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MPGFX vs. VDIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MPGFX and VDIGX is 0.83, 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.


Performance

MPGFX vs. VDIGX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MPGFX:

0.02

VDIGX:

0.44

Sortino Ratio

MPGFX:

0.20

VDIGX:

0.64

Omega Ratio

MPGFX:

1.03

VDIGX:

1.09

Calmar Ratio

MPGFX:

0.04

VDIGX:

0.38

Martin Ratio

MPGFX:

0.12

VDIGX:

1.26

Ulcer Index

MPGFX:

7.36%

VDIGX:

4.26%

Daily Std Dev

MPGFX:

19.27%

VDIGX:

14.61%

Max Drawdown

MPGFX:

-60.43%

VDIGX:

-45.23%

Current Drawdown

MPGFX:

-11.21%

VDIGX:

-4.45%

Returns By Period

In the year-to-date period, MPGFX achieves a -3.77% return, which is significantly lower than VDIGX's 1.38% return. Over the past 10 years, MPGFX has underperformed VDIGX with an annualized return of 4.52%, while VDIGX has yielded a comparatively higher 10.44% annualized return.


MPGFX

YTD

-3.77%

1M

4.83%

6M

-10.17%

1Y

0.32%

3Y*

6.68%

5Y*

7.04%

10Y*

4.52%

VDIGX

YTD

1.38%

1M

4.46%

6M

-3.04%

1Y

6.40%

3Y*

6.23%

5Y*

11.08%

10Y*

10.44%

*Annualized

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Mairs & Power Growth Fund

Vanguard Dividend Growth Fund

MPGFX vs. VDIGX - Expense Ratio Comparison

MPGFX has a 0.61% expense ratio, which is higher than VDIGX's 0.27% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MPGFX vs. VDIGX — Risk-Adjusted Performance Rank

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

MPGFX
The Risk-Adjusted Performance Rank of MPGFX is 1313
Overall Rank
The Sharpe Ratio Rank of MPGFX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of MPGFX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of MPGFX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of MPGFX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of MPGFX is 1313
Martin Ratio Rank

VDIGX
The Risk-Adjusted Performance Rank of VDIGX is 3333
Overall Rank
The Sharpe Ratio Rank of VDIGX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIGX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of VDIGX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of VDIGX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of VDIGX is 3232
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.

MPGFX vs. VDIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mairs & Power Growth Fund (MPGFX) 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.


The current MPGFX Sharpe Ratio is 0.02, which is lower than the VDIGX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of MPGFX and VDIGX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MPGFX vs. VDIGX - Dividend Comparison

MPGFX's dividend yield for the trailing twelve months is around 3.99%, less than VDIGX's 13.42% yield.


TTM20242023202220212020201920182017201620152014
MPGFX
Mairs & Power Growth Fund
3.99%3.84%2.34%8.83%8.13%8.81%7.39%8.76%9.47%5.84%7.92%3.37%
VDIGX
Vanguard Dividend Growth Fund
13.42%11.96%2.29%6.05%5.45%2.82%4.70%8.84%5.16%2.86%5.69%3.41%

Drawdowns

MPGFX vs. VDIGX - Drawdown Comparison

The maximum MPGFX drawdown since its inception was -60.43%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for MPGFX and VDIGX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MPGFX vs. VDIGX - Volatility Comparison

Mairs & Power Growth Fund (MPGFX) has a higher volatility of 5.01% compared to Vanguard Dividend Growth Fund (VDIGX) at 4.26%. This indicates that MPGFX's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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