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VIDGX vs. VIGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIDGX vs. VIGIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VIDGX achieves a 6.91% return, which is significantly lower than VIGIX's 7.35% return.


VIDGX

1D
0.40%
1M
1.46%
6M
5.20%
YTD
6.91%
1Y
13.92%
3Y*
5Y*
10Y*
ALL TIME*
10.95%

VIGIX

1D
2.23%
1M
1.73%
6M
10.65%
YTD
7.35%
1Y
15.71%
3Y*
23.29%
5Y*
12.54%
10Y*
17.52%
ALL TIME*
9.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VIDGX vs. VIGIX - Yearly Performance Comparison


2026 (YTD)202520242023
VIDGX
Vanguard International Dividend Growth Fund
6.91%18.76%-1.06%5.99%
VIGIX
Vanguard Growth Index Fund Institutional Shares
7.35%19.44%32.68%16.43%

Correlation

The correlation between VIDGX and VIGIX is 0.50, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.50

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2023

0.42

The correlation between VIDGX and VIGIX has been stable across timeframes, ranging from 0.42 to 0.50 - a consistent structural relationship.

VIDGX vs. VIGIX - Sectors Allocation Comparison


Sectors
VIDGX
VIGIX

Industrials

23.4%
5.3%

Financial Services

18.4%
3.8%

Healthcare

16.4%
4.7%

Consumer Defensive

13.4%
1.4%

Technology

9.5%
56.2%

Basic Materials

9.0%
0.5%

Consumer Cyclical

5.4%
11.5%

Communication Services

2.2%
15.4%

Energy

1.4%
0.3%

Utilities

1.0%
0.7%

Real Estate

-

1.0%

Industrials

VIDGX
23.4%
VIGIX
5.3%

Financial Services

VIDGX
18.4%
VIGIX
3.8%

Healthcare

VIDGX
16.4%
VIGIX
4.7%

Consumer Defensive

VIDGX
13.4%
VIGIX
1.4%

Technology

VIDGX
9.5%
VIGIX
56.2%

Basic Materials

VIDGX
9.0%
VIGIX
0.5%

Consumer Cyclical

VIDGX
5.4%
VIGIX
11.5%

Communication Services

VIDGX
2.2%
VIGIX
15.4%

Energy

VIDGX
1.4%
VIGIX
0.3%

Utilities

VIDGX
1.0%
VIGIX
0.7%

Real Estate

VIDGX

-

VIGIX
1.0%

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Return for Risk

VIDGX vs. VIGIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VIDGX
VIDGX Risk / Return Rank: 2727
Overall Rank
VIDGX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VIDGX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIDGX Omega Ratio Rank: 2929
Omega Ratio Rank
VIDGX Calmar Ratio Rank: 2424
Calmar Ratio Rank
VIDGX Martin Ratio Rank: 2424
Martin Ratio Rank

VIGIX
VIGIX Risk / Return Rank: 2525
Overall Rank
VIGIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VIGIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VIGIX Omega Ratio Rank: 2626
Omega Ratio Rank
VIGIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
VIGIX Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VIDGX vs. VIGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Growth Fund (VIDGX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VIDGXVIGIXDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.21

1.18

+0.02

Calmar ratioReturn relative to maximum drawdown

1.24

1.09

+0.15

Martin ratioReturn relative to average drawdown

3.68

3.48

+0.21

VIDGX vs. VIGIX - Sharpe Ratio Comparison

The current VIDGX Sharpe Ratio is 1.15, which is comparable to the VIGIX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of VIDGX and VIGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VIDGX vs. VIGIX - Drawdown Comparison

The maximum VIDGX drawdown since its inception was -14.09%, smaller than the maximum VIGIX drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for VIDGX and VIGIX.


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Drawdown Indicators


VIDGXVIGIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.09%

-56.95%

+42.86%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-16.51%

+4.26%

Max Drawdown (3Y)

Largest decline over 3 years

-23.03%

Max Drawdown (5Y)

Largest decline over 5 years

-35.62%

Max Drawdown (10Y)

Largest decline over 10 years

-35.62%

Current Drawdown

Current decline from peak

-0.87%

-3.41%

+2.54%

Average Drawdown

Average peak-to-trough decline

-3.46%

-16.21%

+12.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

5.17%

-1.04%

Volatility

VIDGX vs. VIGIX - Volatility Comparison

The current volatility for Vanguard International Dividend Growth Fund (VIDGX) is 3.43%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 5.95%. This indicates that VIDGX experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIDGXVIGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

5.95%

-2.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.84%

14.39%

-3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

13.23%

17.82%

-4.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.90%

22.64%

-9.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.90%

21.71%

-8.81%

VIDGX vs. VIGIX - Expense Ratio Comparison

VIDGX has a 0.55% expense ratio, which is higher than VIGIX's 0.03% expense ratio.


Dividends

VIDGX vs. VIGIX - Dividend Comparison

VIDGX's dividend yield for the trailing twelve months is around 1.63%, more than VIGIX's 0.39% yield.


PositionTTM20252024202320222021202020192018201720162015
VIDGX
Vanguard International Dividend Growth Fund
1.63%1.74%4.16%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.39%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%

Frequently Asked Questions


VIDGX and VIGIX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIGIX has higher volatility (5.95%) compared to VIDGX (3.43%). In terms of maximum drawdown, VIDGX dropped -14.09% vs VIGIX's -56.95%.

VIDGX currently has the higher Sharpe Ratio (1.15 vs 1.01), 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.

Portfolio Optimizer

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