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VDIPX vs. VIGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VDIPX and VIGIX is 0.79, 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

VDIPX vs. VIGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VDIPX:

0.60

VIGIX:

0.72

Sortino Ratio

VDIPX:

1.07

VIGIX:

1.27

Omega Ratio

VDIPX:

1.14

VIGIX:

1.18

Calmar Ratio

VDIPX:

0.88

VIGIX:

0.90

Martin Ratio

VDIPX:

2.56

VIGIX:

3.08

Ulcer Index

VDIPX:

4.50%

VIGIX:

6.75%

Daily Std Dev

VDIPX:

16.38%

VIGIX:

25.57%

Max Drawdown

VDIPX:

-35.61%

VIGIX:

-57.17%

Current Drawdown

VDIPX:

0.00%

VIGIX:

-3.24%

Returns By Period

In the year-to-date period, VDIPX achieves a 14.29% return, which is significantly higher than VIGIX's 0.81% return. Over the past 10 years, VDIPX has underperformed VIGIX with an annualized return of 5.70%, while VIGIX has yielded a comparatively higher 15.22% annualized return.


VDIPX

YTD

14.29%

1M

8.23%

6M

12.77%

1Y

9.79%

5Y*

12.65%

10Y*

5.70%

VIGIX

YTD

0.81%

1M

14.00%

6M

2.04%

1Y

18.21%

5Y*

18.47%

10Y*

15.22%

*Annualized

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VDIPX vs. VIGIX - Expense Ratio Comparison

Both VDIPX and VIGIX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

VDIPX vs. VIGIX — Risk-Adjusted Performance Rank

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

VDIPX
The Risk-Adjusted Performance Rank of VDIPX is 6767
Overall Rank
The Sharpe Ratio Rank of VDIPX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIPX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VDIPX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VDIPX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VDIPX is 6767
Martin Ratio Rank

VIGIX
The Risk-Adjusted Performance Rank of VIGIX is 7676
Overall Rank
The Sharpe Ratio Rank of VIGIX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGIX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VIGIX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VIGIX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VIGIX is 7474
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.

VDIPX vs. VIGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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 VDIPX Sharpe Ratio is 0.60, which is comparable to the VIGIX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of VDIPX and VIGIX, 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

VDIPX vs. VIGIX - Dividend Comparison

VDIPX's dividend yield for the trailing twelve months is around 2.88%, more than VIGIX's 0.47% yield.


TTM20242023202220212020201920182017201620152014
VDIPX
Vanguard Developed Markets Index Fund Institutional Plus Shares
2.88%3.36%3.16%2.92%3.17%2.05%3.05%3.35%2.79%3.08%2.95%2.57%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.47%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%

Drawdowns

VDIPX vs. VIGIX - Drawdown Comparison

The maximum VDIPX drawdown since its inception was -35.61%, smaller than the maximum VIGIX drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for VDIPX and VIGIX. For additional features, visit the drawdowns tool.


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Volatility

VDIPX vs. VIGIX - Volatility Comparison

The current volatility for Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) is 3.04%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 7.91%. This indicates that VDIPX experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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