VDIGX vs. NOBL
Compare and contrast key facts about Vanguard Dividend Growth Fund (VDIGX) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL).
VDIGX is managed by Vanguard. It was launched on May 15, 1992. NOBL is a passively managed fund by ProShares that tracks the performance of the S&P 500 Dividend Aristocrats Index. It was launched on Oct 9, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VDIGX or NOBL.
Performance
VDIGX vs. NOBL - Performance Comparison
Returns By Period
In the year-to-date period, VDIGX achieves a 11.34% return, which is significantly lower than NOBL's 12.04% return. Over the past 10 years, VDIGX has outperformed NOBL with an annualized return of 10.85%, while NOBL has yielded a comparatively lower 10.11% annualized return.
VDIGX
11.34%
-3.24%
4.53%
17.68%
10.54%
10.85%
NOBL
12.04%
-2.48%
5.91%
19.92%
9.50%
10.11%
Key characteristics
| VDIGX | NOBL | |
|---|---|---|
| Sharpe Ratio | 2.09 | 1.94 |
| Sortino Ratio | 2.86 | 2.72 |
| Omega Ratio | 1.37 | 1.34 |
| Calmar Ratio | 3.80 | 2.71 |
| Martin Ratio | 11.19 | 8.70 |
| Ulcer Index | 1.63% | 2.27% |
| Daily Std Dev | 8.72% | 10.18% |
| Max Drawdown | -45.23% | -35.43% |
| Current Drawdown | -3.65% | -2.62% |
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VDIGX vs. NOBL - Expense Ratio Comparison
VDIGX has a 0.27% expense ratio, which is lower than NOBL's 0.35% expense ratio.
Correlation
The correlation between VDIGX and NOBL is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VDIGX vs. NOBL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Growth Fund (VDIGX) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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.
Dividends
VDIGX vs. NOBL - Dividend Comparison
VDIGX's dividend yield for the trailing twelve months is around 1.65%, less than NOBL's 2.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDIGX Vanguard Dividend Growth Fund | 1.65% | 1.69% | 1.67% | 1.46% | 1.62% | 1.72% | 2.15% | 1.92% | 1.92% | 1.93% | 1.91% | 1.80% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 2.01% | 2.09% | 1.94% | 1.89% | 2.14% | 1.89% | 2.37% | 1.74% | 2.13% | 2.02% | 1.60% | 0.30% |
Drawdowns
VDIGX vs. NOBL - Drawdown Comparison
The maximum VDIGX drawdown since its inception was -45.23%, which is greater than NOBL's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for VDIGX and NOBL. For additional features, visit the drawdowns tool.
Volatility
VDIGX vs. NOBL - Volatility Comparison
The current volatility for Vanguard Dividend Growth Fund (VDIGX) is 2.49%, while ProShares S&P 500 Dividend Aristocrats ETF (NOBL) has a volatility of 3.00%. This indicates that VDIGX experiences smaller price fluctuations and is considered to be less risky than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.