VIG vs. USD=X
VIG (Vanguard Dividend Appreciation ETF) is Dividend fund tracking the S&P U.S. Dividend Growers Index, while USD=X (USD Cash) is a currency. Over the past 10 years, VIG returned 13.05%/yr vs 0.00%/yr for USD=X.
Performance
VIG vs. USD=X - Performance Comparison
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Returns By Period
VIG
- 1D
- 0.03%
- 1M
- 2.32%
- YTD
- 6.58%
- 6M
- 6.47%
- 1Y
- 18.31%
- 3Y*
- 16.04%
- 5Y*
- 10.62%
- 10Y*
- 13.05%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
VIG vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 6.58% | 14.17% | 16.99% | 14.51% | -9.80% | 23.76% | 15.43% | 29.62% | -2.08% | 22.22% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
VIG vs. USD=X — Risk / Return Rank
VIG
USD=X
VIG vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.33 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | — | — |
| Martin ratioReturn relative to average drawdown | 9.37 | — | — |
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 | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | — | — |
Drawdowns
VIG vs. USD=X - Drawdown Comparison
The maximum VIG drawdown since its inception was -46.81%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VIG and USD=X.
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Drawdown Indicators
| VIG | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.81% | 0.00% | -46.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | 0.00% | -7.91% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | 0.00% | -14.95% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | 0.00% | -20.39% |
Max Drawdown (10Y)Largest decline over 10 years | -31.72% | 0.00% | -31.72% |
Current DrawdownCurrent decline from peak | -1.34% | 0.00% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -5.51% | 0.00% | -5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 0.00% | +1.96% |
Volatility
VIG vs. USD=X - Volatility Comparison
Vanguard Dividend Appreciation ETF (VIG) has a higher volatility of 2.42% compared to USD Cash (USD=X) at 0.00%. This indicates that VIG's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIG | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 0.00% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 0.00% | +7.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.10% | 0.00% | +10.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.24% | 0.00% | +14.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 0.00% | +16.06% |
Frequently Asked Questions
VIG has higher volatility (2.42%) compared to USD=X (0.00%). In terms of maximum drawdown, VIG dropped -46.81% vs USD=X's 0.00%.
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