VIG vs. PRDGX
Compare and contrast key facts about Vanguard Dividend Appreciation ETF (VIG) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX).
VIG is a passively managed fund by Vanguard that tracks the performance of the NASDAQ US Dividend Achievers Select Index. It was launched on Dec 19, 2013. PRDGX is managed by T. Rowe Price. It was launched on Dec 30, 1992.
Performance
VIG vs. PRDGX - Performance Comparison
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VIG vs. PRDGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | -1.48% | 14.17% | 16.99% | 14.51% | -9.80% | 23.76% | 15.43% | 29.62% | -2.08% | 22.22% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | -0.55% | 14.74% | 13.48% | 13.68% | -10.22% | 26.03% | 13.92% | 31.76% | -1.06% | 18.89% |
Returns By Period
In the year-to-date period, VIG achieves a -1.48% return, which is significantly lower than PRDGX's -0.55% return. Both investments have delivered pretty close results over the past 10 years, with VIG having a 12.29% annualized return and PRDGX not far ahead at 12.31%.
VIG
- 1D
- 0.29%
- 1M
- -4.68%
- YTD
- -1.48%
- 6M
- 0.22%
- 1Y
- 13.20%
- 3Y*
- 13.91%
- 5Y*
- 9.83%
- 10Y*
- 12.29%
PRDGX
- 1D
- 1.97%
- 1M
- -5.22%
- YTD
- -0.55%
- 6M
- 1.72%
- 1Y
- 11.40%
- 3Y*
- 13.02%
- 5Y*
- 9.49%
- 10Y*
- 12.31%
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VIG vs. PRDGX - Expense Ratio Comparison
VIG has a 0.04% expense ratio, which is lower than PRDGX's 0.62% expense ratio.
Return for Risk
VIG vs. PRDGX — Risk / Return Rank
VIG
PRDGX
VIG vs. PRDGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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 | PRDGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 0.77 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.17 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.13 | +0.08 |
Martin ratioReturn relative to average drawdown | 5.31 | 5.36 | -0.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VIG | PRDGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.77 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.68 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.78 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.65 | -0.08 |
Correlation
The correlation between VIG and PRDGX is 0.96, 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.
Dividends
VIG vs. PRDGX - Dividend Comparison
VIG's dividend yield for the trailing twelve months is around 1.60%, less than PRDGX's 8.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 1.60% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 8.14% | 8.02% | 4.66% | 2.78% | 3.81% | 2.00% | 1.03% | 2.33% | 3.67% | 1.82% | 3.07% | 7.57% |
Drawdowns
VIG vs. PRDGX - Drawdown Comparison
The maximum VIG drawdown since its inception was -46.81%, smaller than the maximum PRDGX drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for VIG and PRDGX.
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Drawdown Indicators
| VIG | PRDGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.81% | -49.79% | +2.98% |
Max Drawdown (1Y)Largest decline over 1 year | -10.83% | -11.28% | +0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -19.31% | -1.08% |
Max Drawdown (10Y)Largest decline over 10 years | -31.72% | -33.18% | +1.46% |
Current DrawdownCurrent decline from peak | -5.73% | -5.50% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -5.55% | -5.44% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.37% | +0.08% |
Volatility
VIG vs. PRDGX - Volatility Comparison
Vanguard Dividend Appreciation ETF (VIG) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) have volatilities of 4.05% and 4.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIG | PRDGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 4.13% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 7.61% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.28% | 15.09% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 14.08% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 15.87% | +0.17% |