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TDVG vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.01.0

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.

60.00%65.00%70.00%75.00%JulyAugustSeptemberOctoberNovemberDecember
66.44%
70.74%
TDVG
VIG

Key characteristics

Sharpe Ratio

TDVG:

1.64

VIG:

1.88

Sortino Ratio

TDVG:

2.29

VIG:

2.64

Omega Ratio

TDVG:

1.30

VIG:

1.34

Calmar Ratio

TDVG:

2.82

VIG:

3.78

Martin Ratio

TDVG:

10.12

VIG:

11.75

Ulcer Index

TDVG:

1.60%

VIG:

1.63%

Daily Std Dev

TDVG:

9.85%

VIG:

10.20%

Max Drawdown

TDVG:

-19.20%

VIG:

-46.81%

Current Drawdown

TDVG:

-4.82%

VIG:

-3.60%

Returns By Period

In the year-to-date period, TDVG achieves a 14.01% return, which is significantly lower than VIG's 17.35% return.


TDVG

YTD

14.01%

1M

-3.01%

6M

3.40%

1Y

14.82%

5Y*

N/A

10Y*

N/A

VIG

YTD

17.35%

1M

-1.84%

6M

7.77%

1Y

17.96%

5Y*

11.67%

10Y*

11.31%

Compare stocks, funds, or ETFs

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


TDVG vs. VIG - Expense Ratio Comparison

TDVG has a 0.50% expense ratio, which is higher than VIG's 0.06% expense ratio.


TDVG
T. Rowe Price Dividend Growth ETF
Expense ratio chart for TDVG: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

TDVG vs. VIG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TDVG, currently valued at 1.64, compared to the broader market0.002.004.001.641.88
The chart of Sortino ratio for TDVG, currently valued at 2.29, compared to the broader market-2.000.002.004.006.008.0010.002.292.64
The chart of Omega ratio for TDVG, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.34
The chart of Calmar ratio for TDVG, currently valued at 2.82, compared to the broader market0.005.0010.0015.002.823.78
The chart of Martin ratio for TDVG, currently valued at 10.12, compared to the broader market0.0020.0040.0060.0080.00100.0010.1211.75
TDVG
VIG

The current TDVG Sharpe Ratio is 1.64, which is comparable to the VIG Sharpe Ratio of 1.88. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.64
1.88
TDVG
VIG

Dividends

TDVG vs. VIG - Dividend Comparison

TDVG's dividend yield for the trailing twelve months is around 0.76%, less than VIG's 1.27% yield.


TTM20232022202120202019201820172016201520142013
TDVG
T. Rowe Price Dividend Growth ETF
0.76%1.31%1.15%0.80%0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.27%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%

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. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.82%
-3.60%
TDVG
VIG

Volatility

TDVG vs. VIG - Volatility Comparison

The current volatility for T. Rowe Price Dividend Growth ETF (TDVG) is 3.31%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 3.55%. This indicates that TDVG experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.31%
3.55%
TDVG
VIG
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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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