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TDVG vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDVG vs. VIG - Performance Comparison

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

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TDVG vs. VIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TDVG
T. Rowe Price Dividend Growth ETF
-0.44%14.80%13.45%13.95%-10.15%26.20%12.98%
VIG
Vanguard Dividend Appreciation ETF
-1.77%14.17%16.99%14.51%-9.80%23.76%13.83%

Returns By Period

In the year-to-date period, TDVG achieves a -0.44% return, which is significantly higher than VIG's -1.77% return.


TDVG

1D
2.08%
1M
-5.21%
YTD
-0.44%
6M
2.12%
1Y
11.67%
3Y*
13.10%
5Y*
9.61%
10Y*

VIG

1D
2.07%
1M
-5.18%
YTD
-1.77%
6M
0.45%
1Y
12.67%
3Y*
13.80%
5Y*
9.76%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TDVG vs. VIG - Expense Ratio Comparison

TDVG has a 0.50% expense ratio, which is higher than VIG's 0.04% expense ratio.


Return for Risk

TDVG vs. VIG — Risk / Return Rank

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

TDVG
TDVG Risk / Return Rank: 4949
Overall Rank
TDVG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TDVG Sortino Ratio Rank: 4545
Sortino Ratio Rank
TDVG Omega Ratio Rank: 4848
Omega Ratio Rank
TDVG Calmar Ratio Rank: 4848
Calmar Ratio Rank
TDVG Martin Ratio Rank: 5858
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 5555
Overall Rank
VIG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 5252
Sortino Ratio Rank
VIG Omega Ratio Rank: 5353
Omega Ratio Rank
VIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIG Martin Ratio Rank: 6363
Martin Ratio Rank
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.

TDVG vs. VIG - 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 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.


TDVGVIGDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.83

-0.05

Sortino ratio

Return per unit of downside risk

1.19

1.28

-0.09

Omega ratio

Gain probability vs. loss probability

1.18

1.18

-0.01

Calmar ratio

Return relative to maximum drawdown

1.15

1.28

-0.13

Martin ratio

Return relative to average drawdown

5.46

5.73

-0.28

TDVG vs. VIG - Sharpe Ratio Comparison

The current TDVG Sharpe Ratio is 0.78, which is comparable to the VIG Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TDVG and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TDVGVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.83

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.69

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.57

+0.28

Correlation

The correlation between TDVG and VIG 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. VIG - Dividend Comparison

TDVG's dividend yield for the trailing twelve months is around 1.06%, less than VIG's 1.61% yield.


TTM20252024202320222021202020192018201720162015
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%
VIG
Vanguard Dividend Appreciation ETF
1.61%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

TDVG vs. VIG - Drawdown Comparison

The maximum TDVG drawdown since its inception was -19.20%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for TDVG and VIG.


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Drawdown Indicators


TDVGVIGDifference

Max Drawdown

Largest peak-to-trough decline

-19.20%

-46.81%

+27.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-10.83%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

-20.39%

+1.19%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

Current Drawdown

Current decline from peak

-5.31%

-6.00%

+0.69%

Average Drawdown

Average peak-to-trough decline

-3.84%

-5.55%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

2.42%

-0.06%

Volatility

TDVG vs. VIG - Volatility Comparison

T. Rowe Price Dividend Growth ETF (TDVG) and Vanguard Dividend Appreciation ETF (VIG) have volatilities of 4.12% and 4.07%, 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.


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Volatility by Period


TDVGVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

4.07%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

7.84%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

15.03%

15.31%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

14.26%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.04%

16.05%

-2.01%