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KLG vs. VDIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KLG vs. VDIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WK Kellogg Co (KLG) and Vanguard Dividend Growth Fund (VDIGX). The values are adjusted to include any dividend payments, if applicable.

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KLG vs. VDIGX - Yearly Performance Comparison


2026 (YTD)202520242023
KLG
WK Kellogg Co
0.00%0.00%0.00%-21.47%
VDIGX
Vanguard Dividend Growth Fund
-6.99%11.11%20.84%10.58%

Returns By Period


KLG

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

VDIGX

1D
0.14%
1M
-8.69%
YTD
-6.99%
6M
-4.14%
1Y
0.66%
3Y*
10.48%
5Y*
8.98%
10Y*
11.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

KLG vs. VDIGX — Risk / Return Rank

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

KLG

VDIGX
VDIGX Risk / Return Rank: 1010
Overall Rank
VDIGX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VDIGX Sortino Ratio Rank: 88
Sortino Ratio Rank
VDIGX Omega Ratio Rank: 88
Omega Ratio Rank
VDIGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
VDIGX Martin Ratio Rank: 1313
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.

KLG vs. VDIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WK Kellogg Co (KLG) and Vanguard Dividend Growth Fund (VDIGX). 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.

KLG vs. VDIGX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KLGVDIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

Correlation

The correlation between KLG and VDIGX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

KLG vs. VDIGX - Dividend Comparison

KLG has not paid dividends to shareholders, while VDIGX's dividend yield for the trailing twelve months is around 26.40%.


TTM20252024202320222021202020192018201720162015
KLG
WK Kellogg Co
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDIGX
Vanguard Dividend Growth Fund
26.40%21.90%21.94%2.29%6.06%5.45%2.83%4.70%8.72%5.16%2.86%5.70%

Drawdowns

KLG vs. VDIGX - Drawdown Comparison


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Drawdown Indicators


KLGVDIGXDifference

Max Drawdown

Largest peak-to-trough decline

-45.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.57%

Max Drawdown (5Y)

Largest decline over 5 years

-16.18%

Max Drawdown (10Y)

Largest decline over 10 years

-32.98%

Current Drawdown

Current decline from peak

-8.96%

Average Drawdown

Average peak-to-trough decline

-6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

Volatility

KLG vs. VDIGX - Volatility Comparison


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Volatility by Period


KLGVDIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

Volatility (6M)

Calculated over the trailing 6-month period

7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%