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VIAAX vs. VDIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIAAX and VDIGX is 0.71, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

VIAAX vs. VDIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) and Vanguard Dividend Growth Fund (VDIGX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.14%
-15.76%
VIAAX
VDIGX

Key characteristics

Sharpe Ratio

VIAAX:

0.06

VDIGX:

-0.48

Sortino Ratio

VIAAX:

0.19

VDIGX:

-0.51

Omega Ratio

VIAAX:

1.03

VDIGX:

0.91

Calmar Ratio

VIAAX:

0.07

VDIGX:

-0.34

Martin Ratio

VIAAX:

0.19

VDIGX:

-1.10

Ulcer Index

VIAAX:

5.00%

VDIGX:

7.25%

Daily Std Dev

VIAAX:

14.63%

VDIGX:

16.80%

Max Drawdown

VIAAX:

-32.73%

VDIGX:

-46.89%

Current Drawdown

VIAAX:

-9.72%

VDIGX:

-17.53%

Returns By Period

In the year-to-date period, VIAAX achieves a 0.30% return, which is significantly higher than VDIGX's -4.68% return.


VIAAX

YTD

0.30%

1M

-4.24%

6M

-7.45%

1Y

0.82%

5Y*

7.54%

10Y*

N/A

VDIGX

YTD

-4.68%

1M

-6.37%

6M

-16.04%

1Y

-8.24%

5Y*

6.67%

10Y*

5.90%

*Annualized

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VIAAX vs. VDIGX - Expense Ratio Comparison

VIAAX has a 0.16% expense ratio, which is lower than VDIGX's 0.27% 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%.


Expense ratio chart for VDIGX: current value is 0.27%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDIGX: 0.27%
Expense ratio chart for VIAAX: current value is 0.16%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIAAX: 0.16%

Risk-Adjusted Performance

VIAAX vs. VDIGX — Risk-Adjusted Performance Rank

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

VIAAX
The Risk-Adjusted Performance Rank of VIAAX is 6767
Overall Rank
The Sharpe Ratio Rank of VIAAX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VIAAX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VIAAX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VIAAX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VIAAX is 6666
Martin Ratio Rank

VDIGX
The Risk-Adjusted Performance Rank of VDIGX is 3737
Overall Rank
The Sharpe Ratio Rank of VDIGX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIGX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VDIGX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of VDIGX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of VDIGX is 4747
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.

VIAAX vs. VDIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) 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.


The chart of Sharpe ratio for VIAAX, currently valued at 0.06, compared to the broader market-1.000.001.002.003.00
VIAAX: 0.06
VDIGX: -0.48
The chart of Sortino ratio for VIAAX, currently valued at 0.19, compared to the broader market-2.000.002.004.006.008.00
VIAAX: 0.19
VDIGX: -0.51
The chart of Omega ratio for VIAAX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.00
VIAAX: 1.03
VDIGX: 0.91
The chart of Calmar ratio for VIAAX, currently valued at 0.07, compared to the broader market0.002.004.006.008.0010.00
VIAAX: 0.07
VDIGX: -0.34
The chart of Martin ratio for VIAAX, currently valued at 0.19, compared to the broader market0.0010.0020.0030.0040.0050.00
VIAAX: 0.19
VDIGX: -1.10

The current VIAAX Sharpe Ratio is 0.06, which is higher than the VDIGX Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of VIAAX and VDIGX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.06
-0.48
VIAAX
VDIGX

Dividends

VIAAX vs. VDIGX - Dividend Comparison

VIAAX's dividend yield for the trailing twelve months is around 2.03%, more than VDIGX's 1.96% yield.


TTM20242023202220212020201920182017201620152014
VIAAX
Vanguard International Dividend Appreciation Index Fund Admiral Shares
2.03%1.92%1.92%2.05%0.94%1.28%1.83%1.99%1.69%1.06%0.00%0.00%
VDIGX
Vanguard Dividend Growth Fund
1.96%1.87%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%

Drawdowns

VIAAX vs. VDIGX - Drawdown Comparison

The maximum VIAAX drawdown since its inception was -32.73%, smaller than the maximum VDIGX drawdown of -46.89%. Use the drawdown chart below to compare losses from any high point for VIAAX and VDIGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.72%
-17.53%
VIAAX
VDIGX

Volatility

VIAAX vs. VDIGX - Volatility Comparison

The current volatility for Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) is 8.92%, while Vanguard Dividend Growth Fund (VDIGX) has a volatility of 10.55%. This indicates that VIAAX experiences smaller price fluctuations and is considered to be less risky than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
8.92%
10.55%
VIAAX
VDIGX