STXD vs. VIG

Last updated Jun 23, 2026

STXD (Strive 1000 Dividend Growth ETF) and VIG (Vanguard Dividend Appreciation ETF) are both exchange-traded funds - STXD is a Large Cap Blend Equities fund tracking the Bloomberg US 1000 Dividend Growth Index, while VIG is a Dividend fund tracking the S&P U.S. Dividend Growers Index. Both are passively managed. Over the past 3 years, STXD returned 15.17%/yr vs 16.05%/yr for VIG. Their correlation of 0.95 suggests significant overlap in exposure. STXD charges 0.35%/yr vs 0.04%/yr for VIG.

Performance

STXD vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 1000 Dividend Growth ETF (STXD) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STXD achieves a 6.99% return, which is significantly lower than VIG's 7.53% return.

STXD

• 1D: 0.08%
• 1M: 3.29%
• YTD: 6.99%
• 6M: 6.43%
• 1Y: 19.19%
• 3Y*: 15.17%
• 5Y*: —
• 10Y*: —

VIG

• 1D: 0.09%
• 1M: 0.99%
• YTD: 7.53%
• 6M: 6.96%
• 1Y: 20.27%
• 3Y*: 16.05%
• 5Y*: 11.07%
• 10Y*: 13.40%

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

STXD vs. VIG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXD Strive 1000 Dividend Growth ETF	6.99%	14.79%	14.51%	13.94%	1.51%
VIG Vanguard Dividend Appreciation ETF	7.53%	14.17%	16.99%	14.51%	4.07%

Correlation

The correlation between STXD and VIG is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (All Time) Calculated using the full available price history since Nov 10, 2022	0.95

The correlation between STXD and VIG has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

STXD vs. VIG - Sectors Allocation Comparison

Sectors	STXD	VIG
Technology	25.3%	29.0%
Financial Services	24.6%	19.9%
Industrials	16.0%	11.3%
Healthcare	12.7%	16.6%
Consumer Cyclical	8.5%	4.4%
Consumer Defensive	3.6%	9.3%
Real Estate	3.2%	-
Basic Materials	3.0%	3.3%
Utilities	2.2%	2.9%
Energy	0.2%	3.2%
Communication Services	0.1%	0.5%

Return for Risk

STXD vs. VIG — Risk / Return Rank

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

STXD

STXD Risk / Return Rank: 48
STXD Sharpe Ratio Rank: 49
STXD Sortino Ratio Rank: 50
STXD Omega Ratio Rank: 46
STXD Calmar Ratio Rank: 43
STXD Martin Ratio Rank: 52

VIG

VIG Risk / Return Rank: 61
VIG Sharpe Ratio Rank: 63
VIG Sortino Ratio Rank: 66
VIG Omega Ratio Rank: 61
VIG Calmar Ratio Rank: 53
VIG Martin Ratio Rank: 60

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.

STXD vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Dividend Growth ETF (STXD) and Vanguard Dividend Appreciation ETF (VIG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	STXD	VIG	Difference
Sharpe ratio: Return per unit of total volatility	1.64	2.01	-0.37
Sortino ratio: Return per unit of downside risk	2.39	2.90	-0.51
Omega ratio: Gain probability vs. loss probability	1.29	1.36	-0.07
Calmar ratio: Return relative to maximum drawdown	2.09	2.57	-0.48
Martin ratio: Return relative to average drawdown	8.65	10.39	-1.74

STXD vs. VIG - Sharpe Ratio Comparison

The current STXD Sharpe Ratio is 1.64, which is comparable to the VIG Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of STXD and VIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STXD vs. VIG - Drawdown Comparison

The maximum STXD drawdown since its inception was -14.87%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for STXD and VIG.

Drawdown Indicators

	STXD	VIG	Difference
Max Drawdown Largest peak-to-trough decline	-14.87%	-46.81%	+31.94%
Max Drawdown (1Y) Largest decline over 1 year	-9.21%	-7.91%	-1.30%
Max Drawdown (3Y) Largest decline over 3 years	-14.87%	-14.95%	+0.08%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.39%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.72%	—
Current Drawdown Current decline from peak	-0.30%	-0.62%	+0.32%
Average Drawdown Average peak-to-trough decline	-1.98%	-5.50%	+3.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.22%	1.96%	+0.26%

Volatility

STXD vs. VIG - Volatility Comparison

Strive 1000 Dividend Growth ETF (STXD) has a higher volatility of 3.71% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.82%. This indicates that STXD's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STXD	VIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.71%	2.82%	+0.89%
Volatility (6M) Calculated over the trailing 6-month period	9.18%	7.68%	+1.50%
Volatility (1Y) Calculated over the trailing 1-year period	11.79%	10.14%	+1.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.16%	14.23%	-1.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.16%	16.07%	-2.91%

STXD vs. VIG - Expense Ratio Comparison

STXD has a 0.35% expense ratio, which is higher than VIG's 0.04% expense ratio.

Dividends

STXD vs. VIG - Dividend Comparison

STXD's dividend yield for the trailing twelve months is around 1.19%, less than VIG's 1.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STXD Strive 1000 Dividend Growth ETF	1.19%	1.15%	1.23%	1.27%	0.28%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VIG Vanguard Dividend Appreciation ETF	1.47%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%

Frequently Asked Questions

Can I hold both STXD and VIG in my portfolio?

With a correlation of 0.94, STXD and VIG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, STXD or VIG?

STXD has higher volatility (3.71%) compared to VIG (2.82%). In terms of maximum drawdown, STXD dropped -14.87% vs VIG's -46.81%.

Which ETF is better, STXD or VIG?

On 3-year performance, VIG leads with 16.05% vs 15.17% for STXD. On fees, VIG is cheaper at 0.04% per year. On volatility, VIG has been the lower-risk option at 2.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXD or VIG?

Over the 3-year period, VIG has performed better with a 16.05% return vs 15.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXD or VIG?

VIG is cheaper with a 0.04% expense ratio, compared with 0.35% for STXD.

Which ETF pays a higher dividend yield, STXD or VIG?

VIG has the higher dividend yield at 1.47%, compared with 1.19% for STXD.

What is the main difference between STXD and VIG?

STXD is categorized as Large Cap Blend Equities, while VIG is Dividend. STXD tracks Bloomberg US 1000 Dividend Growth Index, while VIG tracks S&P U.S. Dividend Growers Index. They also come from different issuers: Strive and Vanguard. Their fees differ too: 0.35% for STXD and 0.04% for VIG.

Which has better risk-adjusted returns?

VIG currently has the higher Sharpe Ratio (2.01 vs 1.64), 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.