VDIGX vs. PRDGX
VDIGX (Vanguard Dividend Growth Fund) and PRDGX (T. Rowe Price Dividend Growth Fund, Inc.) are both mutual funds - VDIGX is a Dividend fund actively managed by Vanguard, while PRDGX is a Large Cap Blend Equities fund actively managed by T. Rowe Price. Both are actively managed. Over the past 10 years, VDIGX returned 12.30%/yr vs 12.86%/yr for PRDGX. Their correlation of 0.87 means they have usually moved in the same direction. VDIGX charges 0.20%/yr vs 0.64%/yr for PRDGX.
Performance
VDIGX vs. PRDGX - Performance Comparison
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Returns By Period
In the year-to-date period, VDIGX achieves a 5.43% return, which is significantly lower than PRDGX's 11.24% return. Both investments have delivered pretty close results over the past 10 years, with VDIGX having a 12.30% annualized return and PRDGX not far ahead at 12.86%.
VDIGX
- 1D
- 0.63%
- 1M
- -0.03%
- 6M
- 4.45%
- YTD
- 5.43%
- 1Y
- 12.39%
- 3Y*
- 13.59%
- 5Y*
- 9.57%
- 10Y*
- 12.30%
- ALL TIME*
- 9.36%
PRDGX
- 1D
- 0.71%
- 1M
- 0.75%
- 6M
- 9.35%
- YTD
- 11.24%
- 1Y
- 19.63%
- 3Y*
- 14.49%
- 5Y*
- 9.95%
- 10Y*
- 12.86%
- ALL TIME*
- 10.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VDIGX vs. PRDGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDIGX Vanguard Dividend Growth Fund | 5.43% | 11.11% | 20.84% | 8.11% | -4.89% | 24.86% | 12.04% | 30.94% | 0.08% | 19.32% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 11.24% | 14.74% | 13.48% | 13.68% | -10.22% | 26.03% | 13.92% | 31.76% | -1.06% | 18.89% |
Correlation
The correlation between VDIGX and PRDGX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1992 | 0.87 |
The correlation between VDIGX and PRDGX has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.
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Return for Risk
VDIGX vs. PRDGX — Risk / Return Rank
VDIGX
PRDGX
VDIGX vs. PRDGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Growth Fund (VDIGX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VDIGX | PRDGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.32 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 2.39 | -1.24 |
| Martin ratioReturn relative to average drawdown | 4.56 | 9.99 | -5.43 |
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Drawdowns
VDIGX vs. PRDGX - Drawdown Comparison
The maximum VDIGX drawdown since its inception was -45.23%, smaller than the maximum PRDGX drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for VDIGX and PRDGX.
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Drawdown Indicators
| VDIGX | PRDGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.23% | -49.79% | +4.56% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -7.34% | -1.75% |
Max Drawdown (3Y)Largest decline over 3 years | -10.23% | -14.15% | +3.92% |
Max Drawdown (5Y)Largest decline over 5 years | -16.18% | -19.31% | +3.13% |
Max Drawdown (10Y)Largest decline over 10 years | -32.98% | -33.18% | +0.20% |
Current DrawdownCurrent decline from peak | -0.37% | -0.53% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -6.62% | -5.39% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 1.76% | +0.54% |
Volatility
VDIGX vs. PRDGX - Volatility Comparison
Vanguard Dividend Growth Fund (VDIGX) has a higher volatility of 2.87% compared to T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) at 2.40%. This indicates that VDIGX's price experiences larger fluctuations and is considered to be riskier than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDIGX | PRDGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 2.40% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | 7.42% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.28% | 9.88% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.86% | 14.03% | -0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 15.82% | -0.15% |
VDIGX vs. PRDGX - Expense Ratio Comparison
VDIGX has a 0.20% expense ratio, which is lower than PRDGX's 0.64% expense ratio.
Dividends
VDIGX vs. PRDGX - Dividend Comparison
VDIGX's dividend yield for the trailing twelve months is around 23.28%, more than PRDGX's 7.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 7.28% | 8.02% | 4.66% | 2.78% | 3.81% | 2.00% | 1.03% | 2.33% | 3.67% | 1.82% | 3.07% | 7.57% |
VDIGX Vanguard Dividend Growth Fund | 23.28% | 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
With a correlation of 0.92, VDIGX and PRDGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VDIGX has higher volatility (2.87%) compared to PRDGX (2.40%). In terms of maximum drawdown, VDIGX dropped -45.23% vs PRDGX's -49.79%.
PRDGX currently has the higher Sharpe Ratio (1.78 vs 1.02), 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.
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