LDIFX vs. VHYG.L
Compare and contrast key facts about Franklin Global Dividend Fund (LDIFX) and Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L).
LDIFX is managed by Legg Mason. It was launched on Feb 27, 2013. VHYG.L is a passively managed fund by Vanguard that tracks the performance of the MSCI World High Dividend Yield NR USD. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LDIFX or VHYG.L.
Key characteristics
| LDIFX | VHYG.L | |
|---|---|---|
| YTD Return | 4.78% | 6.12% |
| 1Y Return | 10.39% | 11.93% |
| 3Y Return (Ann) | 5.96% | 8.69% |
| Sharpe Ratio | 1.23 | 0.38 |
| Daily Std Dev | 7.94% | 31.76% |
| Max Drawdown | -30.40% | -28.15% |
| Current Drawdown | -1.11% | -10.55% |
Correlation
The correlation between LDIFX and VHYG.L is 0.66, 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.
Performance
LDIFX vs. VHYG.L - Performance Comparison
In the year-to-date period, LDIFX achieves a 4.78% return, which is significantly lower than VHYG.L's 6.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LDIFX vs. VHYG.L - Expense Ratio Comparison
LDIFX has a 0.81% expense ratio, which is higher than VHYG.L's 0.29% expense ratio.
Risk-Adjusted Performance
LDIFX vs. VHYG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Global Dividend Fund (LDIFX) and Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L). 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.
Dividends
LDIFX vs. VHYG.L - Dividend Comparison
LDIFX's dividend yield for the trailing twelve months is around 2.88%, while VHYG.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDIFX Franklin Global Dividend Fund | 2.88% | 3.73% | 6.04% | 6.75% | 2.31% | 4.85% | 5.67% | 2.52% | 3.59% | 2.15% | 6.87% | 3.40% |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS 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% |
Drawdowns
LDIFX vs. VHYG.L - Drawdown Comparison
The maximum LDIFX drawdown since its inception was -30.40%, which is greater than VHYG.L's maximum drawdown of -28.15%. Use the drawdown chart below to compare losses from any high point for LDIFX and VHYG.L. For additional features, visit the drawdowns tool.
Volatility
LDIFX vs. VHYG.L - Volatility Comparison
The current volatility for Franklin Global Dividend Fund (LDIFX) is 0.84%, while Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) has a volatility of 3.34%. This indicates that LDIFX experiences smaller price fluctuations and is considered to be less risky than VHYG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.