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VDHG.AX vs. GARP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VDHG.AX vs. GARP - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Vanguard Diversified High Growth INDEX ETF (VDHG.AX) and iShares MSCI USA Quality GARP ETF (GARP). The values are adjusted to include any dividend payments, if applicable.

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VDHG.AX vs. GARP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VDHG.AX
Vanguard Diversified High Growth INDEX ETF
-4.66%12.88%17.84%15.49%-9.55%13.42%4.14%
GARP
iShares MSCI USA Quality GARP ETF
-9.24%12.67%51.24%42.96%-21.90%35.49%13.42%
Different Trading Currencies

VDHG.AX is traded in AUD, while GARP is traded in USD. To make them comparable, the GARP values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VDHG.AX achieves a -4.66% return, which is significantly higher than GARP's -9.24% return.


VDHG.AX

1D
0.28%
1M
-6.18%
YTD
-4.66%
6M
-2.91%
1Y
10.52%
3Y*
11.81%
5Y*
7.82%
10Y*

GARP

1D
2.93%
1M
-3.02%
YTD
-9.24%
6M
-6.62%
1Y
13.69%
3Y*
23.84%
5Y*
17.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VDHG.AX vs. GARP - Expense Ratio Comparison

VDHG.AX has a 0.27% expense ratio, which is higher than GARP's 0.15% expense ratio. However, 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

VDHG.AX vs. GARP — Risk / Return Rank

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

VDHG.AX
VDHG.AX Risk / Return Rank: 4848
Overall Rank
VDHG.AX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VDHG.AX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VDHG.AX Omega Ratio Rank: 4949
Omega Ratio Rank
VDHG.AX Calmar Ratio Rank: 5151
Calmar Ratio Rank
VDHG.AX Martin Ratio Rank: 5050
Martin Ratio Rank

GARP
GARP Risk / Return Rank: 6969
Overall Rank
GARP Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GARP Sortino Ratio Rank: 6767
Sortino Ratio Rank
GARP Omega Ratio Rank: 6666
Omega Ratio Rank
GARP Calmar Ratio Rank: 7676
Calmar Ratio Rank
GARP Martin Ratio Rank: 7272
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.

VDHG.AX vs. GARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Diversified High Growth INDEX ETF (VDHG.AX) and iShares MSCI USA Quality GARP ETF (GARP). 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.


VDHG.AXGARPDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.64

+0.20

Sortino ratio

Return per unit of downside risk

1.23

1.02

+0.21

Omega ratio

Gain probability vs. loss probability

1.19

1.15

+0.04

Calmar ratio

Return relative to maximum drawdown

1.31

0.96

+0.35

Martin ratio

Return relative to average drawdown

4.83

2.94

+1.89

VDHG.AX vs. GARP - Sharpe Ratio Comparison

The current VDHG.AX Sharpe Ratio is 0.84, which is higher than the GARP Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of VDHG.AX and GARP, 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


VDHG.AXGARPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.64

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.91

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.79

-0.07

Correlation

The correlation between VDHG.AX and GARP is 0.07, 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

VDHG.AX vs. GARP - Dividend Comparison

VDHG.AX's dividend yield for the trailing twelve months is around 3.91%, more than GARP's 0.32% yield.


TTM20252024202320222021202020192018
VDHG.AX
Vanguard Diversified High Growth INDEX ETF
3.91%3.94%3.15%2.68%4.94%5.52%5.09%3.87%2.48%
GARP
iShares MSCI USA Quality GARP ETF
0.32%0.31%0.38%0.75%1.85%0.67%0.75%0.00%0.00%

Drawdowns

VDHG.AX vs. GARP - Drawdown Comparison

The maximum VDHG.AX drawdown since its inception was -28.34%, roughly equal to the maximum GARP drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for VDHG.AX and GARP.


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Drawdown Indicators


VDHG.AXGARPDifference

Max Drawdown

Largest peak-to-trough decline

-28.34%

-31.34%

+3.00%

Max Drawdown (1Y)

Largest decline over 1 year

-7.64%

-13.69%

+6.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.16%

-30.61%

+13.45%

Current Drawdown

Current decline from peak

-6.44%

-10.35%

+3.91%

Average Drawdown

Average peak-to-trough decline

-3.71%

-7.53%

+3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

3.71%

-1.64%

Volatility

VDHG.AX vs. GARP - Volatility Comparison

The current volatility for Vanguard Diversified High Growth INDEX ETF (VDHG.AX) is 5.01%, while iShares MSCI USA Quality GARP ETF (GARP) has a volatility of 5.80%. This indicates that VDHG.AX experiences smaller price fluctuations and is considered to be less risky than GARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDHG.AXGARPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

5.80%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

11.85%

-4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.58%

21.50%

-8.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.75%

19.37%

-8.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.87%

21.78%

-9.91%