DIHP vs. VWIGX

Last updated Jun 24, 2026

DIHP (Dimensional International High Profitability ETF) and VWIGX (Vanguard International Growth Fund Investor Shares) are both Foreign Large Cap Equities funds. Both are actively managed. Over the past 3 years, DIHP returned 14.14%/yr vs 12.52%/yr for VWIGX. Their correlation of 0.86 suggests significant overlap in exposure. DIHP charges 0.29%/yr vs 0.38%/yr for VWIGX.

Performance

DIHP vs. VWIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International High Profitability ETF (DIHP) and Vanguard International Growth Fund Investor Shares (VWIGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DIHP achieves a 6.47% return, which is significantly higher than VWIGX's 5.58% return.

DIHP

• 1D: -2.54%
• 1M: -1.40%
• YTD: 6.47%
• 6M: 5.91%
• 1Y: 18.13%
• 3Y*: 14.14%
• 5Y*: —
• 10Y*: —

VWIGX

• 1D: -0.34%
• 1M: 2.27%
• YTD: 5.58%
• 6M: 5.58%
• 1Y: 13.22%
• 3Y*: 12.52%
• 5Y*: -1.34%
• 10Y*: 10.55%

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

DIHP vs. VWIGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DIHP Dimensional International High Profitability ETF	6.47%	28.26%	0.50%	19.07%	-10.60%
VWIGX Vanguard International Growth Fund Investor Shares	5.58%	19.96%	9.07%	14.65%	-17.28%

Correlation

The correlation between DIHP and VWIGX is 0.83, 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022	0.86

The correlation between DIHP and VWIGX has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

DIHP vs. VWIGX - Sectors Allocation Comparison

Sectors	DIHP	VWIGX
Industrials	22.5%	13.3%
Technology	13.2%	27.5%
Healthcare	11.5%	10.6%
Consumer Cyclical	10.7%	17.5%
Financial Services	9.3%	12.2%
Consumer Defensive	9.2%	5.4%
Basic Materials	7.5%	2.6%
Communication Services	7.1%	6.2%
Energy	5.8%	1.9%
Utilities	2.7%	0.5%
Real Estate	0.4%	-

Return for Risk

DIHP vs. VWIGX — Risk / Return Rank

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

DIHP

DIHP Risk / Return Rank: 37
DIHP Sharpe Ratio Rank: 37
DIHP Sortino Ratio Rank: 36
DIHP Omega Ratio Rank: 37
DIHP Calmar Ratio Rank: 35
DIHP Martin Ratio Rank: 40

VWIGX

VWIGX Risk / Return Rank: 11
VWIGX Sharpe Ratio Rank: 10
VWIGX Sortino Ratio Rank: 10
VWIGX Omega Ratio Rank: 10
VWIGX Calmar Ratio Rank: 11
VWIGX 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.

DIHP vs. VWIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International High Profitability ETF (DIHP) and Vanguard International Growth Fund Investor Shares (VWIGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DIHP	VWIGX	Difference
Sharpe ratio: Return per unit of total volatility	1.26	0.76	+0.50
Sortino ratio: Return per unit of downside risk	1.81	1.16	+0.64
Omega ratio: Gain probability vs. loss probability	1.23	1.14	+0.09
Calmar ratio: Return relative to maximum drawdown	1.67	1.02	+0.65
Martin ratio: Return relative to average drawdown	5.99	3.24	+2.74

DIHP vs. VWIGX - Sharpe Ratio Comparison

The current DIHP Sharpe Ratio is 1.26, which is higher than the VWIGX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of DIHP and VWIGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DIHP vs. VWIGX - Drawdown Comparison

The maximum DIHP drawdown since its inception was -24.94%, smaller than the maximum VWIGX drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for DIHP and VWIGX.

Drawdown Indicators

	DIHP	VWIGX	Difference
Max Drawdown Largest peak-to-trough decline	-24.94%	-59.58%	+34.64%
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	-14.06%	+3.14%
Max Drawdown (3Y) Largest decline over 3 years	-12.42%	-20.04%	+7.62%
Max Drawdown (5Y) Largest decline over 5 years	—	-52.69%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-53.25%	—
Current Drawdown Current decline from peak	-4.17%	-13.97%	+9.80%
Average Drawdown Average peak-to-trough decline	-4.82%	-13.80%	+8.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	4.40%	-1.37%

Volatility

DIHP vs. VWIGX - Volatility Comparison

The current volatility for Dimensional International High Profitability ETF (DIHP) is 5.29%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 6.59%. This indicates that DIHP experiences smaller price fluctuations and is considered to be less risky than VWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIHP	VWIGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.29%	6.59%	-1.30%
Volatility (6M) Calculated over the trailing 6-month period	12.24%	15.50%	-3.26%
Volatility (1Y) Calculated over the trailing 1-year period	14.47%	18.81%	-4.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.33%	23.39%	-7.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.33%	21.64%	-5.31%

DIHP vs. VWIGX - Expense Ratio Comparison

DIHP has a 0.29% expense ratio, which is lower than VWIGX's 0.38% expense ratio.

Dividends

DIHP vs. VWIGX - Dividend Comparison

DIHP's dividend yield for the trailing twelve months is around 2.05%, less than VWIGX's 6.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIHP Dimensional International High Profitability ETF	2.05%	2.02%	2.30%	2.17%	1.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VWIGX Vanguard International Growth Fund Investor Shares	6.39%	6.74%	9.68%	1.82%	6.90%	2.36%	2.28%	1.20%	5.34%	0.84%	1.26%	1.39%

Frequently Asked Questions

Can I hold both DIHP and VWIGX in my portfolio?

DIHP and VWIGX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DIHP or VWIGX?

VWIGX has higher volatility (6.59%) compared to DIHP (5.29%). In terms of maximum drawdown, DIHP dropped -24.94% vs VWIGX's -59.58%.

Which has better risk-adjusted returns?

DIHP currently has the higher Sharpe Ratio (1.26 vs 0.76), 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.