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

Correlation

The correlation between PRDGX and VDIGX is 0.82, 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

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.

700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%December2025FebruaryMarchAprilMay
1,117.56%
758.74%
PRDGX
VDIGX

Key characteristics

Sharpe Ratio

PRDGX:

0.26

VDIGX:

-0.39

Sortino Ratio

PRDGX:

0.51

VDIGX:

-0.34

Omega Ratio

PRDGX:

1.08

VDIGX:

0.94

Calmar Ratio

PRDGX:

0.28

VDIGX:

-0.26

Martin Ratio

PRDGX:

0.94

VDIGX:

-0.69

Ulcer Index

PRDGX:

4.97%

VDIGX:

8.82%

Daily Std Dev

PRDGX:

16.01%

VDIGX:

17.36%

Max Drawdown

PRDGX:

-52.60%

VDIGX:

-46.89%

Current Drawdown

PRDGX:

-6.91%

VDIGX:

-16.03%

Returns By Period

In the year-to-date period, PRDGX achieves a 1.93% return, which is significantly higher than VDIGX's -2.94% return. Over the past 10 years, PRDGX has outperformed VDIGX with an annualized return of 9.18%, while VDIGX has yielded a comparatively lower 6.13% annualized return.


PRDGX

YTD

1.93%

1M

11.64%

6M

-4.77%

1Y

4.18%

5Y*

11.64%

10Y*

9.18%

VDIGX

YTD

-2.94%

1M

9.24%

6M

-13.63%

1Y

-6.81%

5Y*

6.85%

10Y*

6.13%

*Annualized

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PRDGX vs. VDIGX - Expense Ratio Comparison

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


Risk-Adjusted Performance

PRDGX vs. VDIGX — Risk-Adjusted Performance Rank

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

PRDGX
The Risk-Adjusted Performance Rank of PRDGX is 4040
Overall Rank
The Sharpe Ratio Rank of PRDGX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of PRDGX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of PRDGX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of PRDGX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of PRDGX is 4040
Martin Ratio Rank

VDIGX
The Risk-Adjusted Performance Rank of VDIGX is 66
Overall Rank
The Sharpe Ratio Rank of VDIGX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIGX is 66
Sortino Ratio Rank
The Omega Ratio Rank of VDIGX is 66
Omega Ratio Rank
The Calmar Ratio Rank of VDIGX is 55
Calmar Ratio Rank
The Martin Ratio Rank of VDIGX is 77
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.

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.


The current PRDGX Sharpe Ratio is 0.26, which is higher than the VDIGX Sharpe Ratio of -0.39. 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.26
-0.39
PRDGX
VDIGX

Dividends

PRDGX vs. VDIGX - Dividend Comparison

PRDGX's dividend yield for the trailing twelve months is around 1.01%, less than VDIGX's 1.92% yield.


TTM20242023202220212020201920182017201620152014
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
1.01%1.02%1.16%1.14%0.78%1.03%1.24%1.76%1.22%1.53%1.78%1.30%
VDIGX
Vanguard Dividend Growth Fund
1.92%1.87%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%

Drawdowns

PRDGX vs. VDIGX - Drawdown Comparison

The maximum PRDGX drawdown since its inception was -52.60%, which is greater than VDIGX's maximum drawdown of -46.89%. Use the drawdown chart below to compare losses from any high point for PRDGX and VDIGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.91%
-16.03%
PRDGX
VDIGX

Volatility

PRDGX vs. VDIGX - Volatility Comparison

T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) and Vanguard Dividend Growth Fund (VDIGX) have volatilities of 8.85% and 8.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.85%
8.52%
PRDGX
VDIGX