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

Correlation

The correlation between VIAAX and VDIGX is 0.72, 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.


-0.50.00.51.00.7

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.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
0.53%
3.00%
VIAAX
VDIGX

Key characteristics

Sharpe Ratio

VIAAX:

0.54

VDIGX:

1.13

Sortino Ratio

VIAAX:

0.82

VDIGX:

1.57

Omega Ratio

VIAAX:

1.10

VDIGX:

1.20

Calmar Ratio

VIAAX:

0.66

VDIGX:

1.74

Martin Ratio

VIAAX:

1.98

VDIGX:

5.42

Ulcer Index

VIAAX:

3.15%

VDIGX:

1.85%

Daily Std Dev

VIAAX:

11.62%

VDIGX:

8.88%

Max Drawdown

VIAAX:

-30.78%

VDIGX:

-45.23%

Current Drawdown

VIAAX:

-9.49%

VDIGX:

-5.78%

Returns By Period

In the year-to-date period, VIAAX achieves a 3.16% return, which is significantly lower than VDIGX's 8.88% return.


VIAAX

YTD

3.16%

1M

-1.43%

6M

0.56%

1Y

5.37%

5Y*

5.33%

10Y*

N/A

VDIGX

YTD

8.88%

1M

-2.43%

6M

3.40%

1Y

9.61%

5Y*

9.45%

10Y*

10.42%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


VDIGX
Vanguard Dividend Growth Fund
Expense ratio chart for VDIGX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
Expense ratio chart for VIAAX: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VIAAX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.000.541.13
The chart of Sortino ratio for VIAAX, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.0010.000.821.57
The chart of Omega ratio for VIAAX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.20
The chart of Calmar ratio for VIAAX, currently valued at 0.66, compared to the broader market0.005.0010.000.661.74
The chart of Martin ratio for VIAAX, currently valued at 1.98, compared to the broader market0.0020.0040.0060.001.985.42
VIAAX
VDIGX

The current VIAAX Sharpe Ratio is 0.54, which is lower than the VDIGX Sharpe Ratio of 1.13. 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.54
1.13
VIAAX
VDIGX

Dividends

VIAAX vs. VDIGX - Dividend Comparison

VIAAX's dividend yield for the trailing twelve months is around 1.58%, less than VDIGX's 1.69% yield.


TTM20232022202120202019201820172016201520142013
VIAAX
Vanguard International Dividend Appreciation Index Fund Admiral Shares
1.58%1.92%2.05%0.94%1.28%1.83%1.99%1.69%1.06%0.00%0.00%0.00%
VDIGX
Vanguard Dividend Growth Fund
1.69%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%1.80%

Drawdowns

VIAAX vs. VDIGX - Drawdown Comparison

The maximum VIAAX drawdown since its inception was -30.78%, smaller than the maximum VDIGX drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for VIAAX and VDIGX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.49%
-5.78%
VIAAX
VDIGX

Volatility

VIAAX vs. VDIGX - Volatility Comparison

Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) has a higher volatility of 3.53% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.79%. This indicates that VIAAX'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.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.53%
2.79%
VIAAX
VDIGX
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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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