PortfoliosLab logoPortfoliosLab logo
VIDGX vs. VMVFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIDGX vs. VMVFX - Performance Comparison

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

Loading graphics...

VIDGX vs. VMVFX - Yearly Performance Comparison


2026 (YTD)202520242023
VIDGX
Vanguard International Dividend Growth Fund
-2.56%18.76%-1.06%5.99%
VMVFX
Vanguard Global Minimum Volatility Fund Investor Shares
2.85%12.74%13.38%5.70%

Returns By Period

In the year-to-date period, VIDGX achieves a -2.56% return, which is significantly lower than VMVFX's 2.85% return.


VIDGX

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

VMVFX

1D
1.12%
1M
-4.98%
YTD
2.85%
6M
4.18%
1Y
9.22%
3Y*
11.81%
5Y*
10.02%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


VIDGX vs. VMVFX - Expense Ratio Comparison

VIDGX has a 0.55% expense ratio, which is higher than VMVFX's 0.21% expense ratio.


Return for Risk

VIDGX vs. VMVFX — Risk / Return Rank

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

VIDGX
VIDGX Risk / Return Rank: 1818
Overall Rank
VIDGX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VIDGX Sortino Ratio Rank: 1818
Sortino Ratio Rank
VIDGX Omega Ratio Rank: 1616
Omega Ratio Rank
VIDGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VIDGX Martin Ratio Rank: 1919
Martin Ratio Rank

VMVFX
VMVFX Risk / Return Rank: 4949
Overall Rank
VMVFX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VMVFX Sortino Ratio Rank: 4141
Sortino Ratio Rank
VMVFX Omega Ratio Rank: 4545
Omega Ratio Rank
VMVFX Calmar Ratio Rank: 5050
Calmar Ratio Rank
VMVFX Martin Ratio Rank: 6363
Martin Ratio Rank
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. VMVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Growth Fund (VIDGX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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.


VIDGXVMVFXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.93

-0.36

Sortino ratio

Return per unit of downside risk

0.89

1.34

-0.45

Omega ratio

Gain probability vs. loss probability

1.12

1.20

-0.08

Calmar ratio

Return relative to maximum drawdown

0.64

1.29

-0.65

Martin ratio

Return relative to average drawdown

2.42

6.16

-3.74

VIDGX vs. VMVFX - Sharpe Ratio Comparison

The current VIDGX Sharpe Ratio is 0.57, which is lower than the VMVFX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of VIDGX and VMVFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VIDGXVMVFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.93

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.79

-0.13

Correlation

The correlation between VIDGX and VMVFX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VIDGX vs. VMVFX - Dividend Comparison

VIDGX's dividend yield for the trailing twelve months is around 1.79%, less than VMVFX's 9.70% yield.


TTM20252024202320222021202020192018201720162015
VIDGX
Vanguard International Dividend Growth Fund
1.79%1.74%4.16%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VMVFX
Vanguard Global Minimum Volatility Fund Investor Shares
9.70%9.98%3.77%3.05%4.96%12.73%2.02%5.12%7.27%2.30%2.71%3.22%

Drawdowns

VIDGX vs. VMVFX - Drawdown Comparison

The maximum VIDGX drawdown since its inception was -14.09%, smaller than the maximum VMVFX drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for VIDGX and VMVFX.


Loading graphics...

Drawdown Indicators


VIDGXVMVFXDifference

Max Drawdown

Largest peak-to-trough decline

-14.09%

-33.09%

+19.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-7.96%

-4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

Max Drawdown (10Y)

Largest decline over 10 years

-33.09%

Current Drawdown

Current decline from peak

-9.64%

-4.98%

-4.66%

Average Drawdown

Average peak-to-trough decline

-3.24%

-2.84%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

1.66%

+1.56%

Volatility

VIDGX vs. VMVFX - Volatility Comparison

Vanguard International Dividend Growth Fund (VIDGX) has a higher volatility of 6.02% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 2.93%. This indicates that VIDGX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VIDGXVMVFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

2.93%

+3.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

4.99%

+4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

10.06%

+5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.71%

10.76%

+1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.71%

12.49%

+0.22%