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VIG vs. IYH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VIG vs. IYH

Last updated Jun 13, 2026

VIG (Vanguard Dividend Appreciation ETF) and IYH (iShares U.S. Healthcare ETF) are both exchange-traded funds - VIG is a Dividend fund tracking the S&P U.S. Dividend Growers Index, while IYH is a Health & Biotech Equities fund tracking the Dow Jones U.S. Health Care Index. Both are passively managed. Over the past 10 years, VIG returned 13.24%/yr vs 9.52%/yr for IYH. A 0.77 correlation means they provide meaningful diversification when combined. VIG charges 0.04%/yr vs 0.43%/yr for IYH.

Performance

VIG vs. IYH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Appreciation ETF (VIG) and iShares U.S. Healthcare ETF (IYH). 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 higher than IYH's -0.65% return. Over the past 10 years, VIG has outperformed IYH with an annualized return of 13.24%, while IYH has yielded a comparatively lower 9.52% 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%

IYH

1D
-0.20%
1M
4.45%
YTD
-0.65%
6M
0.07%
1Y
14.13%
3Y*
6.45%
5Y*
4.89%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIG vs. IYH - 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%
IYH
iShares U.S. Healthcare ETF		-0.65%13.16%2.99%2.14%-4.46%23.41%15.56%20.80%5.80%22.27%

Correlation

The correlation between VIG and IYH is 0.57, 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

0.57

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

0.67

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

0.73

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

0.74

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2006

0.77

The correlation between VIG and IYH shifts across timeframes, from 0.57 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.

VIG vs. IYH - Sectors Allocation Comparison

Sectors
VIG
IYH

Technology

26.2%

-

Financial Services

20.6%

-

Healthcare

16.5%
100.0%

Industrials

11.8%

-

Consumer Defensive

10.1%

-

Consumer Cyclical

4.7%

-

Energy

3.5%

-

Basic Materials

3.5%

-

Utilities

3.2%

-

Communication Services

0.5%

-

Real Estate

-

-

Technology

VIG
26.2%
IYH

-

Financial Services

VIG
20.6%
IYH

-

Healthcare

VIG
16.5%
IYH
100.0%

Industrials

VIG
11.8%
IYH

-

Consumer Defensive

VIG
10.1%
IYH

-

Consumer Cyclical

VIG
4.7%
IYH

-

Energy

VIG
3.5%
IYH

-

Basic Materials

VIG
3.5%
IYH

-

Utilities

VIG
3.2%
IYH

-

Communication Services

VIG
0.5%
IYH

-

Real Estate

VIG

-

IYH

-

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 U.S. Healthcare ETF

Often compared with VIG:
VIG vs. SCHDVIG vs. VYMVIG vs. VOOVIG vs. DGROVIG vs. VDIGXVIG vs. VTIVIG vs. VTV
Often compared with IYH:
IYH vs. VHTIYH vs. XLVIYH vs. SPYIYH vs. IYEIYH vs. IFRAIYH vs. BMEDIYH vs. IBB

Return for Risk

VIG vs. IYH — 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
IYH
IYH Risk / Return Rank: 2929
Overall Rank
IYH Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IYH Sortino Ratio Rank: 3131
Sortino Ratio Rank
IYH Omega Ratio Rank: 2828
Omega Ratio Rank
IYH Calmar Ratio Rank: 3131
Calmar Ratio Rank
IYH Martin Ratio Rank: 2727
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. IYH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and iShares U.S. Healthcare ETF (IYH). 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.

VIGIYHDifference
Sharpe ratioReturn per unit of total volatility
1.80
0.94

+0.86

Sortino ratioReturn per unit of downside risk
2.61
1.52

+1.10

Omega ratioGain probability vs. loss probability

1.32

1.17

+0.15

Calmar ratioReturn relative to maximum drawdown

2.32

1.33

+0.98

Martin ratioReturn relative to average drawdown

9.34

3.18

+6.16

VIG vs. IYH - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 1.80, which is higher than the IYH Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of VIG and IYH, 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. IYH - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, which is greater than IYH's maximum drawdown of -43.12%. Use the drawdown chart below to compare losses from any high point for VIG and IYH.

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Drawdown Indicators

VIGIYHDifference

Max Drawdown

Largest peak-to-trough decline

-46.81%

-43.12%

-3.69%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-10.64%

+2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-17.91%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-17.91%

-2.48%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

-28.40%

-3.32%

Current Drawdown

Current decline from peak

-0.33%

-3.94%

+3.61%

Average Drawdown

Average peak-to-trough decline

-5.51%

-8.96%

+3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

4.46%

-2.50%

Volatility

VIG vs. IYH - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 2.93%, while iShares U.S. Healthcare ETF (IYH) has a volatility of 4.94%. This indicates that VIG experiences smaller price fluctuations and is considered to be less risky than IYH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VIGIYHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

4.94%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

10.64%

-2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

10.19%

15.10%

-4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.25%

14.96%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

16.74%

-0.68%

VIG vs. IYH - Expense Ratio Comparison

VIG has a 0.04% expense ratio, which is lower than IYH's 0.43% expense ratio.

Dividends

VIG vs. IYH - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.47%, more than IYH's 1.25% yield.

PositionTTM20252024202320222021202020192018201720162015
IYH
iShares U.S. Healthcare ETF		1.25%1.19%1.25%1.18%1.10%0.94%1.16%1.14%1.95%1.10%1.29%2.02%
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 IYH have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYH has higher volatility (4.94%) compared to VIG (2.93%). In terms of maximum drawdown, VIG dropped -46.81% vs IYH's -43.12%.

On 10-year performance, VIG leads with 13.24% vs 9.52% for IYH. On fees, VIG is cheaper at 0.04% per year. On volatility, VIG has been the lower-risk option at 2.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VIG has performed better with a 13.24% return vs 9.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIG is cheaper with a 0.04% expense ratio, compared with 0.43% for IYH.

VIG has the higher dividend yield at 1.47%, compared with 1.25% for IYH.

VIG is categorized as Dividend, while IYH is Health & Biotech Equities. VIG tracks S&P U.S. Dividend Growers Index, while IYH tracks Dow Jones U.S. Health Care Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.04% for VIG and 0.43% for IYH.

VIG currently has the higher Sharpe Ratio (1.80 vs 0.94), 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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