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VIGI vs. VDY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VIGI vs. VDY.TO

Last updated Jun 5, 2026

VIGI (Vanguard International Dividend Appreciation ETF) and VDY.TO (Vanguard FTSE Canadian High Dividend Yield Index ETF) are both Dividend funds from Vanguard - VIGI tracks the S&P Global Ex-U.S. Dividend Growers Index while VDY.TO tracks the FTSE Canada High Dividend Yield Index. Both are passively managed. Over the past 10 years, VIGI returned 7.85%/yr vs 13.04%/yr for VDY.TO. A 0.67 correlation means they provide meaningful diversification when combined. VIGI charges 0.15%/yr vs 0.22%/yr for VDY.TO.

Performance

VIGI vs. VDY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Appreciation ETF (VIGI) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VIGI is traded in USD, while VDY.TO is traded in CAD. To make them comparable, the VDY.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VIGI achieves a 3.99% return, which is significantly lower than VDY.TO's 19.10% return. Over the past 10 years, VIGI has underperformed VDY.TO with an annualized return of 7.85%, while VDY.TO has yielded a comparatively higher 13.04% annualized return.

VIGI

1D
1.22%
1M
2.48%
YTD
3.99%
6M
5.05%
1Y
7.10%
3Y*
10.31%
5Y*
4.62%
10Y*
7.85%

VDY.TO

1D
0.00%
1M
1.72%
YTD
19.10%
6M
21.48%
1Y
44.54%
3Y*
24.96%
5Y*
13.98%
10Y*
13.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIGI vs. VDY.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VIGI
Vanguard International Dividend Appreciation ETF		3.99%16.88%2.73%16.30%-16.79%12.51%14.66%27.53%-11.50%27.97%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF		20.44%35.39%11.18%10.87%-6.91%37.79%0.60%27.49%-17.07%16.26%

Correlation

The correlation between VIGI and VDY.TO is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2016

0.67

The correlation between VIGI and VDY.TO shifts across timeframes, from 0.57 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.

VIGI vs. VDY.TO - Sectors Allocation Comparison

Sectors
VIGI
VDY.TO

Financial Services

29.0%
56.0%

Industrials

17.1%
0.2%

Healthcare

14.6%
0.1%

Technology

11.5%
0.4%

Consumer Defensive

9.7%
0.4%

Utilities

4.8%
4.1%

Basic Materials

4.1%
2.2%

Consumer Cyclical

3.1%
3.0%

Energy

2.8%
30.8%

Communication Services

1.3%
2.8%

Real Estate

1.3%

-

Financial Services

VIGI
29.0%
VDY.TO
56.0%

Industrials

VIGI
17.1%
VDY.TO
0.2%

Healthcare

VIGI
14.6%
VDY.TO
0.1%

Technology

VIGI
11.5%
VDY.TO
0.4%

Consumer Defensive

VIGI
9.7%
VDY.TO
0.4%

Utilities

VIGI
4.8%
VDY.TO
4.1%

Basic Materials

VIGI
4.1%
VDY.TO
2.2%

Consumer Cyclical

VIGI
3.1%
VDY.TO
3.0%

Energy

VIGI
2.8%
VDY.TO
30.8%

Communication Services

VIGI
1.3%
VDY.TO
2.8%

Real Estate

VIGI
1.3%
VDY.TO

-

Compare stocks, funds, or ETFs

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Vanguard International Dividend Appreciation ETF

Vanguard FTSE Canadian High Dividend Yield Index ETF

Often compared with VIGI:
VIGI vs. VYMIVIGI vs. VIGVIGI vs. SCHYVIGI vs. VXUSVIGI vs. IGROVIGI vs. SCHDVIGI vs. IQLT
Often compared with VDY.TO:
VDY.TO vs. XEI.TOVDY.TO vs. XDIV.TOVDY.TO vs. VCN.TOVDY.TO vs. SCHDVDY.TO vs. XIC.TOVDY.TO vs. VCE.TOVDY.TO vs. ZDV.TO

Return for Risk

VIGI vs. VDY.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VIGI
VIGI Risk / Return Rank: 1818
Overall Rank
VIGI Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 1818
Sortino Ratio Rank
VIGI Omega Ratio Rank: 1818
Omega Ratio Rank
VIGI Calmar Ratio Rank: 1818
Calmar Ratio Rank
VIGI Martin Ratio Rank: 2121
Martin Ratio Rank
VDY.TO
VDY.TO Risk / Return Rank: 9898
Overall Rank
VDY.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VDY.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
VDY.TO Omega Ratio Rank: 9898
Omega Ratio Rank
VDY.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
VDY.TO Martin Ratio Rank: 9898
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.

VIGI vs. VDY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO). 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.

VIGIVDY.TODifference
Sharpe ratioReturn per unit of total volatility
0.55
4.58

-4.03

Sortino ratioReturn per unit of downside risk
0.86
6.59

-5.73

Omega ratioGain probability vs. loss probability

1.10

1.85

-0.74

Calmar ratioReturn relative to maximum drawdown

0.67

13.08

-12.40

Martin ratioReturn relative to average drawdown

2.36

42.00

-39.64

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VIGI vs. VDY.TO - Sharpe Ratio Comparison

The current VIGI Sharpe Ratio is 0.55, which is lower than the VDY.TO Sharpe Ratio of 4.58. The chart below compares the historical Sharpe Ratios of VIGI and VDY.TO, 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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Sharpe Ratios by Period

VIGIVDY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

4.58

-4.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.91

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.68

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.54

0.00

Drawdowns

VIGI vs. VDY.TO - Drawdown Comparison

The maximum VIGI drawdown since its inception was -31.01%, smaller than the maximum VDY.TO drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for VIGI and VDY.TO.

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Drawdown Indicators

VIGIVDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.01%

-44.60%

+13.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-3.42%

-7.22%

Max Drawdown (3Y)

Largest decline over 3 years

-14.50%

-13.50%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-28.80%

-24.09%

-4.71%

Max Drawdown (10Y)

Largest decline over 10 years

-31.01%

-44.60%

+13.59%

Current Drawdown

Current decline from peak

-1.18%

-1.41%

+0.23%

Average Drawdown

Average peak-to-trough decline

-6.18%

-9.03%

+2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

1.06%

+1.96%

Volatility

VIGI vs. VDY.TO - Volatility Comparison

Vanguard International Dividend Appreciation ETF (VIGI) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) have volatilities of 3.15% and 3.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VIGIVDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

3.30%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

7.92%

+2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

9.78%

+3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

15.45%

-1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

19.38%

-3.50%

VIGI vs. VDY.TO - Expense Ratio Comparison

VIGI has a 0.15% expense ratio, which is lower than VDY.TO's 0.22% 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

VIGI vs. VDY.TO - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 2.12%, less than VDY.TO's 2.87% yield.

PositionTTM20252024202320222021202020192018201720162015
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF		2.87%3.59%4.40%4.64%4.42%3.58%4.59%4.25%4.43%3.82%3.25%4.11%
VIGI
Vanguard International Dividend Appreciation ETF		2.12%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 VDY.TO have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VIGI is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VIGI is cheaper with a 0.15% expense ratio, compared with 0.22% for VDY.TO.

VIGI tracks S&P Global Ex-U.S. Dividend Growers Index, while VDY.TO tracks FTSE Canada High Dividend Yield Index. Their fees differ too: 0.15% for VIGI and 0.22% for VDY.TO.

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