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VIGI vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIGI and VOO is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

VIGI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Appreciation ETF (VIGI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.61%
7.93%
VIGI
VOO

Key characteristics

Sharpe Ratio

VIGI:

0.53

VOO:

2.04

Sortino Ratio

VIGI:

0.81

VOO:

2.72

Omega Ratio

VIGI:

1.10

VOO:

1.38

Calmar Ratio

VIGI:

0.66

VOO:

3.02

Martin Ratio

VIGI:

2.00

VOO:

13.60

Ulcer Index

VIGI:

3.08%

VOO:

1.88%

Daily Std Dev

VIGI:

11.68%

VOO:

12.52%

Max Drawdown

VIGI:

-31.01%

VOO:

-33.99%

Current Drawdown

VIGI:

-9.30%

VOO:

-3.52%

Returns By Period

In the year-to-date period, VIGI achieves a 3.20% return, which is significantly lower than VOO's 24.65% return.


VIGI

YTD

3.20%

1M

-1.47%

6M

0.56%

1Y

5.32%

5Y*

5.30%

10Y*

N/A

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VIGI vs. VOO - Expense Ratio Comparison

VIGI has a 0.15% expense ratio, which is higher than VOO's 0.03% 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%.


VIGI
Vanguard International Dividend Appreciation ETF
Expense ratio chart for VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VIGI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for VIGI, currently valued at 0.53, compared to the broader market0.002.004.000.532.04
The chart of Sortino ratio for VIGI, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.0010.000.812.72
The chart of Omega ratio for VIGI, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.38
The chart of Calmar ratio for VIGI, currently valued at 0.66, compared to the broader market0.005.0010.0015.000.663.02
The chart of Martin ratio for VIGI, currently valued at 2.00, compared to the broader market0.0020.0040.0060.0080.00100.002.0013.60
VIGI
VOO

The current VIGI Sharpe Ratio is 0.53, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of VIGI and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.53
2.04
VIGI
VOO

Dividends

VIGI vs. VOO - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 1.59%, more than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
VIGI
Vanguard International Dividend Appreciation ETF
1.59%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VIGI vs. VOO - Drawdown Comparison

The maximum VIGI drawdown since its inception was -31.01%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VIGI and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.30%
-3.52%
VIGI
VOO

Volatility

VIGI vs. VOO - Volatility Comparison

Vanguard International Dividend Appreciation ETF (VIGI) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.61% and 3.58%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.61%
3.58%
VIGI
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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