VIGI vs. BIGPX
Compare and contrast key facts about Vanguard International Dividend Appreciation ETF (VIGI) and BlackRock 60/40 Target Allocation Fund Class I (BIGPX).
VIGI is a passively managed fund by Vanguard that tracks the performance of the NASDAQ International DividendAchieversSelect Index. It was launched on Feb 25, 2016. BIGPX is managed by Blackrock. It was launched on Dec 21, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIGI or BIGPX.
Performance
VIGI vs. BIGPX - Performance Comparison
Returns By Period
In the year-to-date period, VIGI achieves a 5.71% return, which is significantly lower than BIGPX's 12.63% return.
VIGI
5.71%
-2.51%
2.88%
12.64%
6.64%
N/A
BIGPX
12.63%
0.61%
6.25%
17.28%
6.01%
3.77%
Key characteristics
| VIGI | BIGPX | |
|---|---|---|
| Sharpe Ratio | 1.11 | 1.87 |
| Sortino Ratio | 1.63 | 2.68 |
| Omega Ratio | 1.19 | 1.36 |
| Calmar Ratio | 1.16 | 1.37 |
| Martin Ratio | 4.77 | 10.64 |
| Ulcer Index | 2.65% | 1.62% |
| Daily Std Dev | 11.42% | 9.22% |
| Max Drawdown | -31.01% | -49.06% |
| Current Drawdown | -7.10% | -1.08% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VIGI vs. BIGPX - Expense Ratio Comparison
VIGI has a 0.15% expense ratio, which is lower than BIGPX's 0.43% expense ratio.
Correlation
The correlation between VIGI and BIGPX is 0.80, 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.
Risk-Adjusted Performance
VIGI vs. BIGPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) and BlackRock 60/40 Target Allocation Fund Class I (BIGPX). 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.
Dividends
VIGI vs. BIGPX - Dividend Comparison
VIGI's dividend yield for the trailing twelve months is around 2.01%, less than BIGPX's 2.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIGI Vanguard International Dividend Appreciation ETF | 2.01% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 0.00% | 0.00% |
BIGPX BlackRock 60/40 Target Allocation Fund Class I | 2.09% | 2.35% | 2.60% | 2.26% | 1.37% | 2.57% | 1.79% | 2.24% | 1.76% | 1.91% | 3.77% | 1.54% |
Drawdowns
VIGI vs. BIGPX - Drawdown Comparison
The maximum VIGI drawdown since its inception was -31.01%, smaller than the maximum BIGPX drawdown of -49.06%. Use the drawdown chart below to compare losses from any high point for VIGI and BIGPX. For additional features, visit the drawdowns tool.
Volatility
VIGI vs. BIGPX - Volatility Comparison
Vanguard International Dividend Appreciation ETF (VIGI) has a higher volatility of 3.29% compared to BlackRock 60/40 Target Allocation Fund Class I (BIGPX) at 2.15%. This indicates that VIGI's price experiences larger fluctuations and is considered to be riskier than BIGPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.