VIDGX vs. VIDY.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard International Dividend Growth Fund (VIDGX) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO).

VIDGX is an actively managed fund by Vanguard. It was launched on Nov 15, 2023. VIDY.TO is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed ex North America High Dividend Yield Index. It was launched on Aug 21, 2018.

Performance

VIDGX vs. VIDY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Growth Fund (VIDGX) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO). The values are adjusted to include any dividend payments, if applicable.

VIDGX vs. VIDY.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VIDGX Vanguard International Dividend Growth Fund	-2.56%	18.76%	-1.06%	5.99%
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF	6.97%	40.81%	4.45%	10.77%

Different Trading Currencies

VIDGX is traded in USD, while VIDY.TO is traded in CAD. To make them comparable, the VIDY.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VIDGX achieves a -2.56% return, which is significantly lower than VIDY.TO's 6.97% return.

VIDGX

• 1D: 2.14%
• 1M: -7.97%
• YTD: -2.56%
• 6M: -0.85%
• 1Y: 8.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VIDY.TO

• 1D: 1.32%
• 1M: -3.55%
• YTD: 6.97%
• 6M: 13.93%
• 1Y: 33.88%
• 3Y*: 20.90%
• 5Y*: 13.18%
• 10Y*: —

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

VIDGX vs. VIDY.TO - Expense Ratio Comparison

VIDGX has a 0.55% expense ratio, which is higher than VIDY.TO's 0.31% expense ratio.

VIDGX

Vanguard International Dividend Growth Fund

VIDY.TO

Vanguard FTSE Developed ex North America High Dividend Yield Index ETF

Return for Risk

VIDGX vs. VIDY.TO — Risk / Return Rank

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

VIDGX

VIDGX Risk / Return Rank: 18
VIDGX Sharpe Ratio Rank: 19
VIDGX Sortino Ratio Rank: 18
VIDGX Omega Ratio Rank: 16
VIDGX Calmar Ratio Rank: 18
VIDGX Martin Ratio Rank: 19

VIDY.TO

VIDY.TO Risk / Return Rank: 87
VIDY.TO Sharpe Ratio Rank: 88
VIDY.TO Sortino Ratio Rank: 88
VIDY.TO Omega Ratio Rank: 89
VIDY.TO Calmar Ratio Rank: 83
VIDY.TO Martin Ratio Rank: 85

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. VIDY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Growth Fund (VIDGX) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO). 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	VIDY.TO	Difference
Sharpe ratio Return per unit of total volatility	0.57	1.99	-1.42
Sortino ratio Return per unit of downside risk	0.89	2.68	-1.79
Omega ratio Gain probability vs. loss probability	1.12	1.40	-0.29
Calmar ratio Return relative to maximum drawdown	0.64	2.91	-2.27
Martin ratio Return relative to average drawdown	2.42	11.82	-9.40
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. VIDY.TO - Sharpe Ratio Comparison

The current VIDGX Sharpe Ratio is 0.57, which is lower than the VIDY.TO Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of VIDGX and VIDY.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VIDGX	VIDY.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.57	1.99	-1.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.56	+0.11

Correlation

The correlation between VIDGX and VIDY.TO is 0.78, 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.

Dividends

VIDGX vs. VIDY.TO - Dividend Comparison

VIDGX's dividend yield for the trailing twelve months is around 1.79%, less than VIDY.TO's 2.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
VIDGX Vanguard International Dividend Growth Fund	1.79%	1.74%	4.16%	0.18%	0.00%	0.00%	0.00%	0.00%	0.00%
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF	2.52%	2.80%	3.59%	3.89%	4.37%	3.28%	3.34%	3.36%	0.93%

Drawdowns

VIDGX vs. VIDY.TO - Drawdown Comparison

The maximum VIDGX drawdown since its inception was -14.09%, smaller than the maximum VIDY.TO drawdown of -37.16%. Use the drawdown chart below to compare losses from any high point for VIDGX and VIDY.TO.

Drawdown Indicators

	VIDGX	VIDY.TO	Difference
Max Drawdown Largest peak-to-trough decline	-14.09%	-31.99%	+17.90%
Max Drawdown (1Y) Largest decline over 1 year	-12.25%	-11.73%	-0.52%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.02%	—
Current Drawdown Current decline from peak	-9.64%	-4.24%	-5.40%
Average Drawdown Average peak-to-trough decline	-3.24%	-4.28%	+1.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.22%	2.89%	+0.33%

Volatility

VIDGX vs. VIDY.TO - Volatility Comparison

The current volatility for Vanguard International Dividend Growth Fund (VIDGX) is 6.02%, while Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) has a volatility of 6.40%. This indicates that VIDGX experiences smaller price fluctuations and is considered to be less risky than VIDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VIDGX	VIDY.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.02%	6.40%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	9.48%	10.46%	-0.98%
Volatility (1Y) Calculated over the trailing 1-year period	15.10%	17.11%	-2.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.71%	16.19%	-3.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.71%	19.31%	-6.60%