VFC vs. VIG

In the year-to-date period, VFC achieves a -43.12% return, which is significantly lower than VIG's 0.36% return. Over the past 10 years, VFC has underperformed VIG with an annualized return of -13.23%, while VIG has yielded a comparatively higher 11.26% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for V.F. Corporation (VFC) and Vanguard Dividend Appreciation ETF (VIG). 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 VFC Sharpe Ratio is -0.01, which is lower than the VIG Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of VFC and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VFC's dividend yield for the trailing twelve months is around 2.96%, more than VIG's 1.81% yield.

The maximum VFC drawdown since its inception was -88.41%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for VFC and VIG. For additional features, visit the drawdowns tool.

V.F. Corporation (VFC) has a higher volatility of 22.96% compared to Vanguard Dividend Appreciation ETF (VIG) at 4.24%. This indicates that VFC's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.