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VDIGX vs. VBTLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VDIGX vs. VBTLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Growth Fund (VDIGX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). The values are adjusted to include any dividend payments, if applicable.

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VDIGX vs. VBTLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDIGX
Vanguard Dividend Growth Fund
-5.09%11.11%20.84%8.11%-4.89%24.86%12.04%30.94%0.08%19.32%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-0.28%7.17%1.26%5.74%-13.16%-1.81%7.72%8.73%-0.25%3.56%

Returns By Period

In the year-to-date period, VDIGX achieves a -5.09% return, which is significantly lower than VBTLX's -0.28% return. Over the past 10 years, VDIGX has outperformed VBTLX with an annualized return of 11.54%, while VBTLX has yielded a comparatively lower 1.62% annualized return.


VDIGX

1D
2.04%
1M
-6.43%
YTD
-5.09%
6M
-2.58%
1Y
2.63%
3Y*
11.22%
5Y*
9.34%
10Y*
11.54%

VBTLX

1D
0.21%
1M
-1.63%
YTD
-0.28%
6M
0.40%
1Y
3.66%
3Y*
3.51%
5Y*
0.19%
10Y*
1.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VDIGX vs. VBTLX - Expense Ratio Comparison

VDIGX has a 0.27% expense ratio, which is higher than VBTLX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VDIGX vs. VBTLX — Risk / Return Rank

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

VDIGX
VDIGX Risk / Return Rank: 1010
Overall Rank
VDIGX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VDIGX Sortino Ratio Rank: 88
Sortino Ratio Rank
VDIGX Omega Ratio Rank: 88
Omega Ratio Rank
VDIGX Calmar Ratio Rank: 1414
Calmar Ratio Rank
VDIGX Martin Ratio Rank: 1515
Martin Ratio Rank

VBTLX
VBTLX Risk / Return Rank: 4646
Overall Rank
VBTLX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VBTLX Sortino Ratio Rank: 4242
Sortino Ratio Rank
VBTLX Omega Ratio Rank: 3030
Omega Ratio Rank
VBTLX Calmar Ratio Rank: 7070
Calmar Ratio Rank
VBTLX Martin Ratio Rank: 4545
Martin Ratio Rank
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. VBTLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Growth Fund (VDIGX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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.


VDIGXVBTLXDifference

Sharpe ratio

Return per unit of total volatility

0.19

0.92

-0.73

Sortino ratio

Return per unit of downside risk

0.39

1.33

-0.94

Omega ratio

Gain probability vs. loss probability

1.05

1.16

-0.11

Calmar ratio

Return relative to maximum drawdown

0.40

1.66

-1.26

Martin ratio

Return relative to average drawdown

1.57

4.70

-3.12

VDIGX vs. VBTLX - Sharpe Ratio Comparison

The current VDIGX Sharpe Ratio is 0.19, which is lower than the VBTLX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of VDIGX and VBTLX, 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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Sharpe Ratios by Period


VDIGXVBTLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

0.92

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.03

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.33

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.76

-0.16

Correlation

The correlation between VDIGX and VBTLX is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VDIGX vs. VBTLX - Dividend Comparison

VDIGX's dividend yield for the trailing twelve months is around 25.87%, more than VBTLX's 3.61% yield.


TTM20252024202320222021202020192018201720162015
VDIGX
Vanguard Dividend Growth Fund
25.87%21.90%21.94%2.29%6.06%5.45%2.83%4.70%8.72%5.16%2.86%5.70%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.61%3.87%3.69%3.10%2.59%1.96%2.39%2.74%2.57%2.56%2.53%2.82%

Drawdowns

VDIGX vs. VBTLX - Drawdown Comparison

The maximum VDIGX drawdown since its inception was -45.23%, which is greater than VBTLX's maximum drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for VDIGX and VBTLX.


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Drawdown Indicators


VDIGXVBTLXDifference

Max Drawdown

Largest peak-to-trough decline

-45.23%

-18.81%

-26.42%

Max Drawdown (1Y)

Largest decline over 1 year

-9.57%

-2.73%

-6.84%

Max Drawdown (5Y)

Largest decline over 5 years

-16.18%

-18.14%

+1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-32.98%

-18.81%

-14.17%

Current Drawdown

Current decline from peak

-7.10%

-2.86%

-4.24%

Average Drawdown

Average peak-to-trough decline

-6.67%

-2.67%

-4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

0.97%

+1.48%

Volatility

VDIGX vs. VBTLX - Volatility Comparison

Vanguard Dividend Growth Fund (VDIGX) has a higher volatility of 4.19% compared to Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) at 1.55%. This indicates that VDIGX's price experiences larger fluctuations and is considered to be riskier than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDIGXVBTLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

1.55%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

2.59%

+5.07%

Volatility (1Y)

Calculated over the trailing 1-year period

14.50%

4.36%

+10.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.85%

5.98%

+7.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

4.97%

+10.72%