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VDIG vs. VEA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDIG vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Wellington Dividend Growth Active ETF (VDIG) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VDIG achieves a -0.22% return, which is significantly lower than VEA's 10.91% return.


VDIG

1D
-0.95%
1M
0.86%
YTD
-0.22%
6M
0.30%
1Y
3Y*
5Y*
10Y*

VEA

1D
-3.72%
1M
-2.40%
YTD
10.91%
6M
13.57%
1Y
27.20%
3Y*
18.26%
5Y*
8.83%
10Y*
9.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDIG vs. VEA - Yearly Performance Comparison


Correlation

The correlation between VDIG and VEA is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 19, 2025

0.66

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Return for Risk

VDIG vs. VEA — Risk / Return Rank

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

VDIG

VEA
VEA Risk / Return Rank: 5050
Overall Rank
VEA Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 4848
Sortino Ratio Rank
VEA Omega Ratio Rank: 5151
Omega Ratio Rank
VEA Calmar Ratio Rank: 4848
Calmar Ratio Rank
VEA Martin Ratio Rank: 5454
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.

VDIG vs. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellington Dividend Growth Active ETF (VDIG) and Vanguard FTSE Developed Markets ETF (VEA). 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.

VDIG vs. VEA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VDIGVEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.24

+0.34

Drawdowns

VDIG vs. VEA - Drawdown Comparison

The maximum VDIG drawdown since its inception was -11.20%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for VDIG and VEA.


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Drawdown Indicators


VDIGVEADifference

Max Drawdown

Largest peak-to-trough decline

-11.20%

-60.68%

+49.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

Max Drawdown (3Y)

Largest decline over 3 years

-13.45%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

Current Drawdown

Current decline from peak

-2.27%

-4.36%

+2.09%

Average Drawdown

Average peak-to-trough decline

-2.99%

-13.29%

+10.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

Volatility

VDIG vs. VEA - Volatility Comparison


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Volatility by Period


VDIGVEADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

Volatility (1Y)

Calculated over the trailing 1-year period

11.34%

16.09%

-4.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.34%

16.62%

-5.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.34%

17.39%

-6.05%

VDIG vs. VEA - Expense Ratio Comparison

VDIG has a 0.40% expense ratio, which is higher than VEA's 0.03% expense ratio.


Dividends

VDIG vs. VEA - Dividend Comparison

VDIG's dividend yield for the trailing twelve months is around 0.13%, less than VEA's 2.71% yield.


PositionTTM20252024202320222021202020192018201720162015
VDIG
Vanguard Wellington Dividend Growth Active ETF
0.13%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
2.71%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%

Frequently Asked Questions


VDIG and VEA have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEA is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEA is cheaper with a 0.03% expense ratio, compared with 0.40% for VDIG.

VEA has the higher dividend yield at 2.71%, compared with 0.13% for VDIG.

VDIG is categorized as Large Cap Value Equities, while VEA is Foreign Large Cap Equities. Their fees differ too: 0.40% for VDIG and 0.03% for VEA.

Portfolio Optimizer

Find the right allocation for VDIG and VEA

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