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VIDGX vs. VWAHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIDGX vs. VWAHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Growth Fund (VIDGX) and Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX). The values are adjusted to include any dividend payments, if applicable.

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VIDGX vs. VWAHX - Yearly Performance Comparison


2026 (YTD)202520242023
VIDGX
Vanguard International Dividend Growth Fund
-2.56%18.76%-1.06%5.99%
VWAHX
Vanguard High-Yield Tax-Exempt Fund Investor Shares
-0.27%4.96%3.98%10.88%

Returns By Period

In the year-to-date period, VIDGX achieves a -2.56% return, which is significantly lower than VWAHX's -0.27% return.


VIDGX

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

VWAHX

1D
0.38%
1M
-2.23%
YTD
-0.27%
6M
1.32%
1Y
3.98%
3Y*
4.54%
5Y*
1.48%
10Y*
2.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIDGX vs. VWAHX - Expense Ratio Comparison

VIDGX has a 0.55% expense ratio, which is higher than VWAHX's 0.17% expense ratio.


Return for Risk

VIDGX vs. VWAHX — 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

VWAHX
VWAHX Risk / Return Rank: 3434
Overall Rank
VWAHX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VWAHX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VWAHX Omega Ratio Rank: 5252
Omega Ratio Rank
VWAHX Calmar Ratio Rank: 3333
Calmar Ratio Rank
VWAHX Martin Ratio Rank: 2626
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. VWAHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Growth Fund (VIDGX) and Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX). 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.


VIDGXVWAHXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.78

-0.21

Sortino ratio

Return per unit of downside risk

0.89

1.06

-0.17

Omega ratio

Gain probability vs. loss probability

1.12

1.22

-0.10

Calmar ratio

Return relative to maximum drawdown

0.64

0.95

-0.32

Martin ratio

Return relative to average drawdown

2.42

2.94

-0.52

VIDGX vs. VWAHX - Sharpe Ratio Comparison

The current VIDGX Sharpe Ratio is 0.57, which is comparable to the VWAHX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of VIDGX and VWAHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIDGXVWAHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.78

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.64

+0.03

Correlation

The correlation between VIDGX and VWAHX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VIDGX vs. VWAHX - Dividend Comparison

VIDGX's dividend yield for the trailing twelve months is around 1.79%, less than VWAHX's 4.06% 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%
VWAHX
Vanguard High-Yield Tax-Exempt Fund Investor Shares
4.06%4.95%4.38%3.53%3.36%2.98%3.31%3.94%3.78%3.68%3.75%3.67%

Drawdowns

VIDGX vs. VWAHX - Drawdown Comparison

The maximum VIDGX drawdown since its inception was -14.09%, smaller than the maximum VWAHX drawdown of -40.26%. Use the drawdown chart below to compare losses from any high point for VIDGX and VWAHX.


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Drawdown Indicators


VIDGXVWAHXDifference

Max Drawdown

Largest peak-to-trough decline

-14.09%

-40.26%

+26.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-5.63%

-6.62%

Max Drawdown (5Y)

Largest decline over 5 years

-17.32%

Max Drawdown (10Y)

Largest decline over 10 years

-17.32%

Current Drawdown

Current decline from peak

-9.64%

-2.50%

-7.14%

Average Drawdown

Average peak-to-trough decline

-3.24%

-6.95%

+3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

1.82%

+1.40%

Volatility

VIDGX vs. VWAHX - Volatility Comparison

Vanguard International Dividend Growth Fund (VIDGX) has a higher volatility of 6.02% compared to Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX) at 1.29%. This indicates that VIDGX's price experiences larger fluctuations and is considered to be riskier than VWAHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIDGXVWAHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

1.29%

+4.73%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

1.99%

+7.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

5.70%

+9.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.71%

4.75%

+7.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.71%

4.61%

+8.10%