DGRW vs. VDIGX
Compare and contrast key facts about WisdomTree U.S. Dividend Growth Fund (DGRW) and Vanguard Dividend Growth Fund (VDIGX).
DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013. VDIGX is managed by Vanguard. It was launched on May 15, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGRW or VDIGX.
Performance
DGRW vs. VDIGX - Performance Comparison
Returns By Period
In the year-to-date period, DGRW achieves a 19.73% return, which is significantly higher than VDIGX's 11.34% return. Over the past 10 years, DGRW has outperformed VDIGX with an annualized return of 12.77%, while VDIGX has yielded a comparatively lower 10.85% annualized return.
DGRW
19.73%
-1.78%
9.32%
26.72%
14.19%
12.77%
VDIGX
11.34%
-3.24%
4.53%
17.68%
10.54%
10.85%
Key characteristics
| DGRW | VDIGX | |
|---|---|---|
| Sharpe Ratio | 2.51 | 2.09 |
| Sortino Ratio | 3.49 | 2.86 |
| Omega Ratio | 1.46 | 1.37 |
| Calmar Ratio | 4.25 | 3.80 |
| Martin Ratio | 16.02 | 11.19 |
| Ulcer Index | 1.66% | 1.63% |
| Daily Std Dev | 10.61% | 8.72% |
| Max Drawdown | -32.04% | -45.23% |
| Current Drawdown | -2.95% | -3.65% |
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DGRW vs. VDIGX - Expense Ratio Comparison
DGRW has a 0.28% expense ratio, which is higher than VDIGX's 0.27% expense ratio.
Correlation
The correlation between DGRW and VDIGX is 0.92, 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
DGRW vs. VDIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Dividend Growth Fund (DGRW) 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.
Dividends
DGRW vs. VDIGX - Dividend Comparison
DGRW's dividend yield for the trailing twelve months is around 1.53%, less than VDIGX's 1.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Dividend Growth Fund | 1.53% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
VDIGX Vanguard Dividend Growth Fund | 1.65% | 1.69% | 1.67% | 1.46% | 1.62% | 1.72% | 2.15% | 1.92% | 1.92% | 1.93% | 1.91% | 1.80% |
Drawdowns
DGRW vs. VDIGX - Drawdown Comparison
The maximum DGRW drawdown since its inception was -32.04%, smaller than the maximum VDIGX drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for DGRW and VDIGX. For additional features, visit the drawdowns tool.
Volatility
DGRW vs. VDIGX - Volatility Comparison
WisdomTree U.S. Dividend Growth Fund (DGRW) has a higher volatility of 3.64% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.49%. This indicates that DGRW's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.