VIG vs. SWVXX

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard Dividend Appreciation ETF (VIG) and Schwab Value Advantage Money Fund (SWVXX).

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. SWVXX is an actively managed fund by Charles Schwab. It was launched on Aug 27, 1993.

Performance

VIG vs. SWVXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Appreciation ETF (VIG) and Schwab Value Advantage Money Fund (SWVXX). The values are adjusted to include any dividend payments, if applicable.

VIG vs. SWVXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VIG Vanguard Dividend Appreciation ETF	-1.48%	14.17%	16.99%	14.51%	-9.80%	12.24%
SWVXX Schwab Value Advantage Money Fund	0.57%	4.15%	5.16%	5.04%	0.00%	0.00%

Returns By Period

In the year-to-date period, VIG achieves a -1.48% return, which is significantly lower than SWVXX's 0.57% return.

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%

SWVXX

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.57%
• 6M: 1.55%
• 1Y: 3.68%
• 3Y*: 4.68%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VIG vs. SWVXX - Expense Ratio Comparison

VIG has a 0.04% expense ratio, which is lower than SWVXX's 0.34% expense ratio.

SWVXX

Schwab Value Advantage Money Fund

VIG

Vanguard Dividend Appreciation ETF

Return for Risk

VIG vs. SWVXX — Risk / Return Rank

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

VIG

VIG Risk / Return Rank: 47
VIG Sharpe Ratio Rank: 45
VIG Sortino Ratio Rank: 46
VIG Omega Ratio Rank: 48
VIG Calmar Ratio Rank: 44
VIG Martin Ratio Rank: 52

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. SWVXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and Schwab Value Advantage Money Fund (SWVXX). 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	SWVXX	Difference
Sharpe ratio Return per unit of total volatility	0.87	3.52	-2.65
Sortino ratio Return per unit of downside risk	1.33	—	—
Omega ratio Gain probability vs. loss probability	1.19	—	—
Calmar ratio Return relative to maximum drawdown	1.20	—	—
Martin ratio Return relative to average drawdown	5.31	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VIG vs. SWVXX - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 0.87, which is lower than the SWVXX Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of VIG and SWVXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VIG	SWVXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	3.52	-2.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	2.88	-2.31

Correlation

The correlation between VIG and SWVXX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

VIG vs. SWVXX - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.60%, less than SWVXX's 3.61% 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%
SWVXX Schwab Value Advantage Money Fund	3.61%	4.06%	5.02%	4.91%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VIG vs. SWVXX - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, which is greater than SWVXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VIG and SWVXX.

Drawdown Indicators

	VIG	SWVXX	Difference
Max Drawdown Largest peak-to-trough decline	-46.81%	0.00%	-46.81%
Max Drawdown (1Y) Largest decline over 1 year	-10.83%	0.00%	-10.83%
Max Drawdown (5Y) Largest decline over 5 years	-20.39%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.72%	—	—
Current Drawdown Current decline from peak	-5.73%	0.00%	-5.73%
Average Drawdown Average peak-to-trough decline	-5.55%	0.00%	-5.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	0.00%	+2.45%

Volatility

VIG vs. SWVXX - Volatility Comparison

Vanguard Dividend Appreciation ETF (VIG) has a higher volatility of 4.05% compared to Schwab Value Advantage Money Fund (SWVXX) at 0.00%. This indicates that VIG's price experiences larger fluctuations and is considered to be riskier than SWVXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VIG	SWVXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.05%	0.00%	+4.05%
Volatility (6M) Calculated over the trailing 6-month period	7.82%	0.75%	+7.07%
Volatility (1Y) Calculated over the trailing 1-year period	15.28%	1.14%	+14.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.26%	1.09%	+13.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.04%	1.09%	+14.95%