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VCMDX vs. VDIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCMDX vs. VDIGX - Performance Comparison

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

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VCMDX vs. VDIGX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares
18.30%18.20%5.27%-7.45%13.83%34.82%5.07%2.74%
VDIGX
Vanguard Dividend Growth Fund
-6.99%11.11%20.84%8.11%-4.89%24.86%12.04%9.07%

Returns By Period

In the year-to-date period, VCMDX achieves a 18.30% return, which is significantly higher than VDIGX's -6.99% return.


VCMDX

1D
0.39%
1M
6.43%
YTD
18.30%
6M
24.60%
1Y
26.59%
3Y*
12.12%
5Y*
14.20%
10Y*

VDIGX

1D
0.14%
1M
-8.69%
YTD
-6.99%
6M
-4.14%
1Y
0.66%
3Y*
10.48%
5Y*
8.98%
10Y*
11.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCMDX vs. VDIGX - Expense Ratio Comparison

VCMDX has a 0.20% 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%.


Return for Risk

VCMDX vs. VDIGX — Risk / Return Rank

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

VCMDX
VCMDX Risk / Return Rank: 8888
Overall Rank
VCMDX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VCMDX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VCMDX Omega Ratio Rank: 8383
Omega Ratio Rank
VCMDX Calmar Ratio Rank: 9494
Calmar Ratio Rank
VCMDX Martin Ratio Rank: 8888
Martin Ratio Rank

VDIGX
VDIGX Risk / Return Rank: 1010
Overall Rank
VDIGX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VDIGX Sortino Ratio Rank: 88
Sortino Ratio Rank
VDIGX Omega Ratio Rank: 88
Omega Ratio Rank
VDIGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
VDIGX Martin Ratio Rank: 1313
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.

VCMDX vs. VDIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) 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.


VCMDXVDIGXDifference

Sharpe ratio

Return per unit of total volatility

1.76

0.12

+1.64

Sortino ratio

Return per unit of downside risk

2.25

0.29

+1.96

Omega ratio

Gain probability vs. loss probability

1.33

1.04

+0.29

Calmar ratio

Return relative to maximum drawdown

3.10

0.30

+2.81

Martin ratio

Return relative to average drawdown

9.46

1.17

+8.29

VCMDX vs. VDIGX - Sharpe Ratio Comparison

The current VCMDX Sharpe Ratio is 1.76, which is higher than the VDIGX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of VCMDX 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.


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Sharpe Ratios by Period


VCMDXVDIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

0.12

+1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.65

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.60

+0.24

Correlation

The correlation between VCMDX and VDIGX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VCMDX vs. VDIGX - Dividend Comparison

VCMDX's dividend yield for the trailing twelve months is around 12.86%, less than VDIGX's 26.40% yield.


TTM20252024202320222021202020192018201720162015
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares
12.86%15.21%2.19%2.50%14.21%30.56%0.50%0.60%0.00%0.00%0.00%0.00%
VDIGX
Vanguard Dividend Growth Fund
26.40%21.90%21.94%2.29%6.06%5.45%2.83%4.70%8.72%5.16%2.86%5.70%

Drawdowns

VCMDX vs. VDIGX - Drawdown Comparison

The maximum VCMDX drawdown since its inception was -26.67%, smaller than the maximum VDIGX drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for VCMDX and VDIGX.


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Drawdown Indicators


VCMDXVDIGXDifference

Max Drawdown

Largest peak-to-trough decline

-26.67%

-45.23%

+18.56%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-9.57%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-25.45%

-16.18%

-9.27%

Max Drawdown (10Y)

Largest decline over 10 years

-32.98%

Current Drawdown

Current decline from peak

-1.31%

-8.96%

+7.65%

Average Drawdown

Average peak-to-trough decline

-11.10%

-6.67%

-4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.41%

+0.52%

Volatility

VCMDX vs. VDIGX - Volatility Comparison

Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) has a higher volatility of 5.98% compared to Vanguard Dividend Growth Fund (VDIGX) at 3.40%. This indicates that VCMDX's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCMDXVDIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

3.40%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

12.19%

7.39%

+4.80%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

14.39%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.81%

13.82%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.40%

15.68%

-0.28%