VIDGX vs. ANDIX

Last updated Jun 4, 2026

VIDGX (Vanguard International Dividend Growth Fund) and ANDIX (AQR International Defensive Style Fund) are both Foreign Large Cap Equities funds. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.55% expense ratio.

Performance

VIDGX vs. ANDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Growth Fund (VIDGX) and AQR International Defensive Style Fund (ANDIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

VIDGX

• 1D: 0.17%
• 1M: 2.57%
• YTD: 2.22%
• 6M: 4.09%
• 1Y: 5.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ANDIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VIDGX vs. ANDIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VIDGX Vanguard International Dividend Growth Fund	2.22%	18.76%	-1.06%	5.99%
ANDIX AQR International Defensive Style Fund	5.63%	21.41%	2.83%	9.49%

Correlation

The correlation between VIDGX and ANDIX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023	0.87

The correlation between VIDGX and ANDIX has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.

Return for Risk

VIDGX vs. ANDIX — Risk / Return Rank

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

VIDGX

VIDGX Risk / Return Rank: 5
VIDGX Sharpe Ratio Rank: 5
VIDGX Sortino Ratio Rank: 5
VIDGX Omega Ratio Rank: 4
VIDGX Calmar Ratio Rank: 4
VIDGX Martin Ratio Rank: 5

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIDGX vs. ANDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Growth Fund (VIDGX) and AQR International Defensive Style Fund (ANDIX). 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.

	VIDGX	ANDIX	Difference
Sharpe ratio: Return per unit of total volatility	0.34	—	—
Sortino ratio: Return per unit of downside risk	0.56	—	—
Omega ratio: Gain probability vs. loss probability	1.07	—	—
Calmar ratio: Return relative to maximum drawdown	0.37	—	—
Martin ratio: Return relative to average drawdown	1.13	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	VIDGX	ANDIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.34	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	—	—

Drawdowns

Drawdown Indicators

	VIDGX	ANDIX	Difference
Max Drawdown Largest peak-to-trough decline	-14.09%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-12.25%	—	—
Current Drawdown Current decline from peak	-5.22%	—	—
Average Drawdown Average peak-to-trough decline	-3.43%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.03%	—	—

Volatility

Volatility by Period

	VIDGX	ANDIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.15%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.34%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.40%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.94%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.94%	—	—

VIDGX vs. ANDIX - Expense Ratio Comparison

Both VIDGX and ANDIX have an expense ratio of 0.55%.

Dividends

VIDGX vs. ANDIX - Dividend Comparison

VIDGX's dividend yield for the trailing twelve months is around 1.70%, less than ANDIX's 70.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ANDIX AQR International Defensive Style Fund	70.16%	4.74%	2.29%	3.02%	2.00%	2.53%	1.73%	2.51%	2.40%	3.30%	1.47%	2.09%
VIDGX Vanguard International Dividend Growth Fund	1.70%	1.74%	4.16%	0.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VIDGX and ANDIX in my portfolio?

VIDGX and ANDIX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.