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VIG vs. VT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIG vs. VT - Performance Comparison

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

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VIG vs. VT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIG
Vanguard Dividend Appreciation ETF
-1.48%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%
VT
Vanguard Total World Stock ETF
-0.74%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%

Returns By Period

In the year-to-date period, VIG achieves a -1.48% return, which is significantly lower than VT's -0.74% return. Over the past 10 years, VIG has outperformed VT with an annualized return of 12.29%, while VT has yielded a comparatively lower 11.64% annualized return.


VIG

1D
0.29%
1M
-4.68%
YTD
-1.48%
6M
0.22%
1Y
13.20%
3Y*
13.91%
5Y*
9.83%
10Y*
12.29%

VT

1D
0.99%
1M
-4.72%
YTD
-0.74%
6M
1.90%
1Y
22.33%
3Y*
17.24%
5Y*
9.43%
10Y*
11.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIG vs. VT - Expense Ratio Comparison

VIG has a 0.04% expense ratio, which is lower than VT's 0.06% 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%.


Return for Risk

VIG vs. VT — Risk / Return Rank

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

VIG
VIG Risk / Return Rank: 4747
Overall Rank
VIG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 4646
Sortino Ratio Rank
VIG Omega Ratio Rank: 4848
Omega Ratio Rank
VIG Calmar Ratio Rank: 4444
Calmar Ratio Rank
VIG Martin Ratio Rank: 5252
Martin Ratio Rank

VT
VT Risk / Return Rank: 7474
Overall Rank
VT Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7373
Sortino Ratio Rank
VT Omega Ratio Rank: 7474
Omega Ratio Rank
VT Calmar Ratio Rank: 7272
Calmar Ratio Rank
VT Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIG vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and Vanguard Total World Stock ETF (VT). 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.


VIGVTDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.30

-0.43

Sortino ratio

Return per unit of downside risk

1.33

1.90

-0.58

Omega ratio

Gain probability vs. loss probability

1.19

1.28

-0.09

Calmar ratio

Return relative to maximum drawdown

1.20

1.92

-0.72

Martin ratio

Return relative to average drawdown

5.31

8.83

-3.52

VIG vs. VT - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 0.87, which is lower than the VT Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of VIG and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIGVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.30

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.59

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.68

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.40

+0.17

Correlation

The correlation between VIG and VT is 0.89, 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.


Dividends

VIG vs. VT - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.60%, less than VT's 1.80% yield.


TTM20252024202320222021202020192018201720162015
VIG
Vanguard Dividend Appreciation ETF
1.60%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%
VT
Vanguard Total World Stock ETF
1.80%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Drawdowns

VIG vs. VT - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for VIG and VT.


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Drawdown Indicators


VIGVTDifference

Max Drawdown

Largest peak-to-trough decline

-46.81%

-50.27%

+3.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.83%

-11.84%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-26.38%

+5.99%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

-34.24%

+2.52%

Current Drawdown

Current decline from peak

-5.73%

-5.97%

+0.24%

Average Drawdown

Average peak-to-trough decline

-5.55%

-7.08%

+1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

2.57%

-0.12%

Volatility

VIG vs. VT - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 4.05%, while Vanguard Total World Stock ETF (VT) has a volatility of 6.18%. This indicates that VIG experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIGVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

6.18%

-2.13%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

10.00%

-2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.28%

17.26%

-1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

15.98%

-1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

17.20%

-1.16%