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

Correlation

The correlation between VDIGX and PRDGX is 0.86, 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.


-0.50.00.51.00.9

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.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.00%
-1.32%
VDIGX
PRDGX

Key characteristics

Sharpe Ratio

VDIGX:

1.13

PRDGX:

0.93

Sortino Ratio

VDIGX:

1.57

PRDGX:

1.26

Omega Ratio

VDIGX:

1.20

PRDGX:

1.18

Calmar Ratio

VDIGX:

1.74

PRDGX:

1.07

Martin Ratio

VDIGX:

5.42

PRDGX:

5.61

Ulcer Index

VDIGX:

1.85%

PRDGX:

1.76%

Daily Std Dev

VDIGX:

8.88%

PRDGX:

10.65%

Max Drawdown

VDIGX:

-45.23%

PRDGX:

-49.79%

Current Drawdown

VDIGX:

-5.78%

PRDGX:

-9.27%

Returns By Period

The year-to-date returns for both investments are quite close, with VDIGX having a 8.88% return and PRDGX slightly higher at 8.91%. Both investments have delivered pretty close results over the past 10 years, with VDIGX having a 10.42% annualized return and PRDGX not far ahead at 10.90%.


VDIGX

YTD

8.88%

1M

-2.43%

6M

3.40%

1Y

9.61%

5Y*

9.45%

10Y*

10.42%

PRDGX

YTD

8.91%

1M

-6.62%

6M

-1.41%

1Y

9.42%

5Y*

9.89%

10Y*

10.90%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VDIGX vs. PRDGX - Expense Ratio Comparison

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


PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
Expense ratio chart for PRDGX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for VDIGX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VDIGX, currently valued at 1.13, compared to the broader market-1.000.001.002.003.004.001.130.93
The chart of Sortino ratio for VDIGX, currently valued at 1.57, compared to the broader market-2.000.002.004.006.008.0010.001.571.26
The chart of Omega ratio for VDIGX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.18
The chart of Calmar ratio for VDIGX, currently valued at 1.74, compared to the broader market0.002.004.006.008.0010.0012.0014.001.741.07
The chart of Martin ratio for VDIGX, currently valued at 5.42, compared to the broader market0.0020.0040.0060.005.425.61
VDIGX
PRDGX

The current VDIGX Sharpe Ratio is 1.13, which is comparable to the PRDGX Sharpe Ratio of 0.93. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.13
0.93
VDIGX
PRDGX

Dividends

VDIGX vs. PRDGX - Dividend Comparison

VDIGX's dividend yield for the trailing twelve months is around 1.69%, more than PRDGX's 0.76% yield.


TTM20232022202120202019201820172016201520142013
VDIGX
Vanguard Dividend Growth Fund
1.69%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%1.80%
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
0.76%1.16%1.14%0.78%1.03%1.24%1.76%1.22%1.53%1.78%1.30%1.22%

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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.78%
-9.27%
VDIGX
PRDGX

Volatility

VDIGX vs. PRDGX - Volatility Comparison

The current volatility for Vanguard Dividend Growth Fund (VDIGX) is 2.79%, while T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) has a volatility of 5.01%. 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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.79%
5.01%
VDIGX
PRDGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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