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

Correlation

The correlation between VDIGX and VEIPX 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.


-0.50.00.51.0
Correlation: 0.8

Performance

VDIGX vs. VEIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Growth Fund (VDIGX) and Vanguard Equity Income Fund Investor Shares (VEIPX). The values are adjusted to include any dividend payments, if applicable.

850.00%900.00%950.00%1,000.00%1,050.00%1,100.00%December2025FebruaryMarchAprilMay
914.47%
974.52%
VDIGX
VEIPX

Key characteristics

Sharpe Ratio

VDIGX:

-0.29

VEIPX:

0.24

Sortino Ratio

VDIGX:

-0.26

VEIPX:

0.41

Omega Ratio

VDIGX:

0.96

VEIPX:

1.07

Calmar Ratio

VDIGX:

-0.21

VEIPX:

0.23

Martin Ratio

VDIGX:

-0.58

VEIPX:

0.68

Ulcer Index

VDIGX:

8.57%

VEIPX:

6.19%

Daily Std Dev

VDIGX:

17.35%

VEIPX:

17.72%

Max Drawdown

VDIGX:

-46.89%

VEIPX:

-56.84%

Current Drawdown

VDIGX:

-15.96%

VEIPX:

-9.95%

Returns By Period

In the year-to-date period, VDIGX achieves a -2.86% return, which is significantly lower than VEIPX's 1.14% return. Over the past 10 years, VDIGX has outperformed VEIPX with an annualized return of 6.23%, while VEIPX has yielded a comparatively lower 5.87% annualized return.


VDIGX

YTD

-2.86%

1M

-1.13%

6M

-12.17%

1Y

-5.05%

5Y*

7.28%

10Y*

6.23%

VEIPX

YTD

1.14%

1M

-1.95%

6M

-5.25%

1Y

3.84%

5Y*

9.38%

10Y*

5.87%

*Annualized

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VDIGX vs. VEIPX - Expense Ratio Comparison

VDIGX has a 0.27% expense ratio, which is lower than VEIPX's 0.28% expense ratio.


Expense ratio chart for VEIPX: current value is 0.28%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEIPX: 0.28%
Expense ratio chart for VDIGX: current value is 0.27%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDIGX: 0.27%

Risk-Adjusted Performance

VDIGX vs. VEIPX — 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 1010
Overall Rank
The Sharpe Ratio Rank of VDIGX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIGX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of VDIGX is 99
Omega Ratio Rank
The Calmar Ratio Rank of VDIGX is 99
Calmar Ratio Rank
The Martin Ratio Rank of VDIGX is 1111
Martin Ratio Rank

VEIPX
The Risk-Adjusted Performance Rank of VEIPX is 3636
Overall Rank
The Sharpe Ratio Rank of VEIPX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of VEIPX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of VEIPX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of VEIPX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of VEIPX is 3434
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. VEIPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Growth Fund (VDIGX) and Vanguard Equity Income Fund Investor Shares (VEIPX). 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 chart of Sharpe ratio for VDIGX, currently valued at -0.29, compared to the broader market-2.00-1.000.001.002.003.00
VDIGX: -0.29
VEIPX: 0.24
The chart of Sortino ratio for VDIGX, currently valued at -0.26, compared to the broader market-2.000.002.004.006.008.00
VDIGX: -0.26
VEIPX: 0.41
The chart of Omega ratio for VDIGX, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.00
VDIGX: 0.96
VEIPX: 1.07
The chart of Calmar ratio for VDIGX, currently valued at -0.21, compared to the broader market0.002.004.006.008.00
VDIGX: -0.21
VEIPX: 0.23
The chart of Martin ratio for VDIGX, currently valued at -0.58, compared to the broader market0.0010.0020.0030.0040.00
VDIGX: -0.58
VEIPX: 0.68

The current VDIGX Sharpe Ratio is -0.29, which is lower than the VEIPX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of VDIGX and VEIPX, 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 Ratio-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.29
0.24
VDIGX
VEIPX

Dividends

VDIGX vs. VEIPX - Dividend Comparison

VDIGX's dividend yield for the trailing twelve months is around 1.92%, less than VEIPX's 2.89% yield.


TTM20242023202220212020201920182017201620152014
VDIGX
Vanguard Dividend Growth Fund
1.92%1.87%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%
VEIPX
Vanguard Equity Income Fund Investor Shares
2.89%2.81%2.94%2.93%2.40%2.62%2.63%3.15%2.45%2.74%2.96%2.69%

Drawdowns

VDIGX vs. VEIPX - Drawdown Comparison

The maximum VDIGX drawdown since its inception was -46.89%, smaller than the maximum VEIPX drawdown of -56.84%. Use the drawdown chart below to compare losses from any high point for VDIGX and VEIPX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-15.96%
-9.95%
VDIGX
VEIPX

Volatility

VDIGX vs. VEIPX - Volatility Comparison

The current volatility for Vanguard Dividend Growth Fund (VDIGX) is 10.64%, while Vanguard Equity Income Fund Investor Shares (VEIPX) has a volatility of 11.30%. This indicates that VDIGX experiences smaller price fluctuations and is considered to be less risky than VEIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
10.64%
11.30%
VDIGX
VEIPX