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VBAIX vs. VDIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VBAIX and VDIGX is 0.88, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VBAIX vs. VDIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Balanced Index Fund Institutional Shares (VBAIX) and Vanguard Dividend Growth Fund (VDIGX). The values are adjusted to include any dividend payments, if applicable.

260.00%280.00%300.00%320.00%340.00%360.00%380.00%NovemberDecember2025FebruaryMarchApril
340.05%
275.89%
VBAIX
VDIGX

Key characteristics

Sharpe Ratio

VBAIX:

0.37

VDIGX:

-0.47

Sortino Ratio

VBAIX:

0.59

VDIGX:

-0.50

Omega Ratio

VBAIX:

1.08

VDIGX:

0.91

Calmar Ratio

VBAIX:

0.30

VDIGX:

-0.35

Martin Ratio

VBAIX:

1.09

VDIGX:

-0.99

Ulcer Index

VBAIX:

4.27%

VDIGX:

8.23%

Daily Std Dev

VBAIX:

12.57%

VDIGX:

17.29%

Max Drawdown

VBAIX:

-35.82%

VDIGX:

-46.89%

Current Drawdown

VBAIX:

-9.40%

VDIGX:

-18.11%

Returns By Period

In the year-to-date period, VBAIX achieves a -3.85% return, which is significantly higher than VDIGX's -5.35% return. Over the past 10 years, VBAIX has outperformed VDIGX with an annualized return of 6.46%, while VDIGX has yielded a comparatively lower 5.82% annualized return.


VBAIX

YTD

-3.85%

1M

-2.91%

6M

-5.64%

1Y

5.16%

5Y*

6.80%

10Y*

6.46%

VDIGX

YTD

-5.35%

1M

-5.64%

6M

-15.51%

1Y

-7.99%

5Y*

6.58%

10Y*

5.82%

*Annualized

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VBAIX vs. VDIGX - Expense Ratio Comparison

VBAIX has a 0.06% expense ratio, which is lower than VDIGX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VDIGX: current value is 0.27%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDIGX: 0.27%
Expense ratio chart for VBAIX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBAIX: 0.06%

Risk-Adjusted Performance

VBAIX vs. VDIGX — Risk-Adjusted Performance Rank

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

VBAIX
The Risk-Adjusted Performance Rank of VBAIX is 4444
Overall Rank
The Sharpe Ratio Rank of VBAIX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of VBAIX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of VBAIX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of VBAIX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of VBAIX is 4141
Martin Ratio Rank

VDIGX
The Risk-Adjusted Performance Rank of VDIGX is 44
Overall Rank
The Sharpe Ratio Rank of VDIGX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIGX is 44
Sortino Ratio Rank
The Omega Ratio Rank of VDIGX is 33
Omega Ratio Rank
The Calmar Ratio Rank of VDIGX is 33
Calmar Ratio Rank
The Martin Ratio Rank of VDIGX is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VBAIX vs. VDIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Balanced Index Fund Institutional Shares (VBAIX) and Vanguard Dividend Growth Fund (VDIGX). 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.


The chart of Sharpe ratio for VBAIX, currently valued at 0.37, compared to the broader market-1.000.001.002.003.00
VBAIX: 0.37
VDIGX: -0.47
The chart of Sortino ratio for VBAIX, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.00
VBAIX: 0.59
VDIGX: -0.50
The chart of Omega ratio for VBAIX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
VBAIX: 1.08
VDIGX: 0.91
The chart of Calmar ratio for VBAIX, currently valued at 0.30, compared to the broader market0.002.004.006.008.0010.00
VBAIX: 0.30
VDIGX: -0.35
The chart of Martin ratio for VBAIX, currently valued at 1.09, compared to the broader market0.0010.0020.0030.0040.0050.00
VBAIX: 1.09
VDIGX: -0.99

The current VBAIX Sharpe Ratio is 0.37, which is higher than the VDIGX Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of VBAIX and VDIGX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.37
-0.47
VBAIX
VDIGX

Dividends

VBAIX vs. VDIGX - Dividend Comparison

VBAIX's dividend yield for the trailing twelve months is around 2.33%, more than VDIGX's 1.97% yield.


TTM20242023202220212020201920182017201620152014
VBAIX
Vanguard Balanced Index Fund Institutional Shares
2.33%2.15%2.05%1.94%1.39%1.66%2.13%2.32%1.96%2.10%2.10%1.93%
VDIGX
Vanguard Dividend Growth Fund
1.97%1.87%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%

Drawdowns

VBAIX vs. VDIGX - Drawdown Comparison

The maximum VBAIX drawdown since its inception was -35.82%, smaller than the maximum VDIGX drawdown of -46.89%. Use the drawdown chart below to compare losses from any high point for VBAIX and VDIGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.40%
-18.11%
VBAIX
VDIGX

Volatility

VBAIX vs. VDIGX - Volatility Comparison

The current volatility for Vanguard Balanced Index Fund Institutional Shares (VBAIX) is 8.66%, while Vanguard Dividend Growth Fund (VDIGX) has a volatility of 11.25%. This indicates that VBAIX experiences smaller price fluctuations and is considered to be less risky than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
8.66%
11.25%
VBAIX
VDIGX