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DGRW vs. VDIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DGRWVDIGX
YTD Return19.47%12.57%
1Y Return32.08%23.83%
3Y Return (Ann)13.57%8.10%
5Y Return (Ann)15.63%11.45%
10Y Return (Ann)13.66%11.75%
Sharpe Ratio3.062.77
Sortino Ratio4.243.82
Omega Ratio1.571.51
Calmar Ratio3.322.68
Martin Ratio19.1917.32
Ulcer Index1.72%1.44%
Daily Std Dev10.76%9.02%
Max Drawdown-32.04%-45.23%
Current Drawdown-0.23%-1.63%

Correlation

-0.50.00.51.00.9

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.

Performance

DGRW vs. VDIGX - Performance Comparison

In the year-to-date period, DGRW achieves a 19.47% return, which is significantly higher than VDIGX's 12.57% return. Over the past 10 years, DGRW has outperformed VDIGX with an annualized return of 13.66%, while VDIGX has yielded a comparatively lower 11.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
11.48%
8.39%
DGRW
VDIGX

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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.


DGRW
WisdomTree U.S. Dividend Growth Fund
Expense ratio chart for DGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
Expense ratio chart for VDIGX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%

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.


DGRW
Sharpe ratio
The chart of Sharpe ratio for DGRW, currently valued at 3.06, compared to the broader market0.002.004.003.06
Sortino ratio
The chart of Sortino ratio for DGRW, currently valued at 4.24, compared to the broader market0.005.0010.004.24
Omega ratio
The chart of Omega ratio for DGRW, currently valued at 1.57, compared to the broader market1.001.502.002.503.001.57
Calmar ratio
The chart of Calmar ratio for DGRW, currently valued at 3.32, compared to the broader market0.005.0010.0015.003.32
Martin ratio
The chart of Martin ratio for DGRW, currently valued at 19.19, compared to the broader market0.0020.0040.0060.0080.00100.0019.19
VDIGX
Sharpe ratio
The chart of Sharpe ratio for VDIGX, currently valued at 2.77, compared to the broader market0.002.004.002.77
Sortino ratio
The chart of Sortino ratio for VDIGX, currently valued at 3.82, compared to the broader market0.005.0010.003.82
Omega ratio
The chart of Omega ratio for VDIGX, currently valued at 1.51, compared to the broader market1.001.502.002.503.001.51
Calmar ratio
The chart of Calmar ratio for VDIGX, currently valued at 2.68, compared to the broader market0.005.0010.0015.002.68
Martin ratio
The chart of Martin ratio for VDIGX, currently valued at 17.32, compared to the broader market0.0020.0040.0060.0080.00100.0017.32

DGRW vs. VDIGX - Sharpe Ratio Comparison

The current DGRW Sharpe Ratio is 3.06, which roughly equals the VDIGX Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of DGRW and VDIGX, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
3.06
2.77
DGRW
VDIGX

Dividends

DGRW vs. VDIGX - Dividend Comparison

DGRW's dividend yield for the trailing twelve months is around 1.50%, less than VDIGX's 3.10% yield.


TTM20232022202120202019201820172016201520142013
DGRW
WisdomTree U.S. Dividend Growth Fund
1.50%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%1.05%
VDIGX
Vanguard Dividend Growth Fund
3.10%2.29%6.06%5.45%2.83%4.70%8.84%5.16%2.86%5.69%3.41%2.28%

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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.23%
-1.63%
DGRW
VDIGX

Volatility

DGRW vs. VDIGX - Volatility Comparison

WisdomTree U.S. Dividend Growth Fund (DGRW) has a higher volatility of 2.43% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.17%. 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.


2.00%3.00%4.00%5.00%MayJuneJulyAugustSeptemberOctober
2.43%
2.17%
DGRW
VDIGX