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

Correlation

The correlation between VIG and NOBL is 0.83, 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. NOBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Appreciation ETF (VIG) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). The values are adjusted to include any dividend payments, if applicable.

180.00%200.00%220.00%240.00%260.00%December2025FebruaryMarchAprilMay
245.22%
204.33%
VIG
NOBL

Key characteristics

Sharpe Ratio

VIG:

0.67

NOBL:

0.17

Sortino Ratio

VIG:

1.04

NOBL:

0.35

Omega Ratio

VIG:

1.15

NOBL:

1.04

Calmar Ratio

VIG:

0.70

NOBL:

0.17

Martin Ratio

VIG:

2.94

NOBL:

0.53

Ulcer Index

VIG:

3.59%

NOBL:

4.80%

Daily Std Dev

VIG:

15.77%

NOBL:

14.89%

Max Drawdown

VIG:

-46.81%

NOBL:

-35.44%

Current Drawdown

VIG:

-6.00%

NOBL:

-8.67%

Returns By Period

In the year-to-date period, VIG achieves a -1.48% return, which is significantly lower than NOBL's -1.07% return. Over the past 10 years, VIG has outperformed NOBL with an annualized return of 11.12%, while NOBL has yielded a comparatively lower 9.12% annualized return.


VIG

YTD

-1.48%

1M

9.30%

6M

-3.76%

1Y

9.36%

5Y*

13.19%

10Y*

11.12%

NOBL

YTD

-1.07%

1M

5.89%

6M

-6.60%

1Y

1.58%

5Y*

11.34%

10Y*

9.12%

*Annualized

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VIG vs. NOBL - Expense Ratio Comparison

VIG has a 0.06% expense ratio, which is lower than NOBL's 0.35% expense ratio.


Risk-Adjusted Performance

VIG vs. NOBL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIG
The Risk-Adjusted Performance Rank of VIG is 6868
Overall Rank
The Sharpe Ratio Rank of VIG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VIG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VIG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VIG is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VIG is 7272
Martin Ratio Rank

NOBL
The Risk-Adjusted Performance Rank of NOBL is 3030
Overall Rank
The Sharpe Ratio Rank of NOBL is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of NOBL is 2828
Sortino Ratio Rank
The Omega Ratio Rank of NOBL is 2727
Omega Ratio Rank
The Calmar Ratio Rank of NOBL is 3333
Calmar Ratio Rank
The Martin Ratio Rank of NOBL is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIG vs. NOBL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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.


The current VIG Sharpe Ratio is 0.67, which is higher than the NOBL Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of VIG and NOBL, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.60
0.11
VIG
NOBL

Dividends

VIG vs. NOBL - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.85%, less than NOBL's 2.17% yield.


TTM20242023202220212020201920182017201620152014
VIG
Vanguard Dividend Appreciation ETF
1.85%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.17%2.05%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%1.59%

Drawdowns

VIG vs. NOBL - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, which is greater than NOBL's maximum drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for VIG and NOBL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.00%
-8.67%
VIG
NOBL

Volatility

VIG vs. NOBL - Volatility Comparison

Vanguard Dividend Appreciation ETF (VIG) has a higher volatility of 9.09% compared to ProShares S&P 500 Dividend Aristocrats ETF (NOBL) at 8.07%. This indicates that VIG's price experiences larger fluctuations and is considered to be riskier than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
9.09%
8.07%
VIG
NOBL