DG vs. VWO
DG (Dollar General Corporation) is a stock, while VWO (Vanguard FTSE Emerging Markets ETF) is Emerging Markets Equities fund tracking the FTSE Emerging Index. Over the past 10 years, DG returned 3.34%/yr vs 7.65%/yr for VWO. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
DG vs. VWO - Performance Comparison
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Returns By Period
In the year-to-date period, DG achieves a -10.45% return, which is significantly lower than VWO's 7.64% return. Over the past 10 years, DG has underperformed VWO with an annualized return of 3.34%, while VWO has yielded a comparatively higher 7.65% annualized return.
DG
- 1D
- 1.80%
- 1M
- 0.23%
- 6M
- -19.42%
- YTD
- -10.45%
- 1Y
- 11.20%
- 3Y*
- -8.77%
- 5Y*
- -11.05%
- 10Y*
- 3.34%
- ALL TIME*
- 11.56%
VWO
- 1D
- -0.52%
- 1M
- -1.70%
- 6M
- 1.94%
- YTD
- 7.64%
- 1Y
- 16.66%
- 3Y*
- 14.45%
- 5Y*
- 5.39%
- 10Y*
- 7.65%
- ALL TIME*
- 6.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $321.51M | $308.70M | $382.02M | |
| $435.83M | $496.07M | $501.66M |
DG vs. VWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DG Dollar General Corporation | -10.45% | 79.61% | -43.12% | -44.13% | 5.57% | 13.01% | 35.89% | 45.71% | 17.55% | 26.92% |
VWO Vanguard FTSE Emerging Markets ETF | 7.64% | 25.60% | 10.59% | 9.25% | -17.98% | 1.26% | 15.17% | 20.75% | -14.76% | 31.49% |
Correlation
The correlation between DG and VWO is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2009 | 0.22 |
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Return for Risk
DG vs. VWO — Risk / Return Rank
DG
VWO
DG vs. VWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dollar General Corporation (DG) and Vanguard FTSE Emerging Markets ETF (VWO). 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.
| DG | VWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.18 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.32 | 1.47 | -1.15 |
| Martin ratioReturn relative to average drawdown | 0.66 | 4.89 | -4.23 |
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Drawdowns
DG vs. VWO - Drawdown Comparison
The maximum DG drawdown since its inception was -72.61%, which is greater than VWO's maximum drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for DG and VWO.
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Drawdown Indicators
| DG | VWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.61% | -67.68% | -4.93% |
Max Drawdown (1Y)Largest decline over 1 year | -34.57% | -11.17% | -23.40% |
Max Drawdown (3Y)Largest decline over 3 years | -58.53% | -17.37% | -41.16% |
Max Drawdown (5Y)Largest decline over 5 years | -72.61% | -30.88% | -41.73% |
Max Drawdown (10Y)Largest decline over 10 years | -72.61% | -36.39% | -36.22% |
Current DrawdownCurrent decline from peak | -51.57% | -5.62% | -45.95% |
Average DrawdownAverage peak-to-trough decline | -16.07% | -15.74% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.69% | 3.36% | +13.33% |
Volatility
DG vs. VWO - Volatility Comparison
Dollar General Corporation (DG) has a higher volatility of 10.49% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 4.92%. This indicates that DG's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DG | VWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.49% | 4.92% | +5.57% |
Volatility (6M)Calculated over the trailing 6-month period | 26.05% | 14.98% | +11.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.43% | 17.38% | +19.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.51% | 17.60% | +18.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.82% | 19.14% | +12.68% |
Dividends
DG vs. VWO - Dividend Comparison
DG's dividend yield for the trailing twelve months is around 2.01%, less than VWO's 2.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DG Dollar General Corporation | 2.01% | 1.78% | 3.11% | 1.30% | 1.06% | 0.69% | 0.67% | 0.80% | 1.05% | 0.84% | 1.35% | 1.22% |
VWO Vanguard FTSE Emerging Markets ETF | 2.39% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Frequently Asked Questions
DG and VWO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DG has higher volatility (10.49%) compared to VWO (4.92%). In terms of maximum drawdown, DG dropped -72.61% vs VWO's -67.68%.
VWO currently has the higher Sharpe Ratio (0.94 vs 0.30), 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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