DGRW vs. VDIGX

Last updated Jun 4, 2026

DGRW (WisdomTree U.S. Quality Dividend Growth Fund) and VDIGX (Vanguard Dividend Growth Fund) are both Dividend funds. DGRW is passively managed, while VDIGX is actively managed. Over the past 10 years, DGRW returned 14.15%/yr vs 12.30%/yr for VDIGX. Their correlation of 0.91 suggests significant overlap in exposure. DGRW charges 0.28%/yr vs 0.22%/yr for VDIGX.

Performance

DGRW vs. VDIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Dividend Growth Fund (DGRW) and Vanguard Dividend Growth Fund (VDIGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGRW achieves a 9.10% return, which is significantly higher than VDIGX's 2.63% return. Over the past 10 years, DGRW has outperformed VDIGX with an annualized return of 14.15%, while VDIGX has yielded a comparatively lower 12.30% annualized return.

DGRW

• 1D: -0.83%
• 1M: 4.06%
• YTD: 9.10%
• 6M: 8.62%
• 1Y: 20.79%
• 3Y*: 16.64%
• 5Y*: 12.17%
• 10Y*: 14.15%

VDIGX

• 1D: 0.32%
• 1M: 3.43%
• YTD: 2.63%
• 6M: 2.55%
• 1Y: 8.31%
• 3Y*: 14.07%
• 5Y*: 9.83%
• 10Y*: 12.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRW vs. VDIGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGRW WisdomTree U.S. Quality Dividend Growth Fund	9.10%	12.17%	16.98%	18.66%	-6.33%	24.46%	13.87%	29.54%	-5.38%	26.90%
VDIGX Vanguard Dividend Growth Fund	2.63%	11.11%	20.84%	8.11%	-4.89%	24.86%	12.04%	30.94%	0.08%	19.32%

Correlation

The correlation between DGRW and VDIGX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since May 23, 2013	0.91

The correlation between DGRW and VDIGX has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.

DGRW vs. VDIGX - Sectors Allocation Comparison

Sectors	DGRW	VDIGX
Technology	32.1%	23.6%
Healthcare	12.8%	16.1%
Financial Services	11.3%	20.1%
Communication Services	10.1%	2.3%
Industrials	9.9%	14.9%
Consumer Cyclical	7.1%	10.7%
Consumer Defensive	6.7%	7.9%
Energy	5.0%	1.1%
Basic Materials	3.3%	2.6%
Utilities	0.2%	0.5%
Real Estate	-	-

Return for Risk

DGRW vs. VDIGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGRW

DGRW Risk / Return Rank: 60
DGRW Sharpe Ratio Rank: 61
DGRW Sortino Ratio Rank: 65
DGRW Omega Ratio Rank: 63
DGRW Calmar Ratio Rank: 50
DGRW Martin Ratio Rank: 61

VDIGX

VDIGX Risk / Return Rank: 11
VDIGX Sharpe Ratio Rank: 11
VDIGX Sortino Ratio Rank: 11
VDIGX Omega Ratio Rank: 10
VDIGX Calmar Ratio Rank: 9
VDIGX Martin Ratio Rank: 12

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.

DGRW vs. VDIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality 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	VDIGX	Difference
Sharpe ratio: Return per unit of total volatility	2.12	0.86	+1.25
Sortino ratio: Return per unit of downside risk	3.09	1.32	+1.77
Omega ratio: Gain probability vs. loss probability	1.39	1.15	+0.24
Calmar ratio: Return relative to maximum drawdown	2.52	0.95	+1.56
Martin ratio: Return relative to average drawdown	11.03	3.67	+7.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGRW vs. VDIGX - Sharpe Ratio Comparison

The current DGRW Sharpe Ratio is 2.12, which is higher than the VDIGX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of DGRW and VDIGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DGRW	VDIGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.12	0.86	+1.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.71	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.88	0.79	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.62	+0.24

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.

Drawdown Indicators

	DGRW	VDIGX	Difference
Max Drawdown Largest peak-to-trough decline	-32.04%	-45.23%	+13.19%
Max Drawdown (1Y) Largest decline over 1 year	-8.30%	-9.09%	+0.79%
Max Drawdown (3Y) Largest decline over 3 years	-16.21%	-10.23%	-5.98%
Max Drawdown (5Y) Largest decline over 5 years	-17.27%	-16.18%	-1.09%
Max Drawdown (10Y) Largest decline over 10 years	-32.04%	-32.98%	+0.94%
Current Drawdown Current decline from peak	-0.83%	-0.10%	-0.73%
Average Drawdown Average peak-to-trough decline	-3.01%	-6.65%	+3.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	2.36%	-0.47%

Volatility

DGRW vs. VDIGX - Volatility Comparison

WisdomTree U.S. Quality Dividend Growth Fund (DGRW) has a higher volatility of 2.47% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.33%. 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.

Volatility by Period

	DGRW	VDIGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.47%	2.33%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	7.64%	7.61%	+0.03%
Volatility (1Y) Calculated over the trailing 1-year period	9.88%	10.06%	-0.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.97%	13.86%	+0.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.21%	15.70%	+0.51%

DGRW vs. VDIGX - Expense Ratio Comparison

DGRW has a 0.28% expense ratio, which is higher than VDIGX's 0.22% expense ratio.

Dividends

DGRW vs. VDIGX - Dividend Comparison

DGRW's dividend yield for the trailing twelve months is around 1.27%, less than VDIGX's 23.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRW WisdomTree U.S. Quality Dividend Growth Fund	1.27%	1.43%	1.55%	1.74%	2.15%	1.78%	1.93%	2.20%	2.42%	1.71%	2.13%	2.18%
VDIGX Vanguard Dividend Growth Fund	23.93%	21.90%	21.94%	2.29%	6.06%	5.45%	2.83%	4.70%	8.72%	5.16%	2.86%	5.70%

Frequently Asked Questions

Can I hold both DGRW and VDIGX in my portfolio?

DGRW and VDIGX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DGRW or VDIGX?

DGRW has higher volatility (2.47%) compared to VDIGX (2.33%). In terms of maximum drawdown, DGRW dropped -32.04% vs VDIGX's -45.23%.

Which has better risk-adjusted returns?

DGRW currently has the higher Sharpe Ratio (2.12 vs 0.86), 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.