TDVG vs. VDADX
Compare and contrast key facts about T. Rowe Price Dividend Growth ETF (TDVG) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX).
TDVG is an actively managed fund by T. Rowe Price. It was launched on Aug 4, 2020. VDADX is managed by Vanguard. It was launched on Dec 19, 2013.
Performance
TDVG vs. VDADX - Performance Comparison
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TDVG vs. VDADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TDVG T. Rowe Price Dividend Growth ETF | -0.44% | 14.80% | 13.45% | 13.95% | -10.15% | 26.20% | 12.98% |
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | -3.77% | 14.17% | 16.99% | 14.44% | -9.80% | 23.59% | 13.85% |
Returns By Period
In the year-to-date period, TDVG achieves a -0.44% return, which is significantly higher than VDADX's -3.77% return.
TDVG
- 1D
- 2.08%
- 1M
- -5.21%
- YTD
- -0.44%
- 6M
- 2.12%
- 1Y
- 11.67%
- 3Y*
- 13.10%
- 5Y*
- 9.61%
- 10Y*
- —
VDADX
- 1D
- 0.00%
- 1M
- -7.14%
- YTD
- -3.77%
- 6M
- -1.63%
- 1Y
- 10.40%
- 3Y*
- 13.00%
- 5Y*
- 9.45%
- 10Y*
- 12.01%
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TDVG vs. VDADX - Expense Ratio Comparison
TDVG has a 0.50% expense ratio, which is higher than VDADX's 0.08% expense ratio.
Return for Risk
TDVG vs. VDADX — Risk / Return Rank
TDVG
VDADX
TDVG vs. VDADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth ETF (TDVG) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). 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.
| TDVG | VDADX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.76 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.18 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 0.92 | +0.23 |
Martin ratioReturn relative to average drawdown | 5.46 | 4.19 | +1.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TDVG | VDADX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.76 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.67 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.71 | +0.15 |
Correlation
The correlation between TDVG and VDADX is 0.97, 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.
Dividends
TDVG vs. VDADX - Dividend Comparison
TDVG's dividend yield for the trailing twelve months is around 1.06%, less than VDADX's 1.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDVG T. Rowe Price Dividend Growth ETF | 1.06% | 1.00% | 1.06% | 1.31% | 1.15% | 0.80% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | 1.62% | 1.60% | 1.71% | 1.86% | 1.94% | 1.53% | 1.61% | 1.69% | 2.07% | 1.88% | 2.14% | 2.34% |
Drawdowns
TDVG vs. VDADX - Drawdown Comparison
The maximum TDVG drawdown since its inception was -19.20%, smaller than the maximum VDADX drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for TDVG and VDADX.
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Drawdown Indicators
| TDVG | VDADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.20% | -31.70% | +12.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -10.87% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -19.20% | -20.42% | +1.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.70% | — |
Current DrawdownCurrent decline from peak | -5.31% | -7.93% | +2.62% |
Average DrawdownAverage peak-to-trough decline | -3.84% | -3.44% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.40% | -0.04% |
Volatility
TDVG vs. VDADX - Volatility Comparison
T. Rowe Price Dividend Growth ETF (TDVG) has a higher volatility of 4.12% compared to Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) at 3.33%. This indicates that TDVG's price experiences larger fluctuations and is considered to be riskier than VDADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDVG | VDADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 3.33% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 7.58% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.03% | 15.23% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 14.28% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.04% | 16.18% | -2.14% |