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VIGI vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIGI vs. VGT - Performance Comparison

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

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VIGI vs. VGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIGI
Vanguard International Dividend Appreciation ETF
-1.38%16.88%2.73%16.30%-16.79%12.51%14.66%27.53%-11.50%27.97%
VGT
Vanguard Information Technology ETF
-6.16%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%

Returns By Period

In the year-to-date period, VIGI achieves a -1.38% return, which is significantly higher than VGT's -6.16% return. Over the past 10 years, VIGI has underperformed VGT with an annualized return of 7.81%, while VGT has yielded a comparatively higher 21.51% annualized return.


VIGI

1D
1.30%
1M
-4.63%
YTD
-1.38%
6M
0.59%
1Y
10.50%
3Y*
9.01%
5Y*
4.56%
10Y*
7.81%

VGT

1D
1.28%
1M
-3.61%
YTD
-6.16%
6M
-5.90%
1Y
29.76%
3Y*
23.10%
5Y*
14.83%
10Y*
21.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIGI vs. VGT - Expense Ratio Comparison

VIGI has a 0.15% expense ratio, which is higher than VGT's 0.09% expense ratio. However, 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

VIGI vs. VGT — Risk / Return Rank

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

VIGI
VIGI Risk / Return Rank: 3535
Overall Rank
VIGI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 3434
Sortino Ratio Rank
VIGI Omega Ratio Rank: 3232
Omega Ratio Rank
VIGI Calmar Ratio Rank: 3737
Calmar Ratio Rank
VIGI Martin Ratio Rank: 3939
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 6262
Overall Rank
VGT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6363
Sortino Ratio Rank
VGT Omega Ratio Rank: 6161
Omega Ratio Rank
VGT Calmar Ratio Rank: 7171
Calmar Ratio Rank
VGT Martin Ratio Rank: 5757
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. VGT - Risk-Adjusted Trends Comparison

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


VIGIVGTDifference

Sharpe ratio

Return per unit of total volatility

0.68

1.10

-0.42

Sortino ratio

Return per unit of downside risk

1.04

1.67

-0.63

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.09

Calmar ratio

Return relative to maximum drawdown

0.99

1.88

-0.90

Martin ratio

Return relative to average drawdown

3.69

5.77

-2.08

VIGI vs. VGT - Sharpe Ratio Comparison

The current VIGI Sharpe Ratio is 0.68, which is lower than the VGT Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of VIGI and VGT, 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


VIGIVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.10

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.59

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.88

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.61

-0.10

Correlation

The correlation between VIGI and VGT is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VIGI vs. VGT - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 2.23%, more than VGT's 0.43% yield.


TTM20252024202320222021202020192018201720162015
VIGI
Vanguard International Dividend Appreciation ETF
2.23%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%0.00%
VGT
Vanguard Information Technology ETF
0.43%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

VIGI vs. VGT - Drawdown Comparison

The maximum VIGI drawdown since its inception was -31.01%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for VIGI and VGT.


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Drawdown Indicators


VIGIVGTDifference

Max Drawdown

Largest peak-to-trough decline

-31.01%

-54.63%

+23.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-16.40%

+5.76%

Max Drawdown (5Y)

Largest decline over 5 years

-28.80%

-35.07%

+6.27%

Max Drawdown (10Y)

Largest decline over 10 years

-31.01%

-35.07%

+4.06%

Current Drawdown

Current decline from peak

-6.29%

-11.66%

+5.37%

Average Drawdown

Average peak-to-trough decline

-6.23%

-8.00%

+1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

5.35%

-2.51%

Volatility

VIGI vs. VGT - Volatility Comparison

The current volatility for Vanguard International Dividend Appreciation ETF (VIGI) is 6.25%, while Vanguard Information Technology ETF (VGT) has a volatility of 8.03%. This indicates that VIGI experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIGIVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

8.03%

-1.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

16.35%

-6.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.54%

27.27%

-11.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

25.06%

-10.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.87%

24.48%

-8.61%