VIGI vs. NNN
VIGI (Vanguard International Dividend Appreciation ETF) is Dividend fund tracking the S&P Global Ex-U.S. Dividend Growers Index, while NNN (National Retail Properties, Inc.) is a stock. Over the past 10 years, VIGI returned 8.31%/yr vs 4.86%/yr for NNN. At a 0.33 correlation, their price movements are largely independent.
Performance
VIGI vs. NNN - Performance Comparison
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Returns By Period
In the year-to-date period, VIGI achieves a 3.10% return, which is significantly lower than NNN's 20.94% return. Over the past 10 years, VIGI has outperformed NNN with an annualized return of 8.31%, while NNN has yielded a comparatively lower 4.86% annualized return.
VIGI
- 1D
- -0.22%
- 1M
- 0.88%
- YTD
- 3.10%
- 6M
- 3.92%
- 1Y
- 6.49%
- 3Y*
- 9.51%
- 5Y*
- 4.27%
- 10Y*
- 8.31%
NNN
- 1D
- 1.04%
- 1M
- 6.56%
- YTD
- 20.94%
- 6M
- 18.43%
- 1Y
- 16.33%
- 3Y*
- 8.84%
- 5Y*
- 4.06%
- 10Y*
- 4.86%
VIGI vs. NNN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIGI Vanguard International Dividend Appreciation ETF | 3.10% | 16.88% | 2.73% | 16.30% | -16.79% | 12.51% | 14.66% | 27.53% | -11.50% | 27.97% |
NNN National Retail Properties, Inc. | 20.94% | 2.81% | -0.06% | -0.60% | -0.01% | 23.08% | -19.29% | 14.78% | 17.82% | 2.00% |
Correlation
The correlation between VIGI and NNN is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016 | 0.33 |
The correlation between VIGI and NNN shifts across timeframes, from 0.22 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VIGI vs. NNN — Risk / Return Rank
VIGI
NNN
VIGI vs. NNN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) and National Retail Properties, Inc. (NNN). 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 | NNN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.17 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 1.82 | -1.34 |
| Martin ratioReturn relative to average drawdown | 1.70 | 4.18 | -2.49 |
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Drawdowns
VIGI vs. NNN - Drawdown Comparison
The maximum VIGI drawdown since its inception was -31.01%, smaller than the maximum NNN drawdown of -56.17%. Use the drawdown chart below to compare losses from any high point for VIGI and NNN.
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Drawdown Indicators
| VIGI | NNN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.01% | -56.17% | +25.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -8.83% | -1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -14.50% | -22.03% | +7.53% |
Max Drawdown (5Y)Largest decline over 5 years | -28.80% | -25.22% | -3.58% |
Max Drawdown (10Y)Largest decline over 10 years | -31.01% | -54.99% | +23.98% |
Current DrawdownCurrent decline from peak | -2.03% | 0.00% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -9.81% | +3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 3.83% | -0.79% |
Volatility
VIGI vs. NNN - Volatility Comparison
The current volatility for Vanguard International Dividend Appreciation ETF (VIGI) is 3.35%, while National Retail Properties, Inc. (NNN) has a volatility of 5.32%. This indicates that VIGI experiences smaller price fluctuations and is considered to be less risky than NNN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIGI | NNN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 5.32% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 11.51% | -1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.20% | 16.56% | -3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 19.69% | -5.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.87% | 28.09% | -12.22% |
Dividends
VIGI vs. NNN - Dividend Comparison
VIGI's dividend yield for the trailing twelve months is around 2.14%, less than NNN's 5.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NNN National Retail Properties, Inc. | 5.15% | 5.96% | 5.61% | 5.17% | 4.72% | 4.37% | 5.06% | 3.79% | 4.02% | 4.31% | 4.03% | 4.27% |
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
VIGI and NNN have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NNN has higher volatility (5.32%) compared to VIGI (3.35%). In terms of maximum drawdown, VIGI dropped -31.01% vs NNN's -56.17%.
NNN currently has the higher Sharpe Ratio (0.97 vs 0.39), 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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