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VGG.TO vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGG.TO and DGRO is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

VGG.TO vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Dividend Appreciation Index ETF (VGG.TO) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
6.68%
5.97%
VGG.TO
DGRO

Key characteristics

Sharpe Ratio

VGG.TO:

2.73

DGRO:

1.80

Sortino Ratio

VGG.TO:

4.09

DGRO:

2.52

Omega Ratio

VGG.TO:

1.53

DGRO:

1.33

Calmar Ratio

VGG.TO:

5.85

DGRO:

2.84

Martin Ratio

VGG.TO:

20.27

DGRO:

8.74

Ulcer Index

VGG.TO:

1.28%

DGRO:

2.06%

Daily Std Dev

VGG.TO:

9.53%

DGRO:

10.01%

Max Drawdown

VGG.TO:

-24.58%

DGRO:

-35.10%

Current Drawdown

VGG.TO:

-0.21%

DGRO:

-2.23%

Returns By Period

In the year-to-date period, VGG.TO achieves a 3.08% return, which is significantly higher than DGRO's 2.89% return. Over the past 10 years, VGG.TO has outperformed DGRO with an annualized return of 13.01%, while DGRO has yielded a comparatively lower 12.14% annualized return.


VGG.TO

YTD

3.08%

1M

3.13%

6M

11.40%

1Y

25.77%

5Y*

13.43%

10Y*

13.01%

DGRO

YTD

2.89%

1M

3.05%

6M

5.97%

1Y

17.16%

5Y*

11.48%

10Y*

12.14%

*Annualized

Compare stocks, funds, or ETFs

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VGG.TO vs. DGRO - Expense Ratio Comparison

VGG.TO has a 0.30% expense ratio, which is higher than DGRO's 0.08% expense ratio.


VGG.TO
Vanguard U.S. Dividend Appreciation Index ETF
Expense ratio chart for VGG.TO: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VGG.TO vs. DGRO — Risk-Adjusted Performance Rank

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

VGG.TO
The Risk-Adjusted Performance Rank of VGG.TO is 9696
Overall Rank
The Sharpe Ratio Rank of VGG.TO is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of VGG.TO is 9696
Sortino Ratio Rank
The Omega Ratio Rank of VGG.TO is 9595
Omega Ratio Rank
The Calmar Ratio Rank of VGG.TO is 9797
Calmar Ratio Rank
The Martin Ratio Rank of VGG.TO is 9595
Martin Ratio Rank

DGRO
The Risk-Adjusted Performance Rank of DGRO is 7575
Overall Rank
The Sharpe Ratio Rank of DGRO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of DGRO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of DGRO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of DGRO is 7171
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.

VGG.TO vs. DGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Dividend Appreciation Index ETF (VGG.TO) and iShares Core Dividend Growth ETF (DGRO). 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 VGG.TO, currently valued at 1.74, compared to the broader market0.002.004.001.741.83
The chart of Sortino ratio for VGG.TO, currently valued at 2.49, compared to the broader market0.005.0010.002.492.57
The chart of Omega ratio for VGG.TO, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.34
The chart of Calmar ratio for VGG.TO, currently valued at 3.20, compared to the broader market0.005.0010.0015.003.202.85
The chart of Martin ratio for VGG.TO, currently valued at 9.00, compared to the broader market0.0020.0040.0060.0080.00100.009.008.61
VGG.TO
DGRO

The current VGG.TO Sharpe Ratio is 2.73, which is higher than the DGRO Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of VGG.TO and DGRO, 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 Ratio1.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
1.74
1.83
VGG.TO
DGRO

Dividends

VGG.TO vs. DGRO - Dividend Comparison

VGG.TO's dividend yield for the trailing twelve months is around 1.19%, less than DGRO's 2.19% yield.


TTM20242023202220212020201920182017201620152014
VGG.TO
Vanguard U.S. Dividend Appreciation Index ETF
1.19%1.23%1.37%1.35%1.21%1.25%1.24%1.50%1.46%1.63%1.70%1.47%
DGRO
iShares Core Dividend Growth ETF
2.19%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%

Drawdowns

VGG.TO vs. DGRO - Drawdown Comparison

The maximum VGG.TO drawdown since its inception was -24.58%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for VGG.TO and DGRO. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.50%
-2.23%
VGG.TO
DGRO

Volatility

VGG.TO vs. DGRO - Volatility Comparison

The current volatility for Vanguard U.S. Dividend Appreciation Index ETF (VGG.TO) is 2.51%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 2.75%. This indicates that VGG.TO experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%AugustSeptemberOctoberNovemberDecember2025
2.51%
2.75%
VGG.TO
DGRO
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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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