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

Correlation

The correlation between VFIJX and VDIGX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

VFIJX vs. VDIGX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
0.77%
-6.14%
VFIJX
VDIGX

Key characteristics

Sharpe Ratio

VFIJX:

0.46

VDIGX:

-0.03

Sortino Ratio

VFIJX:

0.67

VDIGX:

0.04

Omega Ratio

VFIJX:

1.08

VDIGX:

1.01

Calmar Ratio

VFIJX:

0.24

VDIGX:

-0.03

Martin Ratio

VFIJX:

1.21

VDIGX:

-0.10

Ulcer Index

VFIJX:

2.14%

VDIGX:

3.84%

Daily Std Dev

VFIJX:

5.71%

VDIGX:

12.88%

Max Drawdown

VFIJX:

-15.95%

VDIGX:

-46.89%

Current Drawdown

VFIJX:

-6.17%

VDIGX:

-13.17%

Returns By Period

In the year-to-date period, VFIJX achieves a -0.22% return, which is significantly lower than VDIGX's 0.36% return. Over the past 10 years, VFIJX has underperformed VDIGX with an annualized return of 0.84%, while VDIGX has yielded a comparatively higher 6.58% annualized return.


VFIJX

YTD

-0.22%

1M

-0.01%

6M

0.77%

1Y

2.71%

5Y*

-0.52%

10Y*

0.84%

VDIGX

YTD

0.36%

1M

-7.84%

6M

-6.14%

1Y

-0.91%

5Y*

4.65%

10Y*

6.58%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VFIJX vs. VDIGX - Expense Ratio Comparison

VFIJX has a 0.11% expense ratio, which is lower than VDIGX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VDIGX
Vanguard Dividend Growth Fund
Expense ratio chart for VDIGX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
Expense ratio chart for VFIJX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Risk-Adjusted Performance

VFIJX vs. VDIGX — Risk-Adjusted Performance Rank

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

VFIJX
The Risk-Adjusted Performance Rank of VFIJX is 1717
Overall Rank
The Sharpe Ratio Rank of VFIJX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIJX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of VFIJX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of VFIJX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of VFIJX is 1515
Martin Ratio Rank

VDIGX
The Risk-Adjusted Performance Rank of VDIGX is 55
Overall Rank
The Sharpe Ratio Rank of VDIGX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIGX is 55
Sortino Ratio Rank
The Omega Ratio Rank of VDIGX is 55
Omega Ratio Rank
The Calmar Ratio Rank of VDIGX is 55
Calmar Ratio Rank
The Martin Ratio Rank of VDIGX is 55
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.

VFIJX vs. VDIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard GNMA Fund Admiral Shares (VFIJX) and Vanguard Dividend Growth Fund (VDIGX). 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.


Sharpe ratio
The chart of Sharpe ratio for VFIJX, currently valued at 0.46, compared to the broader market-1.000.001.002.003.004.000.46-0.03
The chart of Sortino ratio for VFIJX, currently valued at 0.67, compared to the broader market0.005.0010.000.670.04
The chart of Omega ratio for VFIJX, currently valued at 1.08, compared to the broader market1.002.003.004.001.081.01
The chart of Calmar ratio for VFIJX, currently valued at 0.24, compared to the broader market0.005.0010.0015.0020.000.24-0.03
The chart of Martin ratio for VFIJX, currently valued at 1.21, compared to the broader market0.0020.0040.0060.0080.001.21-0.10
VFIJX
VDIGX

The current VFIJX Sharpe Ratio is 0.46, which is higher than the VDIGX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of VFIJX and VDIGX, 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-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.46
-0.03
VFIJX
VDIGX

Dividends

VFIJX vs. VDIGX - Dividend Comparison

VFIJX's dividend yield for the trailing twelve months is around 3.69%, more than VDIGX's 1.87% yield.


TTM20242023202220212020201920182017201620152014
VFIJX
Vanguard GNMA Fund Admiral Shares
3.69%3.68%3.34%2.46%0.85%1.98%2.86%3.00%2.75%2.41%2.44%2.68%
VDIGX
Vanguard Dividend Growth Fund
1.87%1.87%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%

Drawdowns

VFIJX vs. VDIGX - Drawdown Comparison

The maximum VFIJX drawdown since its inception was -15.95%, smaller than the maximum VDIGX drawdown of -46.89%. Use the drawdown chart below to compare losses from any high point for VFIJX and VDIGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.17%
-13.17%
VFIJX
VDIGX

Volatility

VFIJX vs. VDIGX - Volatility Comparison

The current volatility for Vanguard GNMA Fund Admiral Shares (VFIJX) is 1.65%, while Vanguard Dividend Growth Fund (VDIGX) has a volatility of 10.31%. This indicates that VFIJX experiences smaller price fluctuations and is considered to be less risky than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.65%
10.31%
VFIJX
VDIGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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