PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VIG vs. DVY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VIGDVY
YTD Return4.28%4.29%
1Y Return17.23%12.75%
3Y Return (Ann)6.70%3.94%
5Y Return (Ann)11.39%7.65%
10Y Return (Ann)11.11%8.79%
Sharpe Ratio1.660.80
Daily Std Dev9.83%13.71%
Max Drawdown-46.81%-62.59%
Current Drawdown-3.30%-1.57%

Correlation

-0.50.00.51.00.9

The correlation between VIG and DVY is 0.86, 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.

Performance

VIG vs. DVY - Performance Comparison

The year-to-date returns for both investments are quite close, with VIG having a 4.28% return and DVY slightly higher at 4.29%. Over the past 10 years, VIG has outperformed DVY with an annualized return of 11.11%, while DVY has yielded a comparatively lower 8.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%250.00%300.00%350.00%400.00%December2024FebruaryMarchAprilMay
408.16%
264.18%
VIG
DVY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard Dividend Appreciation ETF

iShares Select Dividend ETF

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.


VIG
Sharpe ratio
The chart of Sharpe ratio for VIG, currently valued at 1.66, compared to the broader market0.002.004.001.66
Sortino ratio
The chart of Sortino ratio for VIG, currently valued at 2.43, compared to the broader market-2.000.002.004.006.008.0010.002.43
Omega ratio
The chart of Omega ratio for VIG, currently valued at 1.29, compared to the broader market0.501.001.502.002.501.29
Calmar ratio
The chart of Calmar ratio for VIG, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.0014.001.68
Martin ratio
The chart of Martin ratio for VIG, currently valued at 5.32, compared to the broader market0.0020.0040.0060.0080.005.32
DVY
Sharpe ratio
The chart of Sharpe ratio for DVY, currently valued at 0.80, compared to the broader market0.002.004.000.80
Sortino ratio
The chart of Sortino ratio for DVY, currently valued at 1.23, compared to the broader market-2.000.002.004.006.008.0010.001.23
Omega ratio
The chart of Omega ratio for DVY, currently valued at 1.14, compared to the broader market0.501.001.502.002.501.14
Calmar ratio
The chart of Calmar ratio for DVY, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.0012.0014.000.63
Martin ratio
The chart of Martin ratio for DVY, currently valued at 2.53, compared to the broader market0.0020.0040.0060.0080.002.53

VIG vs. DVY - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 1.66, which is higher than the DVY Sharpe Ratio of 0.80. The chart below compares the 12-month rolling Sharpe Ratio of VIG and DVY.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
1.66
0.80
VIG
DVY

Dividends

VIG vs. DVY - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.82%, less than DVY's 3.69% yield.


TTM20232022202120202019201820172016201520142013
VIG
Vanguard Dividend Appreciation ETF
1.82%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
3.69%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.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-3.30%
-1.57%
VIG
DVY

Volatility

VIG vs. DVY - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 2.98%, while iShares Select Dividend ETF (DVY) has a volatility of 4.11%. 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.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
2.98%
4.11%
VIG
DVY