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VIG vs. VIGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, VIG achieves a 10.16% return, which is significantly higher than VIGI's 7.84% return. Over the past 10 years, VIG has outperformed VIGI with an annualized return of 12.98%, while VIGI has yielded a comparatively lower 8.08% annualized return.


VIG

1D
0.41%
1M
0.64%
6M
7.02%
YTD
10.16%
1Y
19.59%
3Y*
15.82%
5Y*
10.56%
10Y*
12.98%
ALL TIME*
10.24%

VIGI

1D
0.20%
1M
2.61%
6M
5.71%
YTD
7.84%
1Y
15.71%
3Y*
11.57%
5Y*
5.10%
10Y*
8.08%
ALL TIME*
8.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$232.65M$242.03M$260.72M
$21.75M$24.25M$27.42M

VIG vs. VIGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIG
Vanguard Dividend Appreciation ETF
10.16%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%
VIGI
Vanguard International Dividend Appreciation ETF
7.84%16.88%2.73%16.30%-16.79%12.51%14.66%27.53%-11.50%27.97%

Correlation

The correlation between VIG and VIGI is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.72

Correlation (3Y)
Balances recent behavior with more history.

0.72

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.75

Correlation (10Y)
Provides a long-term view across more market conditions.

0.74

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2016

0.74

The correlation between VIG and VIGI has been stable across timeframes, ranging from 0.72 to 0.75 - a consistent structural relationship.

VIG vs. VIGI - Sectors Allocation Comparison


Sectors
VIG
VIGI

Technology

26.9%
13.3%

Financial Services

20.3%
29.3%

Healthcare

17.8%
15.0%

Industrials

11.9%
15.8%

Consumer Defensive

9.2%
9.4%

Consumer Cyclical

4.5%
2.7%

Basic Materials

3.4%
4.2%

Utilities

3.0%
5.0%

Energy

3.0%
2.3%

Communication Services

0.5%
1.3%

Real Estate

-

1.1%

Technology

VIG
26.9%
VIGI
13.3%

Financial Services

VIG
20.3%
VIGI
29.3%

Healthcare

VIG
17.8%
VIGI
15.0%

Industrials

VIG
11.9%
VIGI
15.8%

Consumer Defensive

VIG
9.2%
VIGI
9.4%

Consumer Cyclical

VIG
4.5%
VIGI
2.7%

Basic Materials

VIG
3.4%
VIGI
4.2%

Utilities

VIG
3.0%
VIGI
5.0%

Energy

VIG
3.0%
VIGI
2.3%

Communication Services

VIG
0.5%
VIGI
1.3%

Real Estate

VIG

-

VIGI
1.1%

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Return for Risk

VIG vs. VIGI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VIG
VIG Risk / Return Rank: 7979
Overall Rank
VIG Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 8484
Sortino Ratio Rank
VIG Omega Ratio Rank: 8282
Omega Ratio Rank
VIG Calmar Ratio Rank: 7171
Calmar Ratio Rank
VIG Martin Ratio Rank: 7878
Martin Ratio Rank

VIGI
VIGI Risk / Return Rank: 4747
Overall Rank
VIGI Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 4949
Sortino Ratio Rank
VIGI Omega Ratio Rank: 4747
Omega Ratio Rank
VIGI Calmar Ratio Rank: 4141
Calmar Ratio Rank
VIGI Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VIG vs. VIGI - Risk-Adjusted Trends 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.

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.


VIGVIGIDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.35

1.22

+0.13

Calmar ratioReturn relative to maximum drawdown

2.49

1.48

+1.00

Martin ratioReturn relative to average drawdown

10.11

5.45

+4.66

VIG vs. VIGI - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 1.96, which is higher than the VIGI Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of VIG and VIGI, 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. 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.


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Drawdown Indicators


VIGVIGIDifference

Max Drawdown

Largest peak-to-trough decline

-46.81%

-31.01%

-15.80%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-10.64%

+2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-14.50%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-28.80%

+8.41%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

-31.01%

-0.71%

Current Drawdown

Current decline from peak

-0.66%

-0.63%

-0.03%

Average Drawdown

Average peak-to-trough decline

-5.47%

-6.10%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.89%

-0.95%

Volatility

VIG vs. VIGI - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 2.57%, while Vanguard International Dividend Appreciation ETF (VIGI) has a volatility of 3.46%. This indicates that VIG experiences smaller price fluctuations and is considered to be less risky than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIGVIGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

3.46%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

7.62%

10.57%

-2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

10.08%

12.89%

-2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.20%

14.49%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

15.75%

+0.27%

VIG vs. VIGI - Expense Ratio Comparison

VIG has a 0.04% 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%.


Dividends

VIG vs. VIGI - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.49%, less than VIGI's 2.05% yield.


PositionTTM20252024202320222021202020192018201720162015
VIG
Vanguard Dividend Appreciation ETF
1.49%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%
VIGI
Vanguard International Dividend Appreciation ETF
2.05%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%0.00%

Frequently Asked Questions


VIG and VIGI have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIGI has higher volatility (3.46%) compared to VIG (2.57%). In terms of maximum drawdown, VIG dropped -46.81% vs VIGI's -31.01%.

On 10-year performance, VIG leads with 12.98% vs 8.08% for VIGI. On fees, VIG is cheaper at 0.04% per year. On volatility, VIG has been the lower-risk option at 2.57%. 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 12.98% return vs 8.08%. 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 0.15% for VIGI.

VIGI has the higher dividend yield at 2.05%, compared with 1.49% for VIG.

VIG tracks S&P U.S. Dividend Growers Index, while VIGI tracks S&P Global Ex-U.S. Dividend Growers Index. Their fees differ too: 0.04% for VIG and 0.15% for VIGI.

VIG currently has the higher Sharpe Ratio (1.96 vs 1.23), 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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