GDIV vs. VIG

In the year-to-date period, GDIV achieves a -1.70% return, which is significantly lower than VIG's 1.56% return.

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GDIV has a 0.50% expense ratio, which is higher than VIG's 0.06% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Harbor Dividend Growth Leaders ETF (GDIV) 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 current GDIV Sharpe Ratio is 0.41, which is lower than the VIG Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of GDIV 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.

GDIV's dividend yield for the trailing twelve months is around 1.29%, less than VIG's 1.79% yield.

The maximum GDIV drawdown since its inception was -18.93%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for GDIV and VIG.

Harbor Dividend Growth Leaders ETF (GDIV) and Vanguard Dividend Appreciation ETF (VIG) have volatilities of 4.54% and 4.50%, 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.