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IGRO vs. VIGI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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IGRO vs. VIGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGRO
iShares International Dividend Growth ETF
1.57%25.03%7.78%15.38%-12.72%9.94%7.71%26.13%-14.86%24.64%
VIGI
Vanguard International Dividend Appreciation ETF
-2.65%16.88%2.73%16.30%-16.79%12.51%14.66%27.53%-11.50%27.97%

Returns By Period

In the year-to-date period, IGRO achieves a 1.57% return, which is significantly higher than VIGI's -2.65% return.


IGRO

1D
2.91%
1M
-6.70%
YTD
1.57%
6M
6.16%
1Y
18.69%
3Y*
14.34%
5Y*
7.73%
10Y*

VIGI

1D
2.79%
1M
-7.49%
YTD
-2.65%
6M
-0.02%
1Y
9.07%
3Y*
8.54%
5Y*
4.29%
10Y*
7.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

IGRO vs. VIGI — Risk / Return Rank

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

IGRO
IGRO Risk / Return Rank: 7474
Overall Rank
IGRO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IGRO Sortino Ratio Rank: 7474
Sortino Ratio Rank
IGRO Omega Ratio Rank: 7474
Omega Ratio Rank
IGRO Calmar Ratio Rank: 7373
Calmar Ratio Rank
IGRO Martin Ratio Rank: 7272
Martin Ratio Rank

VIGI
VIGI Risk / Return Rank: 3434
Overall Rank
VIGI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 3434
Sortino Ratio Rank
VIGI Omega Ratio Rank: 3232
Omega Ratio Rank
VIGI Calmar Ratio Rank: 3535
Calmar Ratio Rank
VIGI Martin Ratio Rank: 3636
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.

IGRO vs. VIGI - Risk-Adjusted Trends 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.


IGROVIGIDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.59

+0.72

Sortino ratio

Return per unit of downside risk

1.80

0.92

+0.88

Omega ratio

Gain probability vs. loss probability

1.26

1.12

+0.14

Calmar ratio

Return relative to maximum drawdown

1.81

0.81

+1.00

Martin ratio

Return relative to average drawdown

7.00

3.08

+3.92

IGRO vs. VIGI - Sharpe Ratio Comparison

The current IGRO Sharpe Ratio is 1.31, which is higher than the VIGI Sharpe Ratio of 0.59. 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.


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Sharpe Ratios by Period


IGROVIGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.59

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.30

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.51

+0.01

Correlation

The correlation between IGRO and VIGI is 0.82, 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.


Dividends

IGRO vs. VIGI - Dividend Comparison

IGRO's dividend yield for the trailing twelve months is around 2.51%, more than VIGI's 2.26% yield.


TTM2025202420232022202120202019201820172016
IGRO
iShares International Dividend Growth ETF
2.51%2.51%2.44%2.79%2.69%2.27%2.41%2.65%2.97%2.43%1.18%
VIGI
Vanguard International Dividend Appreciation ETF
2.26%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%

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.


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Drawdown Indicators


IGROVIGIDifference

Max Drawdown

Largest peak-to-trough decline

-36.25%

-31.01%

-5.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.00%

-10.64%

+0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-28.80%

+2.76%

Max Drawdown (10Y)

Largest decline over 10 years

-31.01%

Current Drawdown

Current decline from peak

-6.74%

-7.49%

+0.75%

Average Drawdown

Average peak-to-trough decline

-5.74%

-6.23%

+0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.81%

-0.23%

Volatility

IGRO vs. VIGI - Volatility Comparison

iShares International Dividend Growth ETF (IGRO) and Vanguard International Dividend Appreciation ETF (VIGI) have volatilities of 6.63% and 6.45%, 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.


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Volatility by Period


IGROVIGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

6.45%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

9.87%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

15.49%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.83%

14.41%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

15.87%

+1.02%