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VIG vs. SPHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIG vs. SPHD - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with VIG having a 8.21% return and SPHD slightly higher at 8.51%. Over the past 10 years, VIG has outperformed SPHD with an annualized return of 13.32%, while SPHD has yielded a comparatively lower 7.41% annualized return.


VIG

1D
0.49%
1M
3.27%
YTD
8.21%
6M
7.66%
1Y
20.11%
3Y*
15.75%
5Y*
11.11%
10Y*
13.32%

SPHD

1D
-1.12%
1M
4.38%
YTD
8.51%
6M
7.65%
1Y
12.70%
3Y*
11.55%
5Y*
6.57%
10Y*
7.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIG vs. SPHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIG
Vanguard Dividend Appreciation ETF
8.21%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
8.51%3.41%18.08%1.32%0.58%24.98%-9.98%20.26%-6.17%11.90%

Correlation

The correlation between VIG and SPHD is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

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

0.62

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

0.70

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

0.72

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2012

0.75

Over the past year, the correlation between VIG and SPHD has dropped to 0.49 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

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Return for Risk

VIG vs. SPHD — Risk / Return Rank

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

VIG
VIG Risk / Return Rank: 6565
Overall Rank
VIG Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 7272
Sortino Ratio Rank
VIG Omega Ratio Rank: 6767
Omega Ratio Rank
VIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIG Martin Ratio Rank: 6262
Martin Ratio Rank

SPHD
SPHD Risk / Return Rank: 3434
Overall Rank
SPHD Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 3535
Sortino Ratio Rank
SPHD Omega Ratio Rank: 3030
Omega Ratio Rank
SPHD Calmar Ratio Rank: 3838
Calmar Ratio Rank
SPHD Martin Ratio Rank: 3232
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. SPHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.


VIGSPHDDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.36

1.19

+0.16

Calmar ratioReturn relative to maximum drawdown

2.55

1.74

+0.81

Martin ratioReturn relative to average drawdown

10.30

4.31

+6.00

VIG vs. SPHD - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 2.00, which is higher than the SPHD Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of VIG and SPHD, 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. SPHD - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for VIG and SPHD.


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Drawdown Indicators


VIGSPHDDifference

Max Drawdown

Largest peak-to-trough decline

-46.81%

-41.39%

-5.42%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-7.33%

-0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-13.29%

-1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-19.50%

-0.89%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

-41.39%

+9.67%

Current Drawdown

Current decline from peak

0.00%

-1.63%

+1.63%

Average Drawdown

Average peak-to-trough decline

-5.51%

-4.70%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.96%

-1.00%

Volatility

VIG vs. SPHD - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 2.83%, while Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) has a volatility of 3.91%. This indicates that VIG experiences smaller price fluctuations and is considered to be less risky than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIGSPHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

3.91%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

7.76%

7.86%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

10.14%

11.27%

-1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

14.21%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

17.66%

-1.59%

VIG vs. SPHD - Expense Ratio Comparison

VIG has a 0.04% expense ratio, which is lower than SPHD's 0.30% expense ratio.


Dividends

VIG vs. SPHD - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.46%, less than SPHD's 4.45% yield.


PositionTTM20252024202320222021202020192018201720162015
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.45%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%
VIG
Vanguard Dividend Appreciation ETF
1.46%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 SPHD have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPHD has higher volatility (3.91%) compared to VIG (2.83%). In terms of maximum drawdown, VIG dropped -46.81% vs SPHD's -41.39%.

On 10-year performance, VIG leads with 13.32% vs 7.41% for SPHD. On fees, VIG is cheaper at 0.04% per year. On volatility, VIG has been the lower-risk option at 2.83%. 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 13.32% return vs 7.41%. 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 0.30% for SPHD.

SPHD has the higher dividend yield at 4.45%, compared with 1.46% for VIG.

VIG tracks S&P U.S. Dividend Growers Index, while SPHD tracks S&P 500 Low Volatility High Dividend Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.04% for VIG and 0.30% for SPHD.

VIG currently has the higher Sharpe Ratio (2.00 vs 1.13), 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.

Portfolio Optimizer

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