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VIGI vs. VIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIGI vs. VIG - Performance Comparison

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

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Returns By Period

In the year-to-date period, VIGI achieves a 3.29% return, which is significantly lower than VIG's 7.53% return. Over the past 10 years, VIGI has underperformed VIG with an annualized return of 8.32%, while VIG has yielded a comparatively higher 13.40% annualized return.


VIGI

1D
0.12%
1M
-0.03%
YTD
3.29%
6M
3.27%
1Y
9.11%
3Y*
10.37%
5Y*
4.55%
10Y*
8.32%

VIG

1D
0.09%
1M
0.99%
YTD
7.53%
6M
6.96%
1Y
20.27%
3Y*
16.05%
5Y*
11.07%
10Y*
13.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIGI vs. VIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIGI
Vanguard International Dividend Appreciation ETF
3.29%16.88%2.73%16.30%-16.79%12.51%14.66%27.53%-11.50%27.97%
VIG
Vanguard Dividend Appreciation ETF
7.53%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%

Correlation

The correlation between VIGI and VIG is 0.73, 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

0.73

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

0.71

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

0.75

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

0.74

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2016

0.74

The correlation between VIGI and VIG has been stable across timeframes, ranging from 0.71 to 0.75 - a consistent structural relationship.

VIGI vs. VIG - Sectors Allocation Comparison


Sectors
VIGI
VIG

Financial Services

29.0%
19.9%

Industrials

17.1%
11.3%

Healthcare

14.6%
16.6%

Technology

11.5%
29.0%

Consumer Defensive

9.7%
9.3%

Utilities

4.8%
2.9%

Basic Materials

4.1%
3.3%

Consumer Cyclical

3.1%
4.4%

Energy

2.8%
3.2%

Communication Services

1.3%
0.5%

Real Estate

1.3%

-

Financial Services

VIGI
29.0%
VIG
19.9%

Industrials

VIGI
17.1%
VIG
11.3%

Healthcare

VIGI
14.6%
VIG
16.6%

Technology

VIGI
11.5%
VIG
29.0%

Consumer Defensive

VIGI
9.7%
VIG
9.3%

Utilities

VIGI
4.8%
VIG
2.9%

Basic Materials

VIGI
4.1%
VIG
3.3%

Consumer Cyclical

VIGI
3.1%
VIG
4.4%

Energy

VIGI
2.8%
VIG
3.2%

Communication Services

VIGI
1.3%
VIG
0.5%

Real Estate

VIGI
1.3%
VIG

-

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Return for Risk

VIGI vs. VIG — Risk / Return Rank

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

VIGI
VIGI Risk / Return Rank: 2121
Overall Rank
VIGI Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 2020
Sortino Ratio Rank
VIGI Omega Ratio Rank: 1919
Omega Ratio Rank
VIGI Calmar Ratio Rank: 2020
Calmar Ratio Rank
VIGI Martin Ratio Rank: 2424
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 6161
Overall Rank
VIG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 6666
Sortino Ratio Rank
VIG Omega Ratio Rank: 6161
Omega Ratio Rank
VIG Calmar Ratio Rank: 5353
Calmar Ratio Rank
VIG Martin Ratio Rank: 6060
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. VIG - Risk-Adjusted Trends Comparison

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


VIGIVIGDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

1.13

1.36

-0.23

Calmar ratioReturn relative to maximum drawdown

0.86

2.57

-1.71

Martin ratioReturn relative to average drawdown

3.03

10.39

-7.36

VIGI vs. VIG - Sharpe Ratio Comparison

The current VIGI Sharpe Ratio is 0.70, which is lower than the VIG Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of VIGI and VIG, 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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Drawdowns

VIGI vs. VIG - Drawdown Comparison

The maximum VIGI drawdown since its inception was -31.01%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for VIGI and VIG.


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Drawdown Indicators


VIGIVIGDifference

Max Drawdown

Largest peak-to-trough decline

-31.01%

-46.81%

+15.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-7.91%

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-14.50%

-14.95%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-28.80%

-20.39%

-8.41%

Max Drawdown (10Y)

Largest decline over 10 years

-31.01%

-31.72%

+0.71%

Current Drawdown

Current decline from peak

-1.85%

-0.62%

-1.23%

Average Drawdown

Average peak-to-trough decline

-6.16%

-5.50%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

1.96%

+1.05%

Volatility

VIGI vs. VIG - Volatility Comparison

Vanguard International Dividend Appreciation ETF (VIGI) has a higher volatility of 3.09% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.82%. This indicates that VIGI's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIGIVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

2.82%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

7.68%

+2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

13.05%

10.14%

+2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

14.23%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

16.07%

-0.22%

VIGI vs. VIG - Expense Ratio Comparison

VIGI has a 0.15% expense ratio, which is higher than VIG's 0.04% 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%.


Dividends

VIGI vs. VIG - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 2.14%, more than VIG's 1.47% yield.


PositionTTM20252024202320222021202020192018201720162015
VIG
Vanguard Dividend Appreciation ETF
1.47%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%
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 VIG have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIGI has higher volatility (3.09%) compared to VIG (2.82%). In terms of maximum drawdown, VIGI dropped -31.01% vs VIG's -46.81%.

On 10-year performance, VIG leads with 13.40% vs 8.32% for VIGI. On fees, VIG is cheaper at 0.04% per year. On volatility, VIG has been the lower-risk option at 2.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VIG has performed better with a 13.40% return vs 8.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIG is cheaper with a 0.04% expense ratio, compared with 0.15% for VIGI.

VIGI has the higher dividend yield at 2.14%, compared with 1.47% for VIG.

VIGI tracks S&P Global Ex-U.S. Dividend Growers Index, while VIG tracks S&P U.S. Dividend Growers Index. Their fees differ too: 0.15% for VIGI and 0.04% for VIG.

VIG currently has the higher Sharpe Ratio (2.01 vs 0.70), 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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