VFWPX vs. VDIGX
VFWPX (Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares) and VDIGX (Vanguard Dividend Growth Fund) are both mutual funds - VFWPX is a Foreign Large Cap Equities fund managed by Vanguard, while VDIGX is a Dividend fund actively managed by Vanguard. Over the past 10 years, VFWPX returned 10.08%/yr vs 12.30%/yr for VDIGX. A 0.74 correlation means they provide meaningful diversification when combined. VFWPX charges 0.06%/yr vs 0.22%/yr for VDIGX.
Performance
VFWPX vs. VDIGX - Performance Comparison
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Returns By Period
In the year-to-date period, VFWPX achieves a 15.79% return, which is significantly higher than VDIGX's 2.63% return. Over the past 10 years, VFWPX has underperformed VDIGX with an annualized return of 10.08%, while VDIGX has yielded a comparatively higher 12.30% annualized return.
VFWPX
- 1D
- 0.66%
- 1M
- 5.91%
- YTD
- 15.79%
- 6M
- 18.58%
- 1Y
- 33.81%
- 3Y*
- 20.10%
- 5Y*
- 9.10%
- 10Y*
- 10.08%
VDIGX
- 1D
- 0.32%
- 1M
- 3.43%
- YTD
- 2.63%
- 6M
- 2.55%
- 1Y
- 8.31%
- 3Y*
- 14.07%
- 5Y*
- 9.83%
- 10Y*
- 12.30%
VFWPX vs. VDIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFWPX Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares | 15.79% | 32.40% | 5.48% | 15.63% | -15.47% | 8.13% | 11.40% | 21.59% | -13.95% | 27.28% |
VDIGX Vanguard Dividend Growth Fund | 2.63% | 11.11% | 20.84% | 8.11% | -4.89% | 24.86% | 12.04% | 30.94% | 0.08% | 19.32% |
Correlation
The correlation between VFWPX and VDIGX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2010 | 0.74 |
The correlation between VFWPX and VDIGX shifts across timeframes, from 0.59 (3 years) to 0.74 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VFWPX vs. VDIGX — Risk / Return Rank
VFWPX
VDIGX
VFWPX vs. VDIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) 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.
| VFWPX | VDIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.15 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 0.95 | +1.99 |
| Martin ratioReturn relative to average drawdown | 11.57 | 3.67 | +7.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFWPX | VDIGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 0.86 | +1.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.71 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.79 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.62 | -0.20 |
Drawdowns
VFWPX vs. VDIGX - Drawdown Comparison
The maximum VFWPX drawdown since its inception was -34.85%, smaller than the maximum VDIGX drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for VFWPX and VDIGX.
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Drawdown Indicators
| VFWPX | VDIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.85% | -45.23% | +10.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -9.09% | -2.25% |
Max Drawdown (3Y)Largest decline over 3 years | -13.27% | -10.23% | -3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -29.35% | -16.18% | -13.17% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -32.98% | -1.87% |
Current DrawdownCurrent decline from peak | 0.00% | -0.10% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -6.65% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.36% | +0.52% |
Volatility
VFWPX vs. VDIGX - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) has a higher volatility of 4.89% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.33%. This indicates that VFWPX's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFWPX | VDIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 2.33% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 7.61% | +4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.41% | 10.06% | +4.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 13.86% | +1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 15.70% | +0.38% |
VFWPX vs. VDIGX - Expense Ratio Comparison
VFWPX has a 0.06% expense ratio, which is lower than VDIGX's 0.22% 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%.
Dividends
VFWPX vs. VDIGX - Dividend Comparison
VFWPX's dividend yield for the trailing twelve months is around 2.59%, less than VDIGX's 23.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDIGX Vanguard Dividend Growth Fund | 23.93% | 21.90% | 21.94% | 2.29% | 6.06% | 5.45% | 2.83% | 4.70% | 8.72% | 5.16% | 2.86% | 5.70% |
VFWPX Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares | 2.59% | 3.10% | 3.26% | 3.33% | 3.12% | 3.08% | 2.01% | 3.12% | 3.30% | 2.70% | 3.00% | 2.99% |
Frequently Asked Questions
VFWPX and VDIGX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VFWPX has higher volatility (4.89%) compared to VDIGX (2.33%). In terms of maximum drawdown, VFWPX dropped -34.85% vs VDIGX's -45.23%.
VFWPX currently has the higher Sharpe Ratio (2.32 vs 0.86), 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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