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VFQY vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VFQY vs. DGRW

Last updated Aug 4, 2026
Documentation

VFQY (Vanguard U.S. Quality Factor ETF) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both Quality Factor funds. VFQY is actively managed, while DGRW is passively managed. Over the past 5 years, VFQY returned 9.15%/yr vs 11.72%/yr for DGRW. Their correlation of 0.86 means they have usually moved in the same direction. VFQY charges 0.13%/yr vs 0.28%/yr for DGRW.

Performance

VFQY vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Quality Factor ETF (VFQY) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VFQY achieves a 14.20% return, which is significantly higher than DGRW's 10.05% return.

VFQY

1D
1.05%
1M
2.21%
6M
10.27%
YTD
14.20%
1Y
23.29%
3Y*
15.72%
5Y*
9.15%
10Y*
—
ALL TIME*
11.62%

DGRW

1D
1.37%
1M
2.07%
6M
6.86%
YTD
10.05%
1Y
17.60%
3Y*
15.28%
5Y*
11.72%
10Y*
13.79%
ALL TIME*
13.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DGRW

WisdomTree U.S. Quality Dividend Growth Fund
$51.74M$49.20M$56.02M

VFQY

Vanguard U.S. Quality Factor ETF
$948.51K$988.82K$1.06M

VFQY vs. DGRW - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
VFQY
Vanguard U.S. Quality Factor ETF		14.20%10.24%12.93%22.48%-15.74%27.96%16.97%25.75%-8.19%
DGRW
WisdomTree U.S. Quality Dividend Growth Fund		10.05%12.17%16.98%18.66%-6.33%24.46%13.87%29.54%-5.66%

Correlation

The correlation between VFQY and DGRW is 0.81, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.81

Correlation (3Y)
Balances recent behavior with more history.

0.87

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.87

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2018

0.86

The correlation between VFQY and DGRW has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

VFQY vs. DGRW - Sectors Allocation Comparison

Sectors
VFQY
DGRW

Technology

25.8%
33.8%

Financial Services

18.9%
8.4%

Industrials

16.8%
11.8%

Consumer Cyclical

13.3%
8.0%

Consumer Defensive

9.2%
6.7%

Healthcare

8.9%
12.8%

Communication Services

2.8%
11.1%

Basic Materials

2.2%
2.8%

Energy

2.2%
4.5%

Real Estate

-

-

Utilities

-

0.2%

Technology

VFQY
25.8%
DGRW
33.8%

Financial Services

VFQY
18.9%
DGRW
8.4%

Industrials

VFQY
16.8%
DGRW
11.8%

Consumer Cyclical

VFQY
13.3%
DGRW
8.0%

Consumer Defensive

VFQY
9.2%
DGRW
6.7%

Healthcare

VFQY
8.9%
DGRW
12.8%

Communication Services

VFQY
2.8%
DGRW
11.1%

Basic Materials

VFQY
2.2%
DGRW
2.8%

Energy

VFQY
2.2%
DGRW
4.5%

Real Estate

VFQY

-

DGRW

-

Utilities

VFQY

-

DGRW
0.2%

Compare stocks, funds, or ETFs

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

Vanguard U.S. Quality Factor ETF

WisdomTree U.S. Quality Dividend Growth Fund

Often compared with VFQY:
VFQY vs. JQUAVFQY vs. VYMVFQY vs. VFMFVFQY vs. VFVAVFQY vs. LVHIVFQY vs. VIGVFQY vs. VFMO
Often compared with DGRW:
DGRW vs. SCHDDGRW vs. DGRODGRW vs. VOODGRW vs. VIGDGRW vs. SPYDGRW vs. VUSA.ASDGRW vs. NOBL

Return for Risk

VFQY vs. DGRW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
VFQY
VFQY Risk / Return Rank: 7474
Overall Rank
VFQY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VFQY Sortino Ratio Rank: 7676
Sortino Ratio Rank
VFQY Omega Ratio Rank: 7070
Omega Ratio Rank
VFQY Calmar Ratio Rank: 7171
Calmar Ratio Rank
VFQY Martin Ratio Rank: 7575
Martin Ratio Rank
DGRW
DGRW Risk / Return Rank: 7070
Overall Rank
DGRW Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 7474
Sortino Ratio Rank
DGRW Omega Ratio Rank: 7474
Omega Ratio Rank
DGRW Calmar Ratio Rank: 5959
Calmar Ratio Rank
DGRW Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VFQY vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Quality Factor ETF (VFQY) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VFQYDGRWDifference
Sharpe ratioReturn per unit of total volatility
1.75
1.69

+0.06

Sortino ratioReturn per unit of downside risk
2.53
2.41

+0.13

Omega ratioGain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratioReturn relative to maximum drawdown

2.57

2.13

+0.44

Martin ratioReturn relative to average drawdown

9.69

8.60

+1.08

VFQY vs. DGRW - Sharpe Ratio Comparison

The current VFQY Sharpe Ratio is 1.75, which is comparable to the DGRW Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of VFQY and DGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

VFQY vs. DGRW - Drawdown Comparison

The maximum VFQY drawdown since its inception was -37.41%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for VFQY and DGRW.

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Drawdown Indicators

VFQYDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-37.41%

-32.04%

-5.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.12%

-8.30%

-0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-20.67%

-16.21%

-4.46%

Max Drawdown (5Y)

Largest decline over 5 years

-25.93%

-17.27%

-8.66%

Max Drawdown (10Y)

Largest decline over 10 years

—

-32.04%

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.57%

-3.00%

-3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.05%

+0.36%

Volatility

VFQY vs. DGRW - Volatility Comparison

Vanguard U.S. Quality Factor ETF (VFQY) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW) have volatilities of 3.12% and 3.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VFQYDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

3.19%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

8.44%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

10.47%

+2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.29%

14.02%

+4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.73%

16.19%

+4.54%

VFQY vs. DGRW - Expense Ratio Comparison

VFQY has a 0.13% expense ratio, which is lower than DGRW's 0.28% expense ratio.

Dividends

VFQY vs. DGRW - Dividend Comparison

VFQY's dividend yield for the trailing twelve months is around 1.03%, less than DGRW's 1.26% yield.

PositionTTM20252024202320222021202020192018201720162015
DGRW
WisdomTree U.S. Quality Dividend Growth Fund		1.26%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%
VFQY
Vanguard U.S. Quality Factor ETF		1.03%1.17%1.34%1.38%1.43%0.98%1.22%1.34%1.31%0.00%0.00%0.00%

Frequently Asked Questions

VFQY and DGRW have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGRW has higher volatility (3.19%) compared to VFQY (3.12%). In terms of maximum drawdown, VFQY dropped -37.41% vs DGRW's -32.04%.

On 5-year performance, DGRW leads with 11.72% vs 9.15% for VFQY. On fees, VFQY is cheaper at 0.13% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DGRW has performed better with a 11.72% return vs 9.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VFQY is cheaper with a 0.13% expense ratio, compared with 0.28% for DGRW.

DGRW has the higher dividend yield at 1.26%, compared with 1.03% for VFQY.

They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.13% for VFQY and 0.28% for DGRW.

VFQY currently has the higher Sharpe Ratio (1.75 vs 1.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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