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VIG vs. DVY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIG and DVY is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

VIG vs. DVY - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.84%
9.95%
VIG
DVY

Key characteristics

Sharpe Ratio

VIG:

1.83

DVY:

1.41

Sortino Ratio

VIG:

2.57

DVY:

1.98

Omega Ratio

VIG:

1.34

DVY:

1.25

Calmar Ratio

VIG:

3.67

DVY:

2.00

Martin Ratio

VIG:

11.32

DVY:

7.16

Ulcer Index

VIG:

1.65%

DVY:

2.46%

Daily Std Dev

VIG:

10.19%

DVY:

12.51%

Max Drawdown

VIG:

-46.81%

DVY:

-62.59%

Current Drawdown

VIG:

-3.26%

DVY:

-7.30%

Returns By Period

In the year-to-date period, VIG achieves a 17.76% return, which is significantly higher than DVY's 16.56% return. Over the past 10 years, VIG has outperformed DVY with an annualized return of 11.33%, while DVY has yielded a comparatively lower 8.79% annualized return.


VIG

YTD

17.76%

1M

-2.20%

6M

7.84%

1Y

18.37%

5Y*

11.74%

10Y*

11.33%

DVY

YTD

16.56%

1M

-6.44%

6M

9.95%

1Y

17.04%

5Y*

8.55%

10Y*

8.79%

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VIG vs. DVY - Expense Ratio Comparison

VIG has a 0.06% expense ratio, which is lower than DVY's 0.39% expense ratio.


DVY
iShares Select Dividend ETF
Expense ratio chart for DVY: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VIG vs. DVY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and iShares Select Dividend ETF (DVY). 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.


Sharpe ratio
The chart of Sharpe ratio for VIG, currently valued at 1.83, compared to the broader market0.002.004.001.831.41
The chart of Sortino ratio for VIG, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.0010.002.571.98
The chart of Omega ratio for VIG, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.25
The chart of Calmar ratio for VIG, currently valued at 3.67, compared to the broader market0.005.0010.0015.003.672.00
The chart of Martin ratio for VIG, currently valued at 11.32, compared to the broader market0.0020.0040.0060.0080.00100.0011.327.16
VIG
DVY

The current VIG Sharpe Ratio is 1.83, which is higher than the DVY Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of VIG and DVY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.83
1.41
VIG
DVY

Dividends

VIG vs. DVY - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.71%, less than DVY's 3.64% yield.


TTM20232022202120202019201820172016201520142013
VIG
Vanguard Dividend Appreciation ETF
1.71%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
DVY
iShares Select Dividend ETF
3.64%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%3.03%3.06%

Drawdowns

VIG vs. DVY - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, smaller than the maximum DVY drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for VIG and DVY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.26%
-7.30%
VIG
DVY

Volatility

VIG vs. DVY - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 3.36%, while iShares Select Dividend ETF (DVY) has a volatility of 4.04%. This indicates that VIG experiences smaller price fluctuations and is considered to be less risky than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.36%
4.04%
VIG
DVY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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