PortfoliosLab logo
VIG vs. VIGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIG and VIGI is 0.77, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

VIG vs. VIGI - Performance Comparison

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

80.00%100.00%120.00%140.00%160.00%180.00%200.00%220.00%NovemberDecember2025FebruaryMarchApril
187.96%
103.31%
VIG
VIGI

Key characteristics

Sharpe Ratio

VIG:

0.59

VIGI:

0.69

Sortino Ratio

VIG:

0.94

VIGI:

1.06

Omega Ratio

VIG:

1.13

VIGI:

1.14

Calmar Ratio

VIG:

0.62

VIGI:

0.72

Martin Ratio

VIG:

2.77

VIGI:

2.08

Ulcer Index

VIG:

3.36%

VIGI:

5.03%

Daily Std Dev

VIG:

15.75%

VIGI:

15.18%

Max Drawdown

VIG:

-46.81%

VIGI:

-31.01%

Current Drawdown

VIG:

-7.78%

VIGI:

-3.58%

Returns By Period

In the year-to-date period, VIG achieves a -3.36% return, which is significantly lower than VIGI's 6.80% return.


VIG

YTD

-3.36%

1M

-3.43%

6M

-3.95%

1Y

8.44%

5Y*

13.05%

10Y*

10.94%

VIGI

YTD

6.80%

1M

0.12%

6M

0.81%

1Y

9.84%

5Y*

9.99%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


VIG vs. VIGI - Expense Ratio Comparison

VIG has a 0.06% expense ratio, which is lower than VIGI's 0.15% 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%.


Expense ratio chart for VIGI: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIGI: 0.15%
Expense ratio chart for VIG: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIG: 0.06%

Risk-Adjusted Performance

VIG vs. VIGI — Risk-Adjusted Performance Rank

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

VIG
The Risk-Adjusted Performance Rank of VIG is 6868
Overall Rank
The Sharpe Ratio Rank of VIG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VIG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VIG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VIG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VIG is 7272
Martin Ratio Rank

VIGI
The Risk-Adjusted Performance Rank of VIGI is 6969
Overall Rank
The Sharpe Ratio Rank of VIGI is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIG vs. VIGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and Vanguard International Dividend Appreciation ETF (VIGI). 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.


The chart of Sharpe ratio for VIG, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.00
VIG: 0.59
VIGI: 0.69
The chart of Sortino ratio for VIG, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.00
VIG: 0.94
VIGI: 1.06
The chart of Omega ratio for VIG, currently valued at 1.13, compared to the broader market0.501.001.502.00
VIG: 1.13
VIGI: 1.14
The chart of Calmar ratio for VIG, currently valued at 0.62, compared to the broader market0.002.004.006.008.0010.0012.00
VIG: 0.62
VIGI: 0.72
The chart of Martin ratio for VIG, currently valued at 2.77, compared to the broader market0.0020.0040.0060.00
VIG: 2.77
VIGI: 2.08

The current VIG Sharpe Ratio is 0.59, which is comparable to the VIGI Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of VIG and VIGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.59
0.69
VIG
VIGI

Dividends

VIG vs. VIGI - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.88%, less than VIGI's 1.92% yield.


TTM20242023202220212020201920182017201620152014
VIG
Vanguard Dividend Appreciation ETF
1.88%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%
VIGI
Vanguard International Dividend Appreciation ETF
1.92%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%0.00%0.00%

Drawdowns

VIG vs. VIGI - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for VIG and VIGI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.78%
-3.58%
VIG
VIGI

Volatility

VIG vs. VIGI - Volatility Comparison

Vanguard Dividend Appreciation ETF (VIG) has a higher volatility of 11.66% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 9.84%. This indicates that VIG's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.66%
9.84%
VIG
VIGI