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VIHAX vs. VDADX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VIHAXVDADX
YTD Return4.92%4.31%
1Y Return15.22%17.24%
3Y Return (Ann)6.01%6.69%
5Y Return (Ann)6.61%11.36%
Sharpe Ratio1.351.65
Daily Std Dev11.29%9.88%
Max Drawdown-39.72%-31.70%
Current Drawdown-0.12%-3.26%

Correlation

-0.50.00.51.00.7

The correlation between VIHAX and VDADX is 0.71, 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.

Performance

VIHAX vs. VDADX - Performance Comparison

In the year-to-date period, VIHAX achieves a 4.92% return, which is significantly higher than VDADX's 4.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


60.00%80.00%100.00%120.00%140.00%160.00%180.00%December2024FebruaryMarchAprilMay
85.05%
165.19%
VIHAX
VDADX

Compare stocks, funds, or ETFs

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


Vanguard International High Dividend Yield Index Fund Admiral Shares

Vanguard Dividend Appreciation Index Fund Admiral Shares

VIHAX vs. VDADX - Expense Ratio Comparison

VIHAX has a 0.22% expense ratio, which is higher than VDADX's 0.08% 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%.


VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
Expense ratio chart for VIHAX: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for VDADX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VIHAX vs. VDADX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). 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.


VIHAX
Sharpe ratio
The chart of Sharpe ratio for VIHAX, currently valued at 1.35, compared to the broader market-1.000.001.002.003.004.001.35
Sortino ratio
The chart of Sortino ratio for VIHAX, currently valued at 1.97, compared to the broader market-2.000.002.004.006.008.0010.001.97
Omega ratio
The chart of Omega ratio for VIHAX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.24
Calmar ratio
The chart of Calmar ratio for VIHAX, currently valued at 1.66, compared to the broader market0.002.004.006.008.0010.0012.001.66
Martin ratio
The chart of Martin ratio for VIHAX, currently valued at 4.79, compared to the broader market0.0020.0040.0060.004.79
VDADX
Sharpe ratio
The chart of Sharpe ratio for VDADX, currently valued at 1.65, compared to the broader market-1.000.001.002.003.004.001.65
Sortino ratio
The chart of Sortino ratio for VDADX, currently valued at 2.43, compared to the broader market-2.000.002.004.006.008.0010.002.43
Omega ratio
The chart of Omega ratio for VDADX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.29
Calmar ratio
The chart of Calmar ratio for VDADX, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.001.68
Martin ratio
The chart of Martin ratio for VDADX, currently valued at 5.33, compared to the broader market0.0020.0040.0060.005.33

VIHAX vs. VDADX - Sharpe Ratio Comparison

The current VIHAX Sharpe Ratio is 1.35, which roughly equals the VDADX Sharpe Ratio of 1.65. The chart below compares the 12-month rolling Sharpe Ratio of VIHAX and VDADX.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50December2024FebruaryMarchAprilMay
1.35
1.65
VIHAX
VDADX

Dividends

VIHAX vs. VDADX - Dividend Comparison

VIHAX's dividend yield for the trailing twelve months is around 4.85%, more than VDADX's 1.81% yield.


TTM2023202220212020201920182017201620152014
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
4.85%4.58%4.70%4.30%3.22%4.21%4.28%3.16%2.37%0.00%0.00%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.81%1.86%1.94%1.53%1.61%1.69%2.07%1.88%2.14%2.34%1.95%

Drawdowns

VIHAX vs. VDADX - Drawdown Comparison

The maximum VIHAX drawdown since its inception was -39.72%, which is greater than VDADX's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for VIHAX and VDADX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-0.12%
-3.26%
VIHAX
VDADX

Volatility

VIHAX vs. VDADX - Volatility Comparison

Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a higher volatility of 3.61% compared to Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) at 2.98%. This indicates that VIHAX's price experiences larger fluctuations and is considered to be riskier than VDADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
3.61%
2.98%
VIHAX
VDADX