VDIGX vs. DGRW

Last updated Jun 5, 2026

VDIGX (Vanguard Dividend Growth Fund) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both Dividend funds. VDIGX is actively managed, while DGRW is passively managed. Over the past 10 years, VDIGX returned 12.25%/yr vs 14.19%/yr for DGRW. Their correlation of 0.91 suggests significant overlap in exposure. VDIGX charges 0.22%/yr vs 0.28%/yr for DGRW.

Performance

VDIGX vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Growth Fund (VDIGX) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VDIGX achieves a 2.17% return, which is significantly lower than DGRW's 9.87% return. Over the past 10 years, VDIGX has underperformed DGRW with an annualized return of 12.25%, while DGRW has yielded a comparatively higher 14.19% annualized return.

VDIGX

• 1D: -0.45%
• 1M: 2.46%
• YTD: 2.17%
• 6M: 2.63%
• 1Y: 7.56%
• 3Y*: 13.90%
• 5Y*: 9.64%
• 10Y*: 12.25%

DGRW

• 1D: 0.71%
• 1M: 4.18%
• YTD: 9.87%
• 6M: 9.49%
• 1Y: 21.83%
• 3Y*: 17.10%
• 5Y*: 12.33%
• 10Y*: 14.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VDIGX vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VDIGX Vanguard Dividend Growth Fund	2.17%	11.11%	20.84%	8.11%	-4.89%	24.86%	12.04%	30.94%	0.08%	19.32%
DGRW WisdomTree U.S. Quality Dividend Growth Fund	9.87%	12.17%	16.98%	18.66%	-6.33%	24.46%	13.87%	29.54%	-5.38%	26.90%

Correlation

The correlation between VDIGX and DGRW is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since May 23, 2013	0.91

The correlation between VDIGX and DGRW has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.

VDIGX vs. DGRW - Sectors Allocation Comparison

Sectors	VDIGX	DGRW
Technology	23.6%	32.1%
Financial Services	20.1%	11.3%
Healthcare	16.1%	12.8%
Industrials	14.9%	9.9%
Consumer Cyclical	10.7%	7.1%
Consumer Defensive	7.9%	6.7%
Basic Materials	2.6%	3.3%
Communication Services	2.3%	10.1%
Energy	1.1%	5.0%
Utilities	0.5%	0.2%
Real Estate	-	-

Return for Risk

VDIGX vs. DGRW — Risk / Return Rank

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

VDIGX

VDIGX Risk / Return Rank: 10
VDIGX Sharpe Ratio Rank: 10
VDIGX Sortino Ratio Rank: 10
VDIGX Omega Ratio Rank: 9
VDIGX Calmar Ratio Rank: 9
VDIGX Martin Ratio Rank: 11

DGRW

DGRW Risk / Return Rank: 66
DGRW Sharpe Ratio Rank: 69
DGRW Sortino Ratio Rank: 72
DGRW Omega Ratio Rank: 70
DGRW Calmar Ratio Rank: 54
DGRW Martin Ratio Rank: 65

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.

VDIGX vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Growth Fund (VDIGX) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.

	VDIGX	DGRW	Difference
Sharpe ratio: Return per unit of total volatility	0.78	2.22	-1.44
Sortino ratio: Return per unit of downside risk	1.20	3.22	-2.02
Omega ratio: Gain probability vs. loss probability	1.14	1.41	-0.27
Calmar ratio: Return relative to maximum drawdown	0.86	2.64	-1.78
Martin ratio: Return relative to average drawdown	3.32	11.58	-8.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VDIGX vs. DGRW - Sharpe Ratio Comparison

The current VDIGX Sharpe Ratio is 0.78, which is lower than the DGRW Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of VDIGX and DGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VDIGX	DGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	2.22	-1.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.89	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.88	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.86	-0.24

Drawdowns

VDIGX vs. DGRW - Drawdown Comparison

The maximum VDIGX drawdown since its inception was -45.23%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for VDIGX and DGRW.

Drawdown Indicators

	VDIGX	DGRW	Difference
Max Drawdown Largest peak-to-trough decline	-45.23%	-32.04%	-13.19%
Max Drawdown (1Y) Largest decline over 1 year	-9.09%	-8.30%	-0.79%
Max Drawdown (3Y) Largest decline over 3 years	-10.23%	-16.21%	+5.98%
Max Drawdown (5Y) Largest decline over 5 years	-16.18%	-17.27%	+1.09%
Max Drawdown (10Y) Largest decline over 10 years	-32.98%	-32.04%	-0.94%
Current Drawdown Current decline from peak	-0.54%	-0.12%	-0.42%
Average Drawdown Average peak-to-trough decline	-6.65%	-3.01%	-3.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.36%	1.89%	+0.47%

Volatility

VDIGX vs. DGRW - Volatility Comparison

The current volatility for Vanguard Dividend Growth Fund (VDIGX) is 2.20%, while WisdomTree U.S. Quality Dividend Growth Fund (DGRW) has a volatility of 2.49%. This indicates that VDIGX experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VDIGX	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.20%	2.49%	-0.29%
Volatility (6M) Calculated over the trailing 6-month period	7.57%	7.67%	-0.10%
Volatility (1Y) Calculated over the trailing 1-year period	10.07%	9.89%	+0.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.86%	13.97%	-0.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.70%	16.21%	-0.51%

VDIGX vs. DGRW - Expense Ratio Comparison

VDIGX has a 0.22% expense ratio, which is lower than DGRW's 0.28% expense ratio.

Dividends

VDIGX vs. DGRW - Dividend Comparison

VDIGX's dividend yield for the trailing twelve months is around 24.04%, more than DGRW's 1.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRW WisdomTree U.S. Quality Dividend Growth Fund	1.26%	1.43%	1.55%	1.74%	2.15%	1.78%	1.93%	2.20%	2.42%	1.71%	2.13%	2.18%
VDIGX Vanguard Dividend Growth Fund	24.04%	21.90%	21.94%	2.29%	6.06%	5.45%	2.83%	4.70%	8.72%	5.16%	2.86%	5.70%

Frequently Asked Questions

Can I hold both VDIGX and DGRW in my portfolio?

VDIGX and DGRW have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VDIGX or DGRW?

DGRW has higher volatility (2.49%) compared to VDIGX (2.20%). In terms of maximum drawdown, VDIGX dropped -45.23% vs DGRW's -32.04%.

Which has better risk-adjusted returns?

DGRW currently has the higher Sharpe Ratio (2.22 vs 0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.