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FRIZ vs. VIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRIZ vs. VIG - Performance Comparison

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

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Returns By Period

In the year-to-date period, FRIZ achieves a 2.78% return, which is significantly lower than VIG's 6.56% return.


FRIZ

1D
-0.76%
1M
1.07%
YTD
2.78%
6M
2.39%
1Y
3Y*
5Y*
10Y*

VIG

1D
-1.37%
1M
1.51%
YTD
6.56%
6M
6.11%
1Y
18.98%
3Y*
16.25%
5Y*
10.41%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRIZ vs. VIG - Yearly Performance Comparison


Correlation

The correlation between FRIZ and VIG is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 2, 2025

0.94

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Return for Risk

FRIZ vs. VIG — Risk / Return Rank

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

FRIZ

VIG
VIG Risk / Return Rank: 5555
Overall Rank
VIG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 5959
Sortino Ratio Rank
VIG Omega Ratio Rank: 5555
Omega Ratio Rank
VIG Calmar Ratio Rank: 4949
Calmar Ratio Rank
VIG Martin Ratio Rank: 5757
Martin Ratio Rank
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.

FRIZ vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Dividend Growth ETF (FRIZ) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FRIZ vs. VIG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FRIZVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.60

+0.19

Drawdowns

FRIZ vs. VIG - Drawdown Comparison

The maximum FRIZ drawdown since its inception was -7.84%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for FRIZ and VIG.


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Drawdown Indicators


FRIZVIGDifference

Max Drawdown

Largest peak-to-trough decline

-7.84%

-46.81%

+38.97%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

Current Drawdown

Current decline from peak

-0.76%

-1.37%

+0.61%

Average Drawdown

Average peak-to-trough decline

-1.47%

-5.51%

+4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

Volatility

FRIZ vs. VIG - Volatility Comparison


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Volatility by Period


FRIZVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

Volatility (6M)

Calculated over the trailing 6-month period

7.69%

Volatility (1Y)

Calculated over the trailing 1-year period

10.15%

10.10%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.15%

14.24%

-4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.15%

16.05%

-5.90%

FRIZ vs. VIG - Expense Ratio Comparison

FRIZ has a 0.49% expense ratio, which is higher than VIG's 0.04% expense ratio.


Dividends

FRIZ vs. VIG - Dividend Comparison

FRIZ's dividend yield for the trailing twelve months is around 0.50%, less than VIG's 1.48% yield.


PositionTTM20252024202320222021202020192018201720162015
FRIZ
Franklin Dividend Growth ETF
0.50%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.48%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Frequently Asked Questions


With a correlation of 0.94, FRIZ and VIG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VIG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VIG is cheaper with a 0.04% expense ratio, compared with 0.49% for FRIZ.

VIG has the higher dividend yield at 1.48%, compared with 0.50% for FRIZ.

They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.49% for FRIZ and 0.04% for VIG.

Portfolio Optimizer

Find the right allocation for FRIZ and VIG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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