VIG vs. BAM
VIG (Vanguard Dividend Appreciation ETF) is Dividend fund tracking the S&P U.S. Dividend Growers Index, while BAM (Brookfield Asset Management Ltd.) is a stock. Over the past 3 years, VIG returned 15.98%/yr vs 16.64%/yr for BAM. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
VIG vs. BAM - Performance Comparison
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Returns By Period
In the year-to-date period, VIG achieves a 7.68% return, which is significantly higher than BAM's -8.16% return.
VIG
- 1D
- 0.53%
- 1M
- 2.11%
- YTD
- 7.68%
- 6M
- 6.99%
- 1Y
- 19.52%
- 3Y*
- 15.98%
- 5Y*
- 10.74%
- 10Y*
- 13.24%
BAM
- 1D
- 1.09%
- 1M
- -3.65%
- YTD
- -8.16%
- 6M
- -10.55%
- 1Y
- -10.49%
- 3Y*
- 16.64%
- 5Y*
- —
- 10Y*
- —
VIG vs. BAM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 7.68% | 14.17% | 16.99% | 14.51% | -1.39% |
BAM Brookfield Asset Management Ltd. | -8.16% | -0.24% | 39.70% | 45.61% | -10.80% |
Correlation
The correlation between VIG and BAM is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2022 | 0.59 |
The correlation between VIG and BAM has been stable across timeframes, ranging from 0.59 to 0.62 - a consistent structural relationship.
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Return for Risk
VIG vs. BAM — Risk / Return Rank
VIG
BAM
VIG vs. BAM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and Brookfield Asset Management Ltd. (BAM). 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.
| VIG | BAM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.24 | ||
| Sortino ratioReturn per unit of downside risk | +3.04 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.95 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | -0.43 | +2.74 |
| Martin ratioReturn relative to average drawdown | 9.34 | -0.77 | +10.11 |
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Drawdowns
VIG vs. BAM - Drawdown Comparison
The maximum VIG drawdown since its inception was -46.81%, which is greater than BAM's maximum drawdown of -30.37%. Use the drawdown chart below to compare losses from any high point for VIG and BAM.
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Drawdown Indicators
| VIG | BAM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.81% | -30.37% | -16.44% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -30.37% | +22.46% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -30.37% | +15.42% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.72% | — | — |
Current DrawdownCurrent decline from peak | -0.33% | -22.66% | +22.33% |
Average DrawdownAverage peak-to-trough decline | -5.51% | -8.86% | +3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 16.80% | -14.84% |
Volatility
VIG vs. BAM - Volatility Comparison
The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 2.93%, while Brookfield Asset Management Ltd. (BAM) has a volatility of 10.83%. This indicates that VIG experiences smaller price fluctuations and is considered to be less risky than BAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIG | BAM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 10.83% | -7.90% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 22.75% | -14.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.19% | 29.82% | -19.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.25% | 30.18% | -15.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 30.18% | -14.12% |
Dividends
VIG vs. BAM - Dividend Comparison
VIG's dividend yield for the trailing twelve months is around 1.47%, less than BAM's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAM Brookfield Asset Management Ltd. | 3.99% | 3.34% | 2.80% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIG Vanguard Dividend Appreciation ETF | 1.47% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
Frequently Asked Questions
VIG and BAM have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAM has higher volatility (10.83%) compared to VIG (2.93%). In terms of maximum drawdown, VIG dropped -46.81% vs BAM's -30.37%.
VIG currently has the higher Sharpe Ratio (1.80 vs -0.44), 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.
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