VIG vs. VST
VIG (Vanguard Dividend Appreciation ETF) is Dividend fund tracking the S&P U.S. Dividend Growers Index, while VST (Vistra Corp.) is a stock. Over the past 5 years, VIG returned 10.74%/yr vs 54.40%/yr for VST. At a 0.36 correlation, their price movements are largely independent.
Performance
VIG vs. VST - Performance Comparison
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Returns By Period
In the year-to-date period, VIG achieves a 7.68% return, which is significantly higher than VST's -8.13% return.
VIG
- 1D
- 0.53%
- 1M
- 2.76%
- YTD
- 7.68%
- 6M
- 6.99%
- 1Y
- 19.52%
- 3Y*
- 15.98%
- 5Y*
- 10.74%
- 10Y*
- 13.24%
VST
- 1D
- 1.12%
- 1M
- 5.97%
- YTD
- -8.13%
- 6M
- -12.74%
- 1Y
- -14.37%
- 3Y*
- 83.39%
- 5Y*
- 54.40%
- 10Y*
- —
VIG vs. VST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 7.68% | 14.17% | 16.99% | 14.51% | -9.80% | 23.76% | 15.43% | 29.62% | -2.08% | 22.22% |
VST Vistra Corp. | -8.13% | 17.66% | 261.52% | 70.73% | 5.08% | 19.57% | -11.87% | 2.46% | 24.95% | 18.19% |
Correlation
The correlation between VIG and VST is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2016 | 0.36 |
The correlation between VIG and VST shifts across timeframes, from 0.24 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VIG vs. VST — Risk / Return Rank
VIG
VST
VIG vs. VST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and Vistra Corp. (VST). 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.
| VIG | VST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.10 | ||
| Sortino ratioReturn per unit of downside risk | +2.72 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.99 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | -0.38 | +2.70 |
| Martin ratioReturn relative to average drawdown | 9.34 | -0.70 | +10.04 |
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Drawdowns
VIG vs. VST - Drawdown Comparison
The maximum VIG drawdown since its inception was -46.81%, smaller than the maximum VST drawdown of -53.32%. Use the drawdown chart below to compare losses from any high point for VIG and VST.
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Drawdown Indicators
| VIG | VST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.81% | -53.32% | +6.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -38.01% | +30.10% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -48.80% | +33.85% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -48.80% | +28.41% |
Max Drawdown (10Y)Largest decline over 10 years | -31.72% | — | — |
Current DrawdownCurrent decline from peak | -0.33% | -31.89% | +31.56% |
Average DrawdownAverage peak-to-trough decline | -5.51% | -13.72% | +8.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 20.73% | -18.77% |
Volatility
VIG vs. VST - Volatility Comparison
The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 2.93%, while Vistra Corp. (VST) has a volatility of 15.14%. This indicates that VIG experiences smaller price fluctuations and is considered to be less risky than VST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIG | VST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 15.14% | -12.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 37.96% | -30.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.19% | 48.75% | -38.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.25% | 47.97% | -33.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 42.22% | -26.16% |
Dividends
VIG vs. VST - Dividend Comparison
VIG's dividend yield for the trailing twelve months is around 1.47%, more than VST's 0.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 1.47% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
VST Vistra Corp. | 0.61% | 0.56% | 0.63% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 0.00% |
Frequently Asked Questions
VIG and VST have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VST has higher volatility (15.14%) compared to VIG (2.93%). In terms of maximum drawdown, VIG dropped -46.81% vs VST's -53.32%.
VIG currently has the higher Sharpe Ratio (1.80 vs -0.30), 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.
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