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

Correlation

The correlation between DGRW and VIG is 0.93, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

DGRW vs. VIG - Performance Comparison

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

220.00%240.00%260.00%280.00%300.00%320.00%340.00%NovemberDecember2025FebruaryMarchApril
294.34%
247.32%
DGRW
VIG

Key characteristics

Sharpe Ratio

DGRW:

0.46

VIG:

0.59

Sortino Ratio

DGRW:

0.76

VIG:

0.94

Omega Ratio

DGRW:

1.11

VIG:

1.13

Calmar Ratio

DGRW:

0.46

VIG:

0.62

Martin Ratio

DGRW:

1.88

VIG:

2.77

Ulcer Index

DGRW:

3.97%

VIG:

3.36%

Daily Std Dev

DGRW:

16.23%

VIG:

15.75%

Max Drawdown

DGRW:

-32.04%

VIG:

-46.81%

Current Drawdown

DGRW:

-9.35%

VIG:

-7.78%

Returns By Period

In the year-to-date period, DGRW achieves a -4.39% return, which is significantly lower than VIG's -3.36% return. Over the past 10 years, DGRW has outperformed VIG with an annualized return of 11.55%, while VIG has yielded a comparatively lower 10.94% annualized return.


DGRW

YTD

-4.39%

1M

-4.32%

6M

-6.83%

1Y

6.41%

5Y*

14.98%

10Y*

11.55%

VIG

YTD

-3.36%

1M

-3.43%

6M

-3.95%

1Y

8.44%

5Y*

13.05%

10Y*

10.94%

*Annualized

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DGRW vs. VIG - Expense Ratio Comparison

DGRW has a 0.28% expense ratio, which is higher than VIG's 0.06% expense ratio.


Expense ratio chart for DGRW: current value is 0.28%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DGRW: 0.28%
Expense ratio chart for VIG: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIG: 0.06%

Risk-Adjusted Performance

DGRW vs. VIG — Risk-Adjusted Performance Rank

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

DGRW
The Risk-Adjusted Performance Rank of DGRW is 5858
Overall Rank
The Sharpe Ratio Rank of DGRW is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRW is 5757
Sortino Ratio Rank
The Omega Ratio Rank of DGRW is 5757
Omega Ratio Rank
The Calmar Ratio Rank of DGRW is 6161
Calmar Ratio Rank
The Martin Ratio Rank of DGRW is 5959
Martin Ratio Rank

VIG
The Risk-Adjusted Performance Rank of VIG is 6868
Overall Rank
The Sharpe Ratio Rank of VIG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VIG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VIG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VIG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VIG is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DGRW vs. VIG - 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 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.


The chart of Sharpe ratio for DGRW, currently valued at 0.46, compared to the broader market-1.000.001.002.003.004.00
DGRW: 0.46
VIG: 0.59
The chart of Sortino ratio for DGRW, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.00
DGRW: 0.76
VIG: 0.94
The chart of Omega ratio for DGRW, currently valued at 1.11, compared to the broader market0.501.001.502.00
DGRW: 1.11
VIG: 1.13
The chart of Calmar ratio for DGRW, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.00
DGRW: 0.46
VIG: 0.62
The chart of Martin ratio for DGRW, currently valued at 1.88, compared to the broader market0.0020.0040.0060.00
DGRW: 1.88
VIG: 2.77

The current DGRW Sharpe Ratio is 0.46, which is comparable to the VIG Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of DGRW and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.46
0.59
DGRW
VIG

Dividends

DGRW vs. VIG - Dividend Comparison

DGRW's dividend yield for the trailing twelve months is around 1.55%, less than VIG's 1.88% yield.


TTM20242023202220212020201920182017201620152014
DGRW
WisdomTree U.S. Dividend Growth Fund
1.55%1.55%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%
VIG
Vanguard Dividend Appreciation ETF
1.88%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%

Drawdowns

DGRW vs. VIG - Drawdown Comparison

The maximum DGRW drawdown since its inception was -32.04%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for DGRW and VIG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.35%
-7.78%
DGRW
VIG

Volatility

DGRW vs. VIG - Volatility Comparison

WisdomTree U.S. Dividend Growth Fund (DGRW) and Vanguard Dividend Appreciation ETF (VIG) have volatilities of 12.00% and 11.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.00%
11.66%
DGRW
VIG