DIVI vs. VIGI
Compare and contrast key facts about Franklin International Core Dividend Tilt Index ETF (DIVI) and Vanguard International Dividend Appreciation ETF (VIGI).
DIVI and VIGI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIVI is an actively managed fund by Franklin. It was launched on Jun 1, 2016. VIGI is a passively managed fund by Vanguard that tracks the performance of the NASDAQ International DividendAchieversSelect Index. It was launched on Feb 25, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIVI or VIGI.
Key characteristics
| DIVI | VIGI | |
|---|---|---|
| YTD Return | 3.27% | 6.13% |
| 1Y Return | 14.27% | 16.89% |
| 3Y Return (Ann) | 6.84% | 0.72% |
| 5Y Return (Ann) | 7.33% | 6.76% |
| Sharpe Ratio | 1.12 | 1.48 |
| Sortino Ratio | 1.60 | 2.14 |
| Omega Ratio | 1.20 | 1.26 |
| Calmar Ratio | 1.74 | 1.21 |
| Martin Ratio | 5.79 | 7.52 |
| Ulcer Index | 2.53% | 2.26% |
| Daily Std Dev | 13.08% | 11.54% |
| Max Drawdown | -27.76% | -31.01% |
| Current Drawdown | -8.44% | -6.73% |
Correlation
The correlation between DIVI and VIGI is 0.77, 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
DIVI vs. VIGI - Performance Comparison
In the year-to-date period, DIVI achieves a 3.27% return, which is significantly lower than VIGI's 6.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DIVI vs. VIGI - Expense Ratio Comparison
DIVI has a 0.09% expense ratio, which is lower than VIGI's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DIVI vs. VIGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Core Dividend Tilt Index ETF (DIVI) and Vanguard International Dividend Appreciation ETF (VIGI). 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
DIVI vs. VIGI - Dividend Comparison
DIVI's dividend yield for the trailing twelve months is around 4.48%, more than VIGI's 2.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
DIVI Franklin International Core Dividend Tilt Index ETF | 4.48% | 3.17% | 5.43% | 2.77% | 5.87% | 1.61% | 5.67% | 5.71% | 13.51% |
VIGI Vanguard International Dividend Appreciation ETF | 2.00% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% |
Drawdowns
DIVI vs. VIGI - Drawdown Comparison
The maximum DIVI drawdown since its inception was -27.76%, smaller than the maximum VIGI drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for DIVI and VIGI. For additional features, visit the drawdowns tool.
Volatility
DIVI vs. VIGI - Volatility Comparison
Franklin International Core Dividend Tilt Index ETF (DIVI) has a higher volatility of 4.24% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.46%. This indicates that DIVI's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.