VIG vs. BRK-B

Last updated Jun 9, 2026

VIG (Vanguard Dividend Appreciation ETF) is Dividend fund tracking the S&P U.S. Dividend Growers Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, VIG returned 13.05%/yr vs 13.14%/yr for BRK-B. A 0.64 correlation means they provide meaningful diversification when combined.

Performance

VIG vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Appreciation ETF (VIG) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VIG achieves a 6.58% return, which is significantly higher than BRK-B's -3.11% return. Both investments have delivered pretty close results over the past 10 years, with VIG having a 13.05% annualized return and BRK-B not far ahead at 13.14%.

VIG

• 1D: 0.03%
• 1M: 2.32%
• YTD: 6.58%
• 6M: 6.47%
• 1Y: 18.31%
• 3Y*: 16.04%
• 5Y*: 10.62%
• 10Y*: 13.05%

BRK-B

• 1D: -0.23%
• 1M: 2.32%
• YTD: -3.11%
• 6M: -2.06%
• 1Y: -1.32%
• 3Y*: 13.25%
• 5Y*: 11.03%
• 10Y*: 13.14%

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

VIG vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VIG Vanguard Dividend Appreciation ETF	6.58%	14.17%	16.99%	14.51%	-9.80%	23.76%	15.43%	29.62%	-2.08%	22.22%
BRK-B Berkshire Hathaway Inc.	-3.11%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Correlation

The correlation between VIG and BRK-B is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.67
Correlation (All Time) Calculated using the full available price history since Apr 28, 2006	0.64

Over the past year, the correlation between VIG and BRK-B has dropped to 0.32 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

Return for Risk

VIG vs. BRK-B — Risk / Return Rank

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

VIG

VIG Risk / Return Rank: 58
VIG Sharpe Ratio Rank: 60
VIG Sortino Ratio Rank: 64
VIG Omega Ratio Rank: 58
VIG Calmar Ratio Rank: 52
VIG Martin Ratio Rank: 58

BRK-B

BRK-B Risk / Return Rank: 35
BRK-B Sharpe Ratio Rank: 38
BRK-B Sortino Ratio Rank: 30
BRK-B Omega Ratio Rank: 30
BRK-B Calmar Ratio Rank: 38
BRK-B Martin Ratio Rank: 37

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.

VIG vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and Berkshire Hathaway Inc. (BRK-B). 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.

	VIG	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	1.82	-0.09	+1.92
Sortino ratio: Return per unit of downside risk	2.65	-0.03	+2.68
Omega ratio: Gain probability vs. loss probability	1.33	1.00	+0.33
Calmar ratio: Return relative to maximum drawdown	2.33	-0.14	+2.47
Martin ratio: Return relative to average drawdown	9.37	-0.30	+9.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VIG vs. BRK-B - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 1.82, which is higher than the BRK-B Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of VIG and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VIG	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.82	-0.09	+1.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.65	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.82	0.68	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.48	+0.11

Drawdowns

VIG vs. BRK-B - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for VIG and BRK-B.

Drawdown Indicators

	VIG	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-46.81%	-53.86%	+7.05%
Max Drawdown (1Y) Largest decline over 1 year	-7.91%	-9.42%	+1.51%
Max Drawdown (3Y) Largest decline over 3 years	-14.95%	-14.95%	0.00%
Max Drawdown (5Y) Largest decline over 5 years	-20.39%	-26.58%	+6.19%
Max Drawdown (10Y) Largest decline over 10 years	-31.72%	-29.57%	-2.15%
Current Drawdown Current decline from peak	-1.34%	-9.78%	+8.44%
Average Drawdown Average peak-to-trough decline	-5.51%	-11.07%	+5.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	4.49%	-2.53%

Volatility

VIG vs. BRK-B - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 2.42%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.98%. This indicates that VIG experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VIG	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.42%	3.98%	-1.56%
Volatility (6M) Calculated over the trailing 6-month period	7.68%	10.87%	-3.19%
Volatility (1Y) Calculated over the trailing 1-year period	10.10%	14.38%	-4.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.24%	17.13%	-2.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.06%	19.44%	-3.38%

Dividends

VIG vs. BRK-B - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.48%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VIG Vanguard Dividend Appreciation ETF	1.48%	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

Can I hold both VIG and BRK-B in my portfolio?

VIG and BRK-B have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VIG or BRK-B?

BRK-B has higher volatility (3.98%) compared to VIG (2.42%). In terms of maximum drawdown, VIG dropped -46.81% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

VIG currently has the higher Sharpe Ratio (1.82 vs -0.09), 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.