PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VIG vs. VDIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VIGVDIGX
YTD Return2.74%2.14%
1Y Return13.77%8.68%
3Y Return (Ann)6.49%6.24%
5Y Return (Ann)11.08%10.45%
10Y Return (Ann)10.90%10.81%
Sharpe Ratio1.290.86
Daily Std Dev9.86%9.16%
Max Drawdown-46.81%-45.23%
Current Drawdown-4.72%-3.94%

Correlation

-0.50.00.51.01.0

The correlation between VIG and VDIGX 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.

Performance

VIG vs. VDIGX - Performance Comparison

In the year-to-date period, VIG achieves a 2.74% return, which is significantly higher than VDIGX's 2.14% return. Both investments have delivered pretty close results over the past 10 years, with VIG having a 10.90% annualized return and VDIGX not far behind at 10.81%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


340.00%360.00%380.00%400.00%420.00%440.00%460.00%December2024FebruaryMarchAprilMay
400.69%
445.67%
VIG
VDIGX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard Dividend Appreciation ETF

Vanguard Dividend Growth Fund

VIG vs. VDIGX - Expense Ratio Comparison

VIG has a 0.06% expense ratio, which is lower than VDIGX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VDIGX
Vanguard Dividend Growth Fund
Expense ratio chart for VDIGX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VIG vs. VDIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and Vanguard Dividend Growth Fund (VDIGX). 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
Sharpe ratio
The chart of Sharpe ratio for VIG, currently valued at 1.29, compared to the broader market-1.000.001.002.003.004.005.001.29
Sortino ratio
The chart of Sortino ratio for VIG, currently valued at 1.91, compared to the broader market-2.000.002.004.006.008.001.91
Omega ratio
The chart of Omega ratio for VIG, currently valued at 1.22, compared to the broader market0.501.001.502.002.501.22
Calmar ratio
The chart of Calmar ratio for VIG, currently valued at 1.31, compared to the broader market0.002.004.006.008.0010.0012.001.31
Martin ratio
The chart of Martin ratio for VIG, currently valued at 4.17, compared to the broader market0.0020.0040.0060.0080.004.17
VDIGX
Sharpe ratio
The chart of Sharpe ratio for VDIGX, currently valued at 0.86, compared to the broader market-1.000.001.002.003.004.005.000.86
Sortino ratio
The chart of Sortino ratio for VDIGX, currently valued at 1.27, compared to the broader market-2.000.002.004.006.008.001.27
Omega ratio
The chart of Omega ratio for VDIGX, currently valued at 1.15, compared to the broader market0.501.001.502.002.501.15
Calmar ratio
The chart of Calmar ratio for VDIGX, currently valued at 0.84, compared to the broader market0.002.004.006.008.0010.0012.000.84
Martin ratio
The chart of Martin ratio for VDIGX, currently valued at 2.42, compared to the broader market0.0020.0040.0060.0080.002.42

VIG vs. VDIGX - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 1.29, which is higher than the VDIGX Sharpe Ratio of 0.86. The chart below compares the 12-month rolling Sharpe Ratio of VIG and VDIGX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2024FebruaryMarchAprilMay
1.29
0.86
VIG
VDIGX

Dividends

VIG vs. VDIGX - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.85%, less than VDIGX's 3.29% yield.


TTM20232022202120202019201820172016201520142013
VIG
Vanguard Dividend Appreciation ETF
1.85%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
VDIGX
Vanguard Dividend Growth Fund
3.29%2.29%6.06%5.45%2.83%4.70%8.84%5.16%2.86%5.69%3.41%2.28%

Drawdowns

VIG vs. VDIGX - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, roughly equal to the maximum VDIGX drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for VIG and VDIGX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-4.72%
-3.94%
VIG
VDIGX

Volatility

VIG vs. VDIGX - Volatility Comparison

Vanguard Dividend Appreciation ETF (VIG) has a higher volatility of 2.87% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.47%. This indicates that VIG's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
2.87%
2.47%
VIG
VDIGX