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DGRC.TO vs. VIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DGRC.TO vs. VIG

Last updated Jun 4, 2026

DGRC.TO (CI Canada Quality Dividend Growth Index ETF) and VIG (Vanguard Dividend Appreciation ETF) are both Dividend funds. Over the past 5 years, DGRC.TO returned 12.71%/yr vs 13.78%/yr for VIG. At a 0.50 correlation, their price movements are largely independent. DGRC.TO charges 0.23%/yr vs 0.04%/yr for VIG.

Performance

DGRC.TO vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Canada Quality Dividend Growth Index ETF (DGRC.TO) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DGRC.TO is traded in CAD, while VIG is traded in USD. To make them comparable, the VIG values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DGRC.TO achieves a 14.54% return, which is significantly higher than VIG's 8.94% return.

DGRC.TO

1D
0.42%
1M
2.95%
YTD
14.54%
6M
14.94%
1Y
32.94%
3Y*
20.12%
5Y*
12.71%
10Y*
—

VIG

1D
0.22%
1M
5.86%
YTD
8.94%
6M
6.57%
1Y
21.17%
3Y*
17.84%
5Y*
13.78%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRC.TO vs. VIG - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
DGRC.TO
CI Canada Quality Dividend Growth Index ETF		14.54%27.20%12.36%7.79%-1.70%20.84%7.22%18.60%-3.85%
VIG
Vanguard Dividend Appreciation ETF		8.94%8.93%27.04%11.99%-3.37%22.64%13.48%23.25%4.67%

Correlation

The correlation between DGRC.TO and VIG is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2018

0.50

The correlation between DGRC.TO and VIG shifts across timeframes, from 0.39 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

DGRC.TO vs. VIG - Sectors Allocation Comparison

Sectors
DGRC.TO
VIG

Energy

27.7%
3.5%

Financial Services

24.3%
20.6%

Industrials

16.1%
11.8%

Consumer Defensive

10.7%
10.1%

Consumer Cyclical

10.2%
4.7%

Basic Materials

8.0%
3.5%

Communication Services

1.7%
0.5%

Technology

1.2%
26.2%

Real Estate

0.1%

-

Healthcare

-

16.5%

Utilities

-

3.2%

Energy

DGRC.TO
27.7%
VIG
3.5%

Financial Services

DGRC.TO
24.3%
VIG
20.6%

Industrials

DGRC.TO
16.1%
VIG
11.8%

Consumer Defensive

DGRC.TO
10.7%
VIG
10.1%

Consumer Cyclical

DGRC.TO
10.2%
VIG
4.7%

Basic Materials

DGRC.TO
8.0%
VIG
3.5%

Communication Services

DGRC.TO
1.7%
VIG
0.5%

Technology

DGRC.TO
1.2%
VIG
26.2%

Real Estate

DGRC.TO
0.1%
VIG

-

Healthcare

DGRC.TO

-

VIG
16.5%

Utilities

DGRC.TO

-

VIG
3.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

CI Canada Quality Dividend Growth Index ETF

Vanguard Dividend Appreciation ETF

Often compared with DGRC.TO:
DGRC.TO vs. VDY.TODGRC.TO vs. VYMDGRC.TO vs. RIT.TODGRC.TO vs. ISPA.DEDGRC.TO vs. PDC.TODGRC.TO vs. VDIV.DEDGRC.TO vs. SCHD
Often compared with VIG:
VIG vs. SCHDVIG vs. VYMVIG vs. VOOVIG vs. DGROVIG vs. VDIGXVIG vs. VTIVIG vs. VTV

Return for Risk

DGRC.TO vs. VIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DGRC.TO
DGRC.TO Risk / Return Rank: 8888
Overall Rank
DGRC.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DGRC.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
DGRC.TO Omega Ratio Rank: 8585
Omega Ratio Rank
DGRC.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
DGRC.TO Martin Ratio Rank: 9090
Martin Ratio Rank
VIG
VIG Risk / Return Rank: 5656
Overall Rank
VIG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 6060
Sortino Ratio Rank
VIG Omega Ratio Rank: 5656
Omega Ratio Rank
VIG Calmar Ratio Rank: 5050
Calmar Ratio Rank
VIG Martin Ratio Rank: 5656
Martin Ratio Rank
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.

DGRC.TO vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Canada Quality Dividend Growth Index ETF (DGRC.TO) 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.

DGRC.TOVIGDifference
Sharpe ratioReturn per unit of total volatility
2.86
2.09

+0.76

Sortino ratioReturn per unit of downside risk
3.88
3.01

+0.87

Omega ratioGain probability vs. loss probability

1.52

1.38

+0.14

Calmar ratioReturn relative to maximum drawdown

5.52

3.06

+2.46

Martin ratioReturn relative to average drawdown

20.77

11.49

+9.28

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGRC.TO vs. VIG - Sharpe Ratio Comparison

The current DGRC.TO Sharpe Ratio is 2.86, which is higher than the VIG Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of DGRC.TO and VIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

DGRC.TOVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

2.09

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

1.10

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.96

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.10

-0.28

Drawdowns

DGRC.TO vs. VIG - Drawdown Comparison

The maximum DGRC.TO drawdown since its inception was -36.59%, which is greater than VIG's maximum drawdown of -25.31%. Use the drawdown chart below to compare losses from any high point for DGRC.TO and VIG.

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Drawdown Indicators

DGRC.TOVIGDifference

Max Drawdown

Largest peak-to-trough decline

-36.59%

-25.31%

-11.28%

Max Drawdown (1Y)

Largest decline over 1 year

-5.99%

-6.94%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-12.90%

-15.28%

+2.38%

Max Drawdown (5Y)

Largest decline over 5 years

-15.39%

-18.08%

+2.69%

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.31%

—

Current Drawdown

Current decline from peak

-0.15%

0.00%

-0.15%

Average Drawdown

Average peak-to-trough decline

-3.20%

-2.57%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

1.85%

-0.26%

Volatility

DGRC.TO vs. VIG - Volatility Comparison

CI Canada Quality Dividend Growth Index ETF (DGRC.TO) has a higher volatility of 2.59% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.25%. This indicates that DGRC.TO's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DGRC.TOVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

2.25%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.16%

7.84%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

11.58%

10.17%

+1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.47%

12.54%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.73%

14.64%

+0.09%

DGRC.TO vs. VIG - Expense Ratio Comparison

DGRC.TO has a 0.23% expense ratio, which is higher than VIG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DGRC.TO vs. VIG - Dividend Comparison

DGRC.TO's dividend yield for the trailing twelve months is around 2.41%, more than VIG's 1.47% yield.

PositionTTM20252024202320222021202020192018201720162015
DGRC.TO
CI Canada Quality Dividend Growth Index ETF		2.41%2.58%2.46%2.56%2.48%1.87%3.06%2.20%1.63%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF		1.47%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Frequently Asked Questions

DGRC.TO and VIG have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VIG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VIG is cheaper with a 0.04% expense ratio, compared with 0.23% for DGRC.TO.

They also come from different issuers: CI Investments and Vanguard. Their fees differ too: 0.23% for DGRC.TO and 0.04% for VIG.

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