drawdown	—	9.44	—

Drawdowns

^DVG vs. VIG - Drawdown Comparison

The maximum ^DVG drawdown since its inception was 0.00%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for ^DVG and VIG.

Drawdown Indicators

	^DVG	VIG	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-46.81%	+46.81%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.91%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-14.95%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.39%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.72%	—
Current Drawdown Current decline from peak	0.00%	-1.13%	+1.13%
Average Drawdown Average peak-to-trough decline	0.00%	-5.50%	+5.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.96%	—

Volatility

Volatility by Period

	^DVG	VIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.89%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.70%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	10.14%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	14.23%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	16.04%	—