AGNCM vs. VDIGX
AGNCM (AGNC Investment Corp.) is a stock, while VDIGX (Vanguard Dividend Growth Fund) is Dividend fund actively managed by Vanguard. Over the past 5 years, AGNCM returned 7.66%/yr vs 10.35%/yr for VDIGX. At a 0.26 correlation, their price movements are largely independent.
Performance
AGNCM vs. VDIGX - Performance Comparison
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Returns By Period
In the year-to-date period, AGNCM achieves a 4.44% return, which is significantly higher than VDIGX's 2.69% return.
AGNCM
- 1D
- -0.44%
- 1M
- 0.72%
- YTD
- 4.44%
- 6M
- 4.61%
- 1Y
- 9.55%
- 3Y*
- 13.08%
- 5Y*
- 7.66%
- 10Y*
- —
VDIGX
- 1D
- 0.51%
- 1M
- 0.93%
- YTD
- 2.69%
- 6M
- 2.42%
- 1Y
- 10.98%
- 3Y*
- 13.24%
- 5Y*
- 10.35%
- 10Y*
- 12.33%
AGNCM vs. VDIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AGNCM AGNC Investment Corp. | 4.44% | 5.19% | 18.72% | 27.86% | -16.44% | 10.76% | 4.22% | 10.14% |
VDIGX Vanguard Dividend Growth Fund | 2.69% | 11.11% | 20.84% | 8.11% | -4.89% | 24.86% | 12.04% | 18.76% |
Correlation
The correlation between AGNCM and VDIGX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.26 |
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Return for Risk
AGNCM vs. VDIGX — Risk / Return Rank
AGNCM
VDIGX
AGNCM vs. VDIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNCM) 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.
| AGNCM | VDIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.19 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 1.18 | +1.45 |
| Martin ratioReturn relative to average drawdown | 9.79 | 4.58 | +5.21 |
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Drawdowns
AGNCM vs. VDIGX - Drawdown Comparison
The maximum AGNCM drawdown since its inception was -55.99%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for AGNCM and VDIGX.
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Drawdown Indicators
| AGNCM | VDIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.99% | -45.23% | -10.76% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -9.09% | +5.45% |
Max Drawdown (3Y)Largest decline over 3 years | -13.96% | -10.23% | -3.73% |
Max Drawdown (5Y)Largest decline over 5 years | -28.38% | -16.18% | -12.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.98% | — |
Current DrawdownCurrent decline from peak | -0.58% | -0.63% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -6.64% | +2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 2.34% | -1.36% |
Volatility
AGNCM vs. VDIGX - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNCM) is 1.31%, while Vanguard Dividend Growth Fund (VDIGX) has a volatility of 3.11%. This indicates that AGNCM experiences smaller price fluctuations and is considered to be less risky than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNCM | VDIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 3.11% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 4.22% | 7.81% | -3.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.92% | 10.22% | -4.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.30% | 13.89% | -0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.45% | 15.71% | +10.74% |
Dividends
AGNCM vs. VDIGX - Dividend Comparison
AGNCM's dividend yield for the trailing twelve months is around 8.73%, less than VDIGX's 23.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNCM AGNC Investment Corp. | 8.73% | 9.09% | 8.94% | 7.31% | 8.66% | 6.67% | 6.91% | 5.72% | 0.00% | 0.00% | 0.00% | 0.00% |
VDIGX Vanguard Dividend Growth Fund | 23.91% | 21.90% | 21.94% | 2.29% | 6.06% | 5.45% | 2.83% | 4.70% | 8.72% | 5.16% | 2.86% | 5.70% |
Frequently Asked Questions
AGNCM and VDIGX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VDIGX has higher volatility (3.11%) compared to AGNCM (1.31%). In terms of maximum drawdown, AGNCM dropped -55.99% vs VDIGX's -45.23%.
AGNCM currently has the higher Sharpe Ratio (1.62 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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