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IGRO vs. VGK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGRO and VGK is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

IGRO vs. VGK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Dividend Growth ETF (IGRO) and Vanguard FTSE Europe ETF (VGK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

IGRO:

7.11%

VGK:

17.81%

Max Drawdown

IGRO:

-0.98%

VGK:

-63.61%

Current Drawdown

IGRO:

-0.59%

VGK:

-0.26%

Returns By Period


IGRO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VGK

YTD

17.21%

1M

8.49%

6M

13.20%

1Y

11.08%

5Y*

13.86%

10Y*

5.75%

*Annualized

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IGRO vs. VGK - Expense Ratio Comparison

IGRO has a 0.22% expense ratio, which is higher than VGK's 0.08% expense ratio. However, 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

IGRO vs. VGK — Risk-Adjusted Performance Rank

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

IGRO
The Risk-Adjusted Performance Rank of IGRO is 8383
Overall Rank
The Sharpe Ratio Rank of IGRO is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of IGRO is 8282
Sortino Ratio Rank
The Omega Ratio Rank of IGRO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of IGRO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of IGRO is 7979
Martin Ratio Rank

VGK
The Risk-Adjusted Performance Rank of VGK is 7777
Overall Rank
The Sharpe Ratio Rank of VGK is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VGK is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VGK is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VGK is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VGK is 7474
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.

IGRO vs. VGK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Dividend Growth ETF (IGRO) and Vanguard FTSE Europe ETF (VGK). 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.



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Dividends

IGRO vs. VGK - Dividend Comparison

IGRO has not paid dividends to shareholders, while VGK's dividend yield for the trailing twelve months is around 2.99%.


TTM20242023202220212020201920182017201620152014
IGRO
iShares International Dividend Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGK
Vanguard FTSE Europe ETF
2.99%3.61%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%4.62%

Drawdowns

IGRO vs. VGK - Drawdown Comparison

The maximum IGRO drawdown since its inception was -0.98%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for IGRO and VGK. For additional features, visit the drawdowns tool.


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Volatility

IGRO vs. VGK - Volatility Comparison


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