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USD=X vs. VIG
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. VIG - Performance Comparison

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

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

VIG

1D
0.03%
1M
2.32%
YTD
6.58%
6M
6.47%
1Y
18.31%
3Y*
16.04%
5Y*
10.62%
10Y*
13.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. VIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
6.58%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%

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Return for Risk

USD=X vs. VIG — Risk / Return Rank

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

USD=X

VIG
VIG Risk / Return Rank: 5858
Overall Rank
VIG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 6464
Sortino Ratio Rank
VIG Omega Ratio Rank: 5858
Omega Ratio Rank
VIG Calmar Ratio Rank: 5252
Calmar Ratio Rank
VIG Martin Ratio Rank: 5858
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.

USD=X vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. VIG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

Drawdowns

USD=X vs. VIG - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for USD=X and VIG.


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Drawdown Indicators


USD=XVIGDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-46.81%

+46.81%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-7.91%

+7.91%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-14.95%

+14.95%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-20.39%

+20.39%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-31.72%

+31.72%

Current Drawdown

Current decline from peak

0.00%

-1.34%

+1.34%

Average Drawdown

Average peak-to-trough decline

0.00%

-5.51%

+5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.96%

-1.96%

Volatility

USD=X vs. VIG - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 2.42%. This indicates that USD=X 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.


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Volatility by Period


USD=XVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

2.42%

-2.42%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

7.68%

-7.68%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

10.10%

-10.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

14.24%

-14.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

16.06%

-16.06%

Frequently Asked Questions


VIG has higher volatility (2.42%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs VIG's -46.81%.

Portfolio Optimizer

Find the right allocation for USD=X and VIG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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