VDHG.AX vs. VFMF
Compare and contrast key facts about Vanguard Diversified High Growth INDEX ETF (VDHG.AX) and Vanguard U.S. Multifactor ETF (VFMF).
VDHG.AX and VFMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VDHG.AX is an actively managed fund by Vanguard. It was launched on Nov 20, 2017. VFMF is managed by Vanguard. It was launched on Feb 13, 2018.
Performance
VDHG.AX vs. VFMF - Performance Comparison
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VDHG.AX vs. VFMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VDHG.AX Vanguard Diversified High Growth INDEX ETF | -4.66% | 12.88% | 17.84% | 15.49% | -9.55% | 13.42% | 7.74% | 23.67% | -0.93% |
VFMF Vanguard U.S. Multifactor ETF | -0.23% | 8.85% | 27.23% | 18.61% | 0.54% | 37.68% | -4.23% | 22.91% | -0.02% |
Different Trading Currencies
VDHG.AX is traded in AUD, while VFMF is traded in USD. To make them comparable, the VFMF 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 lower than VFMF's -0.23% 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*
- —
VFMF
- 1D
- 0.88%
- 1M
- -1.19%
- YTD
- -0.23%
- 6M
- 3.70%
- 1Y
- 12.79%
- 3Y*
- 16.83%
- 5Y*
- 13.85%
- 10Y*
- —
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VDHG.AX vs. VFMF - Expense Ratio Comparison
VDHG.AX has a 0.27% expense ratio, which is higher than VFMF's 0.18% 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. VFMF — Risk / Return Rank
VDHG.AX
VFMF
VDHG.AX vs. VFMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Diversified High Growth INDEX ETF (VDHG.AX) and Vanguard U.S. Multifactor ETF (VFMF). 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.AX | VFMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.74 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.10 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.20 | +0.11 |
Martin ratioReturn relative to average drawdown | 4.83 | 4.48 | +0.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VDHG.AX | VFMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.74 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.87 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.68 | +0.04 |
Correlation
The correlation between VDHG.AX and VFMF is 0.11, 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. VFMF - Dividend Comparison
VDHG.AX's dividend yield for the trailing twelve months is around 3.91%, more than VFMF's 1.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
VFMF Vanguard U.S. Multifactor ETF | 1.53% | 1.54% | 1.60% | 1.78% | 2.21% | 1.39% | 1.56% | 1.61% | 1.22% |
Drawdowns
VDHG.AX vs. VFMF - Drawdown Comparison
The maximum VDHG.AX drawdown since its inception was -28.34%, smaller than the maximum VFMF drawdown of -32.32%. Use the drawdown chart below to compare losses from any high point for VDHG.AX and VFMF.
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Drawdown Indicators
| VDHG.AX | VFMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.34% | -41.34% | +13.00% |
Max Drawdown (1Y)Largest decline over 1 year | -7.64% | -13.32% | +5.68% |
Max Drawdown (5Y)Largest decline over 5 years | -17.16% | -20.57% | +3.41% |
Current DrawdownCurrent decline from peak | -6.44% | -4.99% | -1.45% |
Average DrawdownAverage peak-to-trough decline | -3.71% | -5.85% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.88% | -0.81% |
Volatility
VDHG.AX vs. VFMF - Volatility Comparison
Vanguard Diversified High Growth INDEX ETF (VDHG.AX) has a higher volatility of 5.01% compared to Vanguard U.S. Multifactor ETF (VFMF) at 4.09%. This indicates that VDHG.AX's price experiences larger fluctuations and is considered to be riskier than VFMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDHG.AX | VFMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 4.09% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 8.99% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.58% | 17.32% | -4.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.75% | 16.09% | -5.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.87% | 19.09% | -7.22% |