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VFC vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFC and VIG is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

VFC vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in V.F. Corporation (VFC) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
48.27%
464.62%
VFC
VIG

Key characteristics

Sharpe Ratio

VFC:

0.07

VIG:

0.78

Sortino Ratio

VFC:

0.63

VIG:

1.19

Omega Ratio

VFC:

1.09

VIG:

1.17

Calmar Ratio

VFC:

0.05

VIG:

0.82

Martin Ratio

VFC:

0.23

VIG:

3.49

Ulcer Index

VFC:

20.69%

VIG:

3.52%

Daily Std Dev

VFC:

70.59%

VIG:

15.78%

Max Drawdown

VFC:

-88.41%

VIG:

-46.81%

Current Drawdown

VFC:

-84.77%

VIG:

-5.50%

Returns By Period

In the year-to-date period, VFC achieves a -40.12% return, which is significantly lower than VIG's -0.96% return. Over the past 10 years, VFC has underperformed VIG with an annualized return of -12.77%, while VIG has yielded a comparatively higher 11.31% annualized return.


VFC

YTD

-40.12%

1M

10.64%

6M

-38.69%

1Y

3.55%

5Y*

-22.99%

10Y*

-12.77%

VIG

YTD

-0.96%

1M

9.01%

6M

-0.11%

1Y

11.11%

5Y*

13.62%

10Y*

11.31%

*Annualized

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Risk-Adjusted Performance

VFC vs. VIG — Risk-Adjusted Performance Rank

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

VFC
The Risk-Adjusted Performance Rank of VFC is 5353
Overall Rank
The Sharpe Ratio Rank of VFC is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of VFC is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VFC is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VFC is 5353
Calmar Ratio Rank
The Martin Ratio Rank of VFC is 5353
Martin Ratio Rank

VIG
The Risk-Adjusted Performance Rank of VIG is 7070
Overall Rank
The Sharpe Ratio Rank of VIG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VIG is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VIG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VIG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VIG is 7373
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.

VFC vs. VIG - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for VFC, currently valued at 0.07, compared to the broader market-2.00-1.000.001.002.003.00
VFC: 0.07
VIG: 0.78
The chart of Sortino ratio for VFC, currently valued at 0.63, compared to the broader market-6.00-4.00-2.000.002.004.00
VFC: 0.63
VIG: 1.19
The chart of Omega ratio for VFC, currently valued at 1.09, compared to the broader market0.501.001.502.00
VFC: 1.09
VIG: 1.17
The chart of Calmar ratio for VFC, currently valued at 0.05, compared to the broader market0.001.002.003.004.005.00
VFC: 0.05
VIG: 0.82
The chart of Martin ratio for VFC, currently valued at 0.23, compared to the broader market-10.000.0010.0020.00
VFC: 0.23
VIG: 3.49

The current VFC Sharpe Ratio is 0.07, which is lower than the VIG Sharpe Ratio of 0.78. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.07
0.78
VFC
VIG

Dividends

VFC vs. VIG - Dividend Comparison

VFC's dividend yield for the trailing twelve months is around 2.81%, more than VIG's 1.84% yield.


TTM20242023202220212020201920182017201620152014
VFC
V.F. Corporation
2.81%1.68%5.27%7.28%2.69%2.26%1.91%2.65%2.33%2.87%2.14%1.48%
VIG
Vanguard Dividend Appreciation ETF
1.84%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%

Drawdowns

VFC vs. VIG - Drawdown Comparison

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.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-84.77%
-5.50%
VFC
VIG

Volatility

VFC vs. VIG - Volatility Comparison

V.F. Corporation (VFC) has a higher volatility of 47.19% compared to Vanguard Dividend Appreciation ETF (VIG) at 11.67%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
47.19%
11.67%
VFC
VIG