VIGRX vs. IHDG
Compare and contrast key facts about Vanguard Growth Index Fund (VIGRX) and WisdomTree International Hedged Dividend Growth Fund (IHDG).
VIGRX is managed by Vanguard. It was launched on Nov 2, 1992. IHDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Hedged Dividend Growth Index. It was launched on May 7, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIGRX or IHDG.
Performance
VIGRX vs. IHDG - Performance Comparison
Returns By Period
In the year-to-date period, VIGRX achieves a 30.11% return, which is significantly higher than IHDG's 5.19% return. Over the past 10 years, VIGRX has outperformed IHDG with an annualized return of 15.40%, while IHDG has yielded a comparatively lower 8.93% annualized return.
VIGRX
30.11%
2.46%
14.45%
36.18%
18.94%
15.40%
IHDG
5.19%
-3.80%
-4.60%
10.57%
9.04%
8.93%
Key characteristics
| VIGRX | IHDG | |
|---|---|---|
| Sharpe Ratio | 2.12 | 0.90 |
| Sortino Ratio | 2.77 | 1.29 |
| Omega Ratio | 1.39 | 1.16 |
| Calmar Ratio | 2.76 | 1.12 |
| Martin Ratio | 10.83 | 3.74 |
| Ulcer Index | 3.30% | 2.78% |
| Daily Std Dev | 16.89% | 11.59% |
| Max Drawdown | -57.48% | -29.24% |
| Current Drawdown | -1.33% | -6.69% |
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VIGRX vs. IHDG - Expense Ratio Comparison
VIGRX has a 0.17% expense ratio, which is lower than IHDG's 0.58% expense ratio.
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.
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.
Dividends
VIGRX vs. IHDG - Dividend Comparison
VIGRX's dividend yield for the trailing twelve months is around 0.38%, less than IHDG's 1.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIGRX Vanguard Growth Index Fund | 0.38% | 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 | 1.76% | 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.
Volatility
VIGRX vs. IHDG - Volatility Comparison
Vanguard Growth Index Fund (VIGRX) has a higher volatility of 5.50% compared to WisdomTree International Hedged Dividend Growth Fund (IHDG) at 3.12%. 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.