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

Correlation

The correlation between PRDGX and VDIGX is 0.86, 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.


-0.50.00.51.00.9

Performance

PRDGX vs. VDIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) and Vanguard Dividend Growth Fund (VDIGX). The values are adjusted to include any dividend payments, if applicable.

1,200.00%1,300.00%1,400.00%1,500.00%1,600.00%1,700.00%JulyAugustSeptemberOctoberNovemberDecember
1,549.10%
1,262.52%
PRDGX
VDIGX

Key characteristics

Sharpe Ratio

PRDGX:

1.13

VDIGX:

1.36

Sortino Ratio

PRDGX:

1.52

VDIGX:

1.87

Omega Ratio

PRDGX:

1.22

VDIGX:

1.24

Calmar Ratio

PRDGX:

1.29

VDIGX:

2.06

Martin Ratio

PRDGX:

6.19

VDIGX:

6.23

Ulcer Index

PRDGX:

1.93%

VDIGX:

1.91%

Daily Std Dev

PRDGX:

10.59%

VDIGX:

8.80%

Max Drawdown

PRDGX:

-49.79%

VDIGX:

-45.23%

Current Drawdown

PRDGX:

-8.42%

VDIGX:

-5.05%

Returns By Period

The year-to-date returns for both stocks are quite close, with PRDGX having a 9.93% return and VDIGX slightly lower at 9.73%. Both investments have delivered pretty close results over the past 10 years, with PRDGX having a 10.91% annualized return and VDIGX not far behind at 10.44%.


PRDGX

YTD

9.93%

1M

-5.64%

6M

-0.39%

1Y

10.92%

5Y*

10.08%

10Y*

10.91%

VDIGX

YTD

9.73%

1M

-1.96%

6M

3.49%

1Y

10.70%

5Y*

9.61%

10Y*

10.44%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRDGX vs. VDIGX - Expense Ratio Comparison

PRDGX has a 0.62% expense ratio, which is higher than VDIGX's 0.27% expense ratio.


PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
Expense ratio chart for PRDGX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for VDIGX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%

Risk-Adjusted Performance

PRDGX vs. VDIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) 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.


Sharpe ratio
The chart of Sharpe ratio for PRDGX, currently valued at 1.13, compared to the broader market-1.000.001.002.003.004.001.131.36
The chart of Sortino ratio for PRDGX, currently valued at 1.52, compared to the broader market-2.000.002.004.006.008.0010.001.521.87
The chart of Omega ratio for PRDGX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.24
The chart of Calmar ratio for PRDGX, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.0012.0014.001.292.06
The chart of Martin ratio for PRDGX, currently valued at 6.19, compared to the broader market0.0020.0040.0060.006.196.23
PRDGX
VDIGX

The current PRDGX Sharpe Ratio is 1.13, which is comparable to the VDIGX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of PRDGX 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.13
1.36
PRDGX
VDIGX

Dividends

PRDGX vs. VDIGX - Dividend Comparison

PRDGX's dividend yield for the trailing twelve months is around 0.75%, less than VDIGX's 1.68% yield.


TTM20232022202120202019201820172016201520142013
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
0.75%1.16%1.14%0.78%1.03%1.24%1.76%1.22%1.53%1.78%1.30%1.22%
VDIGX
Vanguard Dividend Growth Fund
1.68%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%1.80%

Drawdowns

PRDGX vs. VDIGX - Drawdown Comparison

The maximum PRDGX drawdown since its inception was -49.79%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for PRDGX and VDIGX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.42%
-5.05%
PRDGX
VDIGX

Volatility

PRDGX vs. VDIGX - Volatility Comparison

T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) has a higher volatility of 5.16% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.87%. This indicates that PRDGX'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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
5.16%
2.87%
PRDGX
VDIGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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