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VIGRX vs. IHDG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIGRX and IHDG is 0.72, 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.


-0.50.00.51.00.7

Performance

VIGRX vs. IHDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth Index Fund (VIGRX) and WisdomTree International Hedged Dividend Growth Fund (IHDG). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
387.86%
142.33%
VIGRX
IHDG

Key characteristics

Sharpe Ratio

VIGRX:

2.09

IHDG:

0.52

Sortino Ratio

VIGRX:

2.71

IHDG:

0.79

Omega Ratio

VIGRX:

1.38

IHDG:

1.10

Calmar Ratio

VIGRX:

2.79

IHDG:

0.66

Martin Ratio

VIGRX:

10.89

IHDG:

1.99

Ulcer Index

VIGRX:

3.32%

IHDG:

3.09%

Daily Std Dev

VIGRX:

17.32%

IHDG:

11.82%

Max Drawdown

VIGRX:

-57.48%

IHDG:

-29.24%

Current Drawdown

VIGRX:

-2.51%

IHDG:

-6.84%

Returns By Period

In the year-to-date period, VIGRX achieves a 34.59% return, which is significantly higher than IHDG's 5.02% return. Over the past 10 years, VIGRX has outperformed IHDG with an annualized return of 15.72%, while IHDG has yielded a comparatively lower 9.08% annualized return.


VIGRX

YTD

34.59%

1M

3.32%

6M

11.94%

1Y

34.74%

5Y*

18.73%

10Y*

15.72%

IHDG

YTD

5.02%

1M

-0.16%

6M

-4.79%

1Y

5.24%

5Y*

8.09%

10Y*

9.08%

Compare stocks, funds, or ETFs

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


VIGRX vs. IHDG - Expense Ratio Comparison

VIGRX has a 0.17% expense ratio, which is lower than IHDG's 0.58% expense ratio.


IHDG
WisdomTree International Hedged Dividend Growth Fund
Expense ratio chart for IHDG: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for VIGRX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

Risk-Adjusted Performance

VIGRX vs. IHDG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund (VIGRX) and WisdomTree International Hedged Dividend Growth Fund (IHDG). 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 VIGRX, currently valued at 2.09, compared to the broader market-1.000.001.002.003.004.002.090.52
The chart of Sortino ratio for VIGRX, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.002.710.79
The chart of Omega ratio for VIGRX, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.381.10
The chart of Calmar ratio for VIGRX, currently valued at 2.79, compared to the broader market0.002.004.006.008.0010.0012.0014.002.790.66
The chart of Martin ratio for VIGRX, currently valued at 10.89, compared to the broader market0.0020.0040.0060.0010.891.99
VIGRX
IHDG

The current VIGRX Sharpe Ratio is 2.09, which is higher than the IHDG Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of VIGRX and IHDG, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.09
0.52
VIGRX
IHDG

Dividends

VIGRX vs. IHDG - Dividend Comparison

VIGRX's dividend yield for the trailing twelve months is around 0.25%, less than IHDG's 1.76% yield.


TTM20232022202120202019201820172016201520142013
VIGRX
Vanguard Growth Index Fund
0.25%0.47%0.54%0.36%0.56%0.83%1.18%1.03%1.27%1.16%1.07%1.06%
IHDG
WisdomTree International Hedged Dividend Growth Fund
1.48%1.70%13.79%2.77%1.95%1.99%0.22%1.28%1.91%3.04%3.86%0.00%

Drawdowns

VIGRX vs. IHDG - Drawdown Comparison

The maximum VIGRX drawdown since its inception was -57.48%, which is greater than IHDG's maximum drawdown of -29.24%. Use the drawdown chart below to compare losses from any high point for VIGRX and IHDG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.51%
-6.84%
VIGRX
IHDG

Volatility

VIGRX vs. IHDG - Volatility Comparison

Vanguard Growth Index Fund (VIGRX) has a higher volatility of 4.92% compared to WisdomTree International Hedged Dividend Growth Fund (IHDG) at 3.23%. This indicates that VIGRX's price experiences larger fluctuations and is considered to be riskier than IHDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.92%
3.23%
VIGRX
IHDG
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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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