OGN vs. VDIGX

Last updated Jun 4, 2026

OGN (Organon & Co.) is a stock, while VDIGX (Vanguard Dividend Growth Fund) is Dividend fund actively managed by Vanguard. Over the past 5 years, OGN returned -13.60%/yr vs 9.83%/yr for VDIGX. At a 0.44 correlation, their price movements are largely independent.

Performance

OGN vs. VDIGX - Performance Comparison

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

Returns By Period

In the year-to-date period, OGN achieves a 87.63% return, which is significantly higher than VDIGX's 2.63% return.

OGN

• 1D: 0.15%
• 1M: 1.21%
• YTD: 87.63%
• 6M: 85.05%
• 1Y: 43.20%
• 3Y*: -8.35%
• 5Y*: -13.60%
• 10Y*: —

VDIGX

• 1D: 0.32%
• 1M: 3.43%
• YTD: 2.63%
• 6M: 2.55%
• 1Y: 8.31%
• 3Y*: 14.07%
• 5Y*: 9.83%
• 10Y*: 12.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

OGN vs. VDIGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
OGN Organon & Co.	87.63%	-50.71%	9.92%	-45.12%	-4.86%	-12.15%
VDIGX Vanguard Dividend Growth Fund	2.63%	11.11%	20.84%	8.11%	-4.89%	12.86%

Correlation

The correlation between OGN and VDIGX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (All Time) Calculated using the full available price history since Jun 3, 2021	0.44

The correlation between OGN and VDIGX shifts across timeframes, from 0.31 (1 year) to 0.44 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

OGN vs. VDIGX — Risk / Return Rank

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

OGN

OGN Risk / Return Rank: 62
OGN Sharpe Ratio Rank: 62
OGN Sortino Ratio Rank: 65
OGN Omega Ratio Rank: 67
OGN Calmar Ratio Rank: 59
OGN Martin Ratio Rank: 58

VDIGX

VDIGX Risk / Return Rank: 11
VDIGX Sharpe Ratio Rank: 11
VDIGX Sortino Ratio Rank: 11
VDIGX Omega Ratio Rank: 10
VDIGX Calmar Ratio Rank: 9
VDIGX Martin Ratio Rank: 12

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.

OGN vs. VDIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Organon & Co. (OGN) 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.

	OGN	VDIGX	Difference
Sharpe ratio: Return per unit of total volatility	0.62	0.86	-0.24
Sortino ratio: Return per unit of downside risk	1.52	1.32	+0.21
Omega ratio: Gain probability vs. loss probability	1.21	1.15	+0.06
Calmar ratio: Return relative to maximum drawdown	0.91	0.95	-0.05
Martin ratio: Return relative to average drawdown	1.82	3.67	-1.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OGN vs. VDIGX - Sharpe Ratio Comparison

The current OGN Sharpe Ratio is 0.62, which is comparable to the VDIGX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of OGN and VDIGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	OGN	VDIGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	0.86	-0.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.28	0.71	-0.99
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.29	0.62	-0.91

Drawdowns

OGN vs. VDIGX - Drawdown Comparison

The maximum OGN drawdown since its inception was -82.69%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for OGN and VDIGX.

Drawdown Indicators

	OGN	VDIGX	Difference
Max Drawdown Largest peak-to-trough decline	-82.69%	-45.23%	-37.46%
Max Drawdown (1Y) Largest decline over 1 year	-47.96%	-9.09%	-38.87%
Max Drawdown (3Y) Largest decline over 3 years	-74.10%	-10.23%	-63.87%
Max Drawdown (5Y) Largest decline over 5 years	-82.69%	-16.18%	-66.51%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.98%	—
Current Drawdown Current decline from peak	-59.26%	-0.10%	-59.16%
Average Drawdown Average peak-to-trough decline	-43.15%	-6.65%	-36.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.81%	2.36%	+21.45%

Volatility

OGN vs. VDIGX - Volatility Comparison

The current volatility for Organon & Co. (OGN) is 1.33%, while Vanguard Dividend Growth Fund (VDIGX) has a volatility of 2.33%. This indicates that OGN experiences smaller price fluctuations and is considered to be less risky than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OGN	VDIGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.33%	2.33%	-1.00%
Volatility (6M) Calculated over the trailing 6-month period	52.85%	7.61%	+45.24%
Volatility (1Y) Calculated over the trailing 1-year period	69.68%	10.06%	+59.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.81%	13.86%	+34.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.84%	15.70%	+33.14%

Dividends

OGN vs. VDIGX - Dividend Comparison

OGN's dividend yield for the trailing twelve months is around 0.60%, less than VDIGX's 23.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OGN Organon & Co.	0.60%	4.74%	7.51%	7.77%	4.01%	1.84%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VDIGX Vanguard Dividend Growth Fund	23.93%	21.90%	21.94%	2.29%	6.06%	5.45%	2.83%	4.70%	8.72%	5.16%	2.86%	5.70%

Frequently Asked Questions

Can I hold both OGN and VDIGX in my portfolio?

OGN and VDIGX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OGN or VDIGX?

VDIGX has higher volatility (2.33%) compared to OGN (1.33%). In terms of maximum drawdown, OGN dropped -82.69% vs VDIGX's -45.23%.

Which has better risk-adjusted returns?

VDIGX currently has the higher Sharpe Ratio (0.86 vs 0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.