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VGLIX vs. DGRW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGLIX and DGRW is 0.68, 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.


Performance

VGLIX vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya International High DividendLow VolatilityFund (VGLIX) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


VGLIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

DGRW

YTD

0.39%

1M

3.93%

6M

-4.51%

1Y

8.17%

3Y*

11.60%

5Y*

14.67%

10Y*

12.07%

*Annualized

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VGLIX vs. DGRW - Expense Ratio Comparison

VGLIX has a 0.65% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VGLIX vs. DGRW — Risk-Adjusted Performance Rank

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

VGLIX
The Risk-Adjusted Performance Rank of VGLIX is 6060
Overall Rank
The Sharpe Ratio Rank of VGLIX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VGLIX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VGLIX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VGLIX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VGLIX is 3232
Martin Ratio Rank

DGRW
The Risk-Adjusted Performance Rank of DGRW is 4949
Overall Rank
The Sharpe Ratio Rank of DGRW is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRW is 4646
Sortino Ratio Rank
The Omega Ratio Rank of DGRW is 4747
Omega Ratio Rank
The Calmar Ratio Rank of DGRW is 5252
Calmar Ratio Rank
The Martin Ratio Rank of DGRW is 5050
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.

VGLIX vs. DGRW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya International High DividendLow VolatilityFund (VGLIX) and WisdomTree U.S. 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VGLIX vs. DGRW - Dividend Comparison

VGLIX has not paid dividends to shareholders, while DGRW's dividend yield for the trailing twelve months is around 1.59%.


TTM20242023202220212020201920182017201620152014
VGLIX
Voya International High DividendLow VolatilityFund
0.00%100.49%6.11%4.04%3.90%2.05%3.66%4.18%2.89%0.18%0.00%0.00%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.59%1.55%1.74%2.15%1.78%1.91%2.20%2.42%1.71%2.13%2.18%1.79%

Drawdowns

VGLIX vs. DGRW - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VGLIX vs. DGRW - Volatility Comparison


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