VHCAX vs. VDIGX
Compare and contrast key facts about Vanguard Capital Opportunity Fund Admiral Shares (VHCAX) and Vanguard Dividend Growth Fund (VDIGX).
VHCAX is managed by Vanguard. It was launched on Nov 12, 2001. VDIGX is managed by Vanguard. It was launched on May 15, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VHCAX or VDIGX.
Key characteristics
| VHCAX | VDIGX | |
|---|---|---|
| YTD Return | 17.20% | 12.88% |
| 1Y Return | 25.23% | 19.97% |
| 3Y Return (Ann) | 5.74% | 6.34% |
| 5Y Return (Ann) | 13.45% | 10.86% |
| 10Y Return (Ann) | 12.80% | 11.06% |
| Sharpe Ratio | 1.90 | 2.46 |
| Sortino Ratio | 2.67 | 3.37 |
| Omega Ratio | 1.35 | 1.44 |
| Calmar Ratio | 2.27 | 4.49 |
| Martin Ratio | 9.23 | 13.45 |
| Ulcer Index | 3.04% | 1.60% |
| Daily Std Dev | 14.74% | 8.74% |
| Max Drawdown | -54.27% | -45.23% |
| Current Drawdown | -1.52% | -2.32% |
Correlation
The correlation between VHCAX and VDIGX 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.
Performance
VHCAX vs. VDIGX - Performance Comparison
In the year-to-date period, VHCAX achieves a 17.20% return, which is significantly higher than VDIGX's 12.88% return. Over the past 10 years, VHCAX has outperformed VDIGX with an annualized return of 12.80%, while VDIGX has yielded a comparatively lower 11.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VHCAX vs. VDIGX - Expense Ratio Comparison
VHCAX has a 0.36% expense ratio, which is higher than VDIGX's 0.27% expense ratio.
Risk-Adjusted Performance
VHCAX vs. VDIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Capital Opportunity Fund Admiral Shares (VHCAX) 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.
Dividends
VHCAX vs. VDIGX - Dividend Comparison
VHCAX's dividend yield for the trailing twelve months is around 0.65%, less than VDIGX's 1.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VHCAX Vanguard Capital Opportunity Fund Admiral Shares | 0.65% | 0.76% | 0.88% | 0.45% | 0.52% | 0.81% | 0.94% | 0.67% | 0.77% | 0.67% | 0.67% | 0.24% |
VDIGX Vanguard Dividend Growth Fund | 1.63% | 1.69% | 1.67% | 1.46% | 1.62% | 1.72% | 2.15% | 1.92% | 1.92% | 1.93% | 1.91% | 1.80% |
Drawdowns
VHCAX vs. VDIGX - Drawdown Comparison
The maximum VHCAX drawdown since its inception was -54.27%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for VHCAX and VDIGX. For additional features, visit the drawdowns tool.
Volatility
VHCAX vs. VDIGX - Volatility Comparison
Vanguard Capital Opportunity Fund Admiral Shares (VHCAX) has a higher volatility of 4.18% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.44%. This indicates that VHCAX'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.