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VIG vs. FPKFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VIG vs. FPKFX

Last updated Jun 13, 2026

VIG (Vanguard Dividend Appreciation ETF) and FPKFX (Fidelity Puritan K6 Fund) are both funds - VIG is a Dividend fund tracking the S&P U.S. Dividend Growers Index, while FPKFX is a Diversified Portfolio fund managed by Fidelity. Over the past 5 years, VIG returned 10.74%/yr vs 9.04%/yr for FPKFX. Their correlation of 0.85 suggests significant overlap in exposure. VIG charges 0.04%/yr vs 0.32%/yr for FPKFX.

Performance

VIG vs. FPKFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Appreciation ETF (VIG) and Fidelity Puritan K6 Fund (FPKFX). 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 FPKFX's 8.59% 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%

FPKFX

1D
2.13%
1M
0.00%
YTD
8.59%
6M
9.11%
1Y
19.81%
3Y*
16.12%
5Y*
9.04%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIG vs. FPKFX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
VIG
Vanguard Dividend Appreciation ETF		7.68%14.17%16.99%14.51%-9.80%23.76%15.43%10.45%
FPKFX
Fidelity Puritan K6 Fund		8.59%11.37%18.95%20.29%-17.11%19.10%20.22%9.41%

Correlation

The correlation between VIG and FPKFX is 0.76, 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

0.76

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

0.78

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

0.84

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2019

0.85

The correlation between VIG and FPKFX has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.

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

Fidelity Puritan K6 Fund

Often compared with VIG:
VIG vs. SCHDVIG vs. VYMVIG vs. VOOVIG vs. DGROVIG vs. VDIGXVIG vs. VTIVIG vs. VTV
Often compared with FPKFX:
FPKFX vs. TRAIXFPKFX vs. FBKFXFPKFX vs. VOOFPKFX vs. FPURXFPKFX vs. FZABXFPKFX vs. FZACXFPKFX vs. FLCNX

Return for Risk

VIG vs. FPKFX — 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
FPKFX
FPKFX Risk / Return Rank: 7070
Overall Rank
FPKFX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FPKFX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FPKFX Omega Ratio Rank: 6666
Omega Ratio Rank
FPKFX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FPKFX Martin Ratio Rank: 8080
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. FPKFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and Fidelity Puritan K6 Fund (FPKFX). 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.

VIGFPKFXDifference
Sharpe ratioReturn per unit of total volatility
1.80
1.90

-0.10

Sortino ratioReturn per unit of downside risk
2.61
2.61

0.00

Omega ratioGain probability vs. loss probability

1.32

1.35

-0.03

Calmar ratioReturn relative to maximum drawdown

2.32

2.72

-0.41

Martin ratioReturn relative to average drawdown

9.34

11.92

-2.58

VIG vs. FPKFX - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 1.80, which is comparable to the FPKFX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of VIG and FPKFX, 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. FPKFX - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, which is greater than FPKFX's maximum drawdown of -24.46%. Use the drawdown chart below to compare losses from any high point for VIG and FPKFX.

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Drawdown Indicators

VIGFPKFXDifference

Max Drawdown

Largest peak-to-trough decline

-46.81%

-24.46%

-22.35%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-7.48%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-14.90%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-22.33%

+1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

—

—

Current Drawdown

Current decline from peak

-0.33%

-1.53%

+1.20%

Average Drawdown

Average peak-to-trough decline

-5.51%

-4.78%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.70%

+0.26%

Volatility

VIG vs. FPKFX - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 2.93%, while Fidelity Puritan K6 Fund (FPKFX) has a volatility of 4.70%. This indicates that VIG experiences smaller price fluctuations and is considered to be less risky than FPKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VIGFPKFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

4.70%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

8.90%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

10.19%

10.70%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.25%

12.74%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

14.35%

+1.71%

VIG vs. FPKFX - Expense Ratio Comparison

VIG has a 0.04% expense ratio, which is lower than FPKFX's 0.32% expense ratio.

Dividends

VIG vs. FPKFX - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.47%, less than FPKFX's 3.86% yield.

PositionTTM20252024202320222021202020192018201720162015
FPKFX
Fidelity Puritan K6 Fund		3.86%4.19%3.83%1.67%1.62%4.34%1.40%0.63%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 FPKFX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FPKFX has higher volatility (4.70%) compared to VIG (2.93%). In terms of maximum drawdown, VIG dropped -46.81% vs FPKFX's -24.46%.

FPKFX currently has the higher Sharpe Ratio (1.90 vs 1.80), 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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