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VIG vs. BWXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VIG vs. BWXT

Last updated Jun 13, 2026

VIG (Vanguard Dividend Appreciation ETF) is Dividend fund tracking the S&P U.S. Dividend Growers Index, while BWXT (BWX Technologies, Inc.) is a stock. Over the past 10 years, VIG returned 13.24%/yr vs 20.03%/yr for BWXT. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

VIG vs. BWXT - Performance Comparison

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

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Returns By Period

In the year-to-date period, VIG achieves a 7.68% return, which is significantly lower than BWXT's 12.23% return. Over the past 10 years, VIG has underperformed BWXT with an annualized return of 13.24%, while BWXT has yielded a comparatively higher 20.03% annualized return.

VIG

1D
0.53%
1M
3.08%
YTD
7.68%
6M
6.99%
1Y
18.23%
3Y*
15.98%
5Y*
10.74%
10Y*
13.24%

BWXT

1D
-0.63%
1M
-6.34%
YTD
12.23%
6M
10.82%
1Y
41.19%
3Y*
43.24%
5Y*
26.18%
10Y*
20.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIG vs. BWXT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VIG
Vanguard Dividend Appreciation ETF		7.68%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%
BWXT
BWX Technologies, Inc.		12.23%56.37%46.53%33.87%23.30%-19.40%-1.54%64.48%-36.10%53.59%

Correlation

The correlation between VIG and BWXT is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2010

0.52

The correlation between VIG and BWXT has been stable across timeframes, ranging from 0.45 to 0.52 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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Vanguard Dividend Appreciation ETF

BWX Technologies, Inc.

Often compared with VIG:
VIG vs. SCHDVIG vs. VYMVIG vs. VOOVIG vs. DGROVIG vs. VDIGXVIG vs. VTIVIG vs. VTV
Often compared with BWXT:
BWXT vs. SMRBWXT vs. OKLOBWXT vs. CCO.TOBWXT vs. CWBWXT vs. NOCBWXT vs. BYRNBWXT vs. TER

Return for Risk

VIG vs. BWXT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VIG
VIG Risk / Return Rank: 6060
Overall Rank
VIG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 6666
Sortino Ratio Rank
VIG Omega Ratio Rank: 6161
Omega Ratio Rank
VIG Calmar Ratio Rank: 5353
Calmar Ratio Rank
VIG Martin Ratio Rank: 6060
Martin Ratio Rank
BWXT
BWXT Risk / Return Rank: 7171
Overall Rank
BWXT Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BWXT Sortino Ratio Rank: 6868
Sortino Ratio Rank
BWXT Omega Ratio Rank: 6868
Omega Ratio Rank
BWXT Calmar Ratio Rank: 7474
Calmar Ratio Rank
BWXT Martin Ratio Rank: 7373
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.

VIG vs. BWXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and BWX Technologies, Inc. (BWXT). 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.

VIGBWXTDifference
Sharpe ratioReturn per unit of total volatility
1.80
0.92

+0.88

Sortino ratioReturn per unit of downside risk
2.61
1.51

+1.11

Omega ratioGain probability vs. loss probability

1.32

1.20

+0.12

Calmar ratioReturn relative to maximum drawdown

2.32

1.79

+0.53

Martin ratioReturn relative to average drawdown

9.34

4.04

+5.30

VIG vs. BWXT - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 1.80, which is higher than the BWXT Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of VIG and BWXT, 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

VIG vs. BWXT - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, roughly equal to the maximum BWXT drawdown of -47.88%. Use the drawdown chart below to compare losses from any high point for VIG and BWXT.

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Drawdown Indicators

VIGBWXTDifference

Max Drawdown

Largest peak-to-trough decline

-46.81%

-47.88%

+1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-23.14%

+15.23%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-32.87%

+17.92%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-32.92%

+12.53%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

-47.74%

+16.02%

Current Drawdown

Current decline from peak

-0.33%

-18.75%

+18.42%

Average Drawdown

Average peak-to-trough decline

-5.51%

-13.17%

+7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

10.22%

-8.26%

Volatility

VIG vs. BWXT - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 2.93%, while BWX Technologies, Inc. (BWXT) has a volatility of 11.22%. This indicates that VIG experiences smaller price fluctuations and is considered to be less risky than BWXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VIGBWXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

11.22%

-8.29%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

34.21%

-26.43%

Volatility (1Y)

Calculated over the trailing 1-year period

10.19%

45.12%

-34.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.25%

33.05%

-18.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

30.83%

-14.77%

Dividends

VIG vs. BWXT - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.47%, more than BWXT's 0.54% yield.

PositionTTM20252024202320222021202020192018201720162015
BWXT
BWX Technologies, Inc.		0.54%0.58%0.86%1.20%1.52%1.75%1.26%1.10%1.67%0.69%0.91%30.37%
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 BWXT have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWXT has higher volatility (11.22%) compared to VIG (2.93%). In terms of maximum drawdown, VIG dropped -46.81% vs BWXT's -47.88%.

VIG currently has the higher Sharpe Ratio (1.80 vs 0.92), 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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