VIGI vs. MPLX

Last updated Jun 21, 2026

VIGI (Vanguard International Dividend Appreciation ETF) is Dividend fund tracking the S&P Global Ex-U.S. Dividend Growers Index, while MPLX (MPLX LP) is a stock. Over the past 10 years, VIGI returned 8.04%/yr vs 15.31%/yr for MPLX. At a 0.33 correlation, their price movements are largely independent.

Performance

VIGI vs. MPLX - Performance Comparison

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

Returns By Period

In the year-to-date period, VIGI achieves a 3.17% return, which is significantly lower than MPLX's 10.71% return. Over the past 10 years, VIGI has underperformed MPLX with an annualized return of 8.04%, while MPLX has yielded a comparatively higher 15.31% annualized return.

VIGI

• 1D: -0.18%
• 1M: -0.15%
• YTD: 3.17%
• 6M: 3.29%
• 1Y: 8.98%
• 3Y*: 9.31%
• 5Y*: 4.66%
• 10Y*: 8.04%

MPLX

• 1D: 1.66%
• 1M: 0.66%
• YTD: 10.71%
• 6M: 10.03%
• 1Y: 19.67%
• 3Y*: 28.75%
• 5Y*: 24.50%
• 10Y*: 15.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VIGI vs. MPLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VIGI Vanguard International Dividend Appreciation ETF	3.17%	16.88%	2.73%	16.30%	-16.79%	12.51%	14.66%	27.53%	-11.50%	27.97%
MPLX MPLX LP	10.71%	20.54%	41.72%	22.46%	21.09%	53.92%	-1.79%	-8.25%	-8.43%	9.00%

Correlation

The correlation between VIGI and MPLX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (10Y) Calculated over the trailing 10-year period	0.32
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016	0.33

Over the past year, the correlation between VIGI and MPLX has dropped to 0.08 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Return for Risk

VIGI vs. MPLX — Risk / Return Rank

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

VIGI

VIGI Risk / Return Rank: 18
VIGI Sharpe Ratio Rank: 18
VIGI Sortino Ratio Rank: 18
VIGI Omega Ratio Rank: 17
VIGI Calmar Ratio Rank: 18
VIGI Martin Ratio Rank: 22

MPLX

MPLX Risk / Return Rank: 76
MPLX Sharpe Ratio Rank: 78
MPLX Sortino Ratio Rank: 72
MPLX Omega Ratio Rank: 70
MPLX Calmar Ratio Rank: 80
MPLX Martin Ratio Rank: 79

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.

VIGI vs. MPLX - Risk-Adjusted Trends Comparison

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

	VIGI	MPLX	Difference
Sharpe ratio: Return per unit of total volatility	0.60	1.25	-0.65
Sortino ratio: Return per unit of downside risk	0.93	1.77	-0.84
Omega ratio: Gain probability vs. loss probability	1.11	1.21	-0.10
Calmar ratio: Return relative to maximum drawdown	0.74	2.55	-1.82
Martin ratio: Return relative to average drawdown	2.61	5.92	-3.31

VIGI vs. MPLX - Sharpe Ratio Comparison

The current VIGI Sharpe Ratio is 0.60, which is lower than the MPLX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of VIGI and MPLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VIGI vs. MPLX - Drawdown Comparison

The maximum VIGI drawdown since its inception was -31.01%, smaller than the maximum MPLX drawdown of -85.72%. Use the drawdown chart below to compare losses from any high point for VIGI and MPLX.

Drawdown Indicators

	VIGI	MPLX	Difference
Max Drawdown Largest peak-to-trough decline	-31.01%	-85.72%	+54.71%
Max Drawdown (1Y) Largest decline over 1 year	-10.64%	-7.71%	-2.93%
Max Drawdown (3Y) Largest decline over 3 years	-14.50%	-14.58%	+0.08%
Max Drawdown (5Y) Largest decline over 5 years	-28.80%	-18.46%	-10.34%
Max Drawdown (10Y) Largest decline over 10 years	-31.01%	-75.21%	+44.20%
Current Drawdown Current decline from peak	-1.97%	-2.06%	+0.09%
Average Drawdown Average peak-to-trough decline	-6.16%	-29.91%	+23.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	3.32%	-0.31%

Volatility

VIGI vs. MPLX - Volatility Comparison

The current volatility for Vanguard International Dividend Appreciation ETF (VIGI) is 3.22%, while MPLX LP (MPLX) has a volatility of 4.72%. This indicates that VIGI experiences smaller price fluctuations and is considered to be less risky than MPLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VIGI	MPLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.22%	4.72%	-1.50%
Volatility (6M) Calculated over the trailing 6-month period	10.35%	11.52%	-1.17%
Volatility (1Y) Calculated over the trailing 1-year period	13.07%	15.77%	-2.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.46%	19.37%	-4.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.87%	30.63%	-14.76%

Dividends

VIGI vs. MPLX - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 2.72%, less than MPLX's 7.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MPLX MPLX LP	7.36%	7.39%	7.33%	8.65%	8.80%	11.30%	12.70%	10.41%	8.22%	6.23%	5.86%	4.33%
VIGI Vanguard International Dividend Appreciation ETF	2.14%	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

Can I hold both VIGI and MPLX in my portfolio?

VIGI and MPLX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VIGI or MPLX?

MPLX has higher volatility (4.72%) compared to VIGI (3.22%). In terms of maximum drawdown, VIGI dropped -31.01% vs MPLX's -85.72%.

Which has better risk-adjusted returns?

MPLX currently has the higher Sharpe Ratio (1.25 vs 0.60), 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.