VIDGX vs. LIAGX

Last updated Jun 4, 2026

VIDGX (Vanguard International Dividend Growth Fund) and LIAGX (Lord Abbett International Growth Fund) are both Foreign Large Cap Equities funds. Over the past year, VIDGX returned 5.17% vs 41.65% for LIAGX. A 0.73 correlation means they provide meaningful diversification when combined. VIDGX charges 0.55%/yr vs 0.81%/yr for LIAGX.

Performance

VIDGX vs. LIAGX - Performance Comparison

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

Returns By Period

In the year-to-date period, VIDGX achieves a 2.22% return, which is significantly lower than LIAGX's 27.78% return.

VIDGX

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

LIAGX

• 1D: 0.64%
• 1M: 10.09%
• YTD: 27.78%
• 6M: 28.66%
• 1Y: 41.65%
• 3Y*: 21.75%
• 5Y*: —
• 10Y*: —

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

VIDGX vs. LIAGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VIDGX Vanguard International Dividend Growth Fund	2.22%	18.76%	-1.06%	5.99%
LIAGX Lord Abbett International Growth Fund	27.78%	25.09%	9.43%	15.00%

Correlation

The correlation between VIDGX and LIAGX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023	0.73

The correlation between VIDGX and LIAGX has been stable across timeframes, ranging from 0.72 to 0.73 - a consistent structural relationship.

Return for Risk

VIDGX vs. LIAGX — 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

LIAGX

LIAGX Risk / Return Rank: 48
LIAGX Sharpe Ratio Rank: 46
LIAGX Sortino Ratio Rank: 42
LIAGX Omega Ratio Rank: 43
LIAGX Calmar Ratio Rank: 54
LIAGX Martin Ratio Rank: 56

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. LIAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Growth Fund (VIDGX) and Lord Abbett International Growth Fund (LIAGX). 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	LIAGX	Difference
Sharpe ratio Return per unit of total volatility	0.34	1.99	-1.65
Sortino ratio Return per unit of downside risk	0.56	2.71	-2.15
Omega ratio Gain probability vs. loss probability	1.07	1.36	-0.29
Calmar ratio Return relative to maximum drawdown	0.37	2.82	-2.45
Martin ratio Return relative to average drawdown	1.13	11.32	-10.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VIDGX vs. LIAGX - Sharpe Ratio Comparison

The current VIDGX Sharpe Ratio is 0.34, which is lower than the LIAGX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of VIDGX and LIAGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VIDGX	LIAGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.34	1.99	-1.65
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.45	+0.32

Drawdowns

VIDGX vs. LIAGX - Drawdown Comparison

The maximum VIDGX drawdown since its inception was -14.09%, smaller than the maximum LIAGX drawdown of -37.87%. Use the drawdown chart below to compare losses from any high point for VIDGX and LIAGX.

Drawdown Indicators

	VIDGX	LIAGX	Difference
Max Drawdown Largest peak-to-trough decline	-14.09%	-37.87%	+23.78%
Max Drawdown (1Y) Largest decline over 1 year	-12.25%	-14.56%	+2.31%
Max Drawdown (3Y) Largest decline over 3 years	—	-17.11%	—
Current Drawdown Current decline from peak	-5.22%	0.00%	-5.22%
Average Drawdown Average peak-to-trough decline	-3.43%	-13.24%	+9.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.03%	3.62%	+0.41%

Volatility

VIDGX vs. LIAGX - Volatility Comparison

The current volatility for Vanguard International Dividend Growth Fund (VIDGX) is 4.15%, while Lord Abbett International Growth Fund (LIAGX) has a volatility of 8.29%. This indicates that VIDGX experiences smaller price fluctuations and is considered to be less risky than LIAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VIDGX	LIAGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.15%	8.29%	-4.14%
Volatility (6M) Calculated over the trailing 6-month period	10.34%	18.01%	-7.67%
Volatility (1Y) Calculated over the trailing 1-year period	13.40%	20.68%	-7.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.94%	18.79%	-5.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.94%	18.79%	-5.85%

VIDGX vs. LIAGX - Expense Ratio Comparison

VIDGX has a 0.55% expense ratio, which is lower than LIAGX's 0.81% expense ratio.

Dividends

VIDGX vs. LIAGX - Dividend Comparison

VIDGX's dividend yield for the trailing twelve months is around 1.70%, more than LIAGX's 0.30% yield.

Position	TTM	2025	2024	2023	2022
LIAGX Lord Abbett International Growth Fund	0.30%	0.38%	0.48%	0.71%	0.89%
VIDGX Vanguard International Dividend Growth Fund	1.70%	1.74%	4.16%	0.18%	0.00%

Frequently Asked Questions

Can I hold both VIDGX and LIAGX in my portfolio?

VIDGX and LIAGX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VIDGX or LIAGX?

LIAGX has higher volatility (8.29%) compared to VIDGX (4.15%). In terms of maximum drawdown, VIDGX dropped -14.09% vs LIAGX's -37.87%.

Which has better risk-adjusted returns?

LIAGX currently has the higher Sharpe Ratio (1.99 vs 0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.