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

Correlation

The correlation between IGRO and VIGI is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

IGRO vs. VIGI - Performance Comparison

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

70.00%75.00%80.00%85.00%90.00%95.00%100.00%105.00%December2025FebruaryMarchAprilMay
96.73%
102.70%
IGRO
VIGI

Key characteristics

Sharpe Ratio

IGRO:

1.25

VIGI:

0.90

Sortino Ratio

IGRO:

1.74

VIGI:

1.35

Omega Ratio

IGRO:

1.24

VIGI:

1.18

Calmar Ratio

IGRO:

1.68

VIGI:

0.95

Martin Ratio

IGRO:

4.14

VIGI:

2.73

Ulcer Index

IGRO:

4.52%

VIGI:

5.04%

Daily Std Dev

IGRO:

14.99%

VIGI:

15.24%

Max Drawdown

IGRO:

-36.25%

VIGI:

-31.01%

Current Drawdown

IGRO:

0.00%

VIGI:

-0.79%

Returns By Period

In the year-to-date period, IGRO achieves a 12.04% return, which is significantly higher than VIGI's 9.89% return.


IGRO

YTD

12.04%

1M

11.09%

6M

7.50%

1Y

16.71%

5Y*

12.99%

10Y*

N/A

VIGI

YTD

9.89%

1M

13.34%

6M

5.29%

1Y

11.74%

5Y*

10.82%

10Y*

N/A

*Annualized

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IGRO vs. VIGI - Expense Ratio Comparison

IGRO has a 0.22% expense ratio, which is higher than VIGI's 0.15% 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%.


Expense ratio chart for IGRO: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGRO: 0.22%
Expense ratio chart for VIGI: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIGI: 0.15%

Risk-Adjusted Performance

IGRO vs. VIGI — 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 8484
Overall Rank
The Sharpe Ratio Rank of IGRO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of IGRO is 8383
Sortino Ratio Rank
The Omega Ratio Rank of IGRO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of IGRO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of IGRO is 7979
Martin Ratio Rank

VIGI
The Risk-Adjusted Performance Rank of VIGI is 7272
Overall Rank
The Sharpe Ratio Rank of VIGI is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 6464
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. VIGI - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for IGRO, currently valued at 1.25, compared to the broader market-1.000.001.002.003.004.00
IGRO: 1.25
VIGI: 0.90
The chart of Sortino ratio for IGRO, currently valued at 1.74, compared to the broader market-2.000.002.004.006.008.00
IGRO: 1.74
VIGI: 1.35
The chart of Omega ratio for IGRO, currently valued at 1.24, compared to the broader market0.501.001.502.002.50
IGRO: 1.24
VIGI: 1.18
The chart of Calmar ratio for IGRO, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.00
IGRO: 1.68
VIGI: 0.95
The chart of Martin ratio for IGRO, currently valued at 4.14, compared to the broader market0.0020.0040.0060.00
IGRO: 4.14
VIGI: 2.73

The current IGRO Sharpe Ratio is 1.25, which is higher than the VIGI Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of IGRO and VIGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
1.25
0.90
IGRO
VIGI

Dividends

IGRO vs. VIGI - Dividend Comparison

IGRO's dividend yield for the trailing twelve months is around 2.15%, more than VIGI's 1.87% yield.


TTM202420232022202120202019201820172016
IGRO
iShares International Dividend Growth ETF
2.15%2.44%2.79%2.69%2.27%2.41%2.65%2.97%2.43%1.18%
VIGI
Vanguard International Dividend Appreciation ETF
1.87%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%

Drawdowns

IGRO vs. VIGI - Drawdown Comparison

The maximum IGRO drawdown since its inception was -36.25%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for IGRO and VIGI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay0
-0.79%
IGRO
VIGI

Volatility

IGRO vs. VIGI - Volatility Comparison

The current volatility for iShares International Dividend Growth ETF (IGRO) is 9.18%, while Vanguard International Dividend Appreciation ETF (VIGI) has a volatility of 9.73%. This indicates that IGRO experiences smaller price fluctuations and is considered to be less risky than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
9.18%
9.73%
IGRO
VIGI