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VDIGX vs. VYM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VDIGX vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Growth Fund (VDIGX) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

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VDIGX vs. VYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDIGX
Vanguard Dividend Growth Fund
-6.99%11.11%20.84%8.11%-4.89%24.86%12.04%30.94%0.08%19.32%
VYM
Vanguard High Dividend Yield ETF
3.80%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%

Returns By Period

In the year-to-date period, VDIGX achieves a -6.99% return, which is significantly lower than VYM's 3.80% return. Both investments have delivered pretty close results over the past 10 years, with VDIGX having a 11.31% annualized return and VYM not far behind at 11.24%.


VDIGX

1D
0.14%
1M
-8.69%
YTD
-6.99%
6M
-4.14%
1Y
0.66%
3Y*
10.48%
5Y*
8.98%
10Y*
11.31%

VYM

1D
1.80%
1M
-3.92%
YTD
3.80%
6M
6.39%
1Y
17.76%
3Y*
15.21%
5Y*
11.04%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VDIGX vs. VYM - Expense Ratio Comparison

VDIGX has a 0.27% expense ratio, which is higher than VYM's 0.04% 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. VYM — 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: 1212
Calmar Ratio Rank
VDIGX Martin Ratio Rank: 1313
Martin Ratio Rank

VYM
VYM Risk / Return Rank: 7272
Overall Rank
VYM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 7171
Sortino Ratio Rank
VYM Omega Ratio Rank: 7272
Omega Ratio Rank
VYM Calmar Ratio Rank: 7171
Calmar Ratio Rank
VYM Martin Ratio Rank: 7676
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. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Growth Fund (VDIGX) and Vanguard High Dividend Yield ETF (VYM). 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.


VDIGXVYMDifference

Sharpe ratio

Return per unit of total volatility

0.12

1.18

-1.05

Sortino ratio

Return per unit of downside risk

0.29

1.69

-1.40

Omega ratio

Gain probability vs. loss probability

1.04

1.26

-0.22

Calmar ratio

Return relative to maximum drawdown

0.30

1.68

-1.39

Martin ratio

Return relative to average drawdown

1.17

7.46

-6.29

VDIGX vs. VYM - Sharpe Ratio Comparison

The current VDIGX Sharpe Ratio is 0.12, which is lower than the VYM Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of VDIGX and VYM, 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


VDIGXVYMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

1.18

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.79

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.69

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.49

+0.11

Correlation

The correlation between VDIGX and VYM is 0.91, 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.


Dividends

VDIGX vs. VYM - Dividend Comparison

VDIGX's dividend yield for the trailing twelve months is around 26.40%, more than VYM's 2.37% yield.


TTM20252024202320222021202020192018201720162015
VDIGX
Vanguard Dividend Growth Fund
26.40%21.90%21.94%2.29%6.06%5.45%2.83%4.70%8.72%5.16%2.86%5.70%
VYM
Vanguard High Dividend Yield ETF
2.37%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Drawdowns

VDIGX vs. VYM - Drawdown Comparison

The maximum VDIGX drawdown since its inception was -45.23%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for VDIGX and VYM.


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Drawdown Indicators


VDIGXVYMDifference

Max Drawdown

Largest peak-to-trough decline

-45.23%

-56.98%

+11.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.57%

-11.32%

+1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-16.18%

-15.84%

-0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-32.98%

-35.21%

+2.23%

Current Drawdown

Current decline from peak

-8.96%

-4.81%

-4.15%

Average Drawdown

Average peak-to-trough decline

-6.67%

-7.25%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.55%

-0.14%

Volatility

VDIGX vs. VYM - Volatility Comparison

The current volatility for Vanguard Dividend Growth Fund (VDIGX) is 3.40%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 3.74%. This indicates that VDIGX experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDIGXVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

3.74%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

7.39%

7.96%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

15.17%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

13.97%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

16.33%

-0.65%