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VDIGX vs. PRDGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VDIGX and PRDGX is 0.82, 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.


Performance

VDIGX vs. PRDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Growth Fund (VDIGX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VDIGX:

-0.37

PRDGX:

0.34

Sortino Ratio

VDIGX:

-0.35

PRDGX:

0.58

Omega Ratio

VDIGX:

0.94

PRDGX:

1.09

Calmar Ratio

VDIGX:

-0.27

PRDGX:

0.33

Martin Ratio

VDIGX:

-0.70

PRDGX:

1.09

Ulcer Index

VDIGX:

8.97%

PRDGX:

5.01%

Daily Std Dev

VDIGX:

17.51%

PRDGX:

16.13%

Max Drawdown

VDIGX:

-46.89%

PRDGX:

-52.60%

Current Drawdown

VDIGX:

-15.00%

PRDGX:

-5.08%

Returns By Period

In the year-to-date period, VDIGX achieves a -1.75% return, which is significantly lower than PRDGX's 3.93% return. Over the past 10 years, VDIGX has underperformed PRDGX with an annualized return of 6.15%, while PRDGX has yielded a comparatively higher 9.26% annualized return.


VDIGX

YTD

-1.75%

1M

3.80%

6M

-13.00%

1Y

-6.50%

5Y*

7.77%

10Y*

6.15%

PRDGX

YTD

3.93%

1M

6.82%

6M

-3.30%

1Y

5.47%

5Y*

12.59%

10Y*

9.26%

*Annualized

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VDIGX vs. PRDGX - Expense Ratio Comparison

VDIGX has a 0.27% expense ratio, which is lower than PRDGX's 0.62% expense ratio.


Risk-Adjusted Performance

VDIGX vs. PRDGX — Risk-Adjusted Performance Rank

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

VDIGX
The Risk-Adjusted Performance Rank of VDIGX is 44
Overall Rank
The Sharpe Ratio Rank of VDIGX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIGX is 44
Sortino Ratio Rank
The Omega Ratio Rank of VDIGX is 44
Omega Ratio Rank
The Calmar Ratio Rank of VDIGX is 44
Calmar Ratio Rank
The Martin Ratio Rank of VDIGX is 55
Martin Ratio Rank

PRDGX
The Risk-Adjusted Performance Rank of PRDGX is 4040
Overall Rank
The Sharpe Ratio Rank of PRDGX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of PRDGX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of PRDGX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of PRDGX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of PRDGX is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VDIGX vs. PRDGX - Risk-Adjusted Performance 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.


The current VDIGX Sharpe Ratio is -0.37, which is lower than the PRDGX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of VDIGX and PRDGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VDIGX vs. PRDGX - Dividend Comparison

VDIGX's dividend yield for the trailing twelve months is around 1.90%, more than PRDGX's 1.00% yield.


TTM20242023202220212020201920182017201620152014
VDIGX
Vanguard Dividend Growth Fund
1.90%1.87%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
1.00%1.02%1.16%1.14%0.78%1.03%1.24%1.76%1.22%1.53%1.78%1.30%

Drawdowns

VDIGX vs. PRDGX - Drawdown Comparison

The maximum VDIGX drawdown since its inception was -46.89%, smaller than the maximum PRDGX drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for VDIGX and PRDGX. For additional features, visit the drawdowns tool.


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Volatility

VDIGX vs. PRDGX - Volatility Comparison

The current volatility for Vanguard Dividend Growth Fund (VDIGX) is 4.60%, while T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) has a volatility of 4.89%. This indicates that VDIGX experiences smaller price fluctuations and is considered to be less risky than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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