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

Correlation

The correlation between VIHAX and VDADX is 0.70, 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

VIHAX vs. VDADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.47%
6.86%
VIHAX
VDADX

Key characteristics

Sharpe Ratio

VIHAX:

0.78

VDADX:

1.71

Sortino Ratio

VIHAX:

1.10

VDADX:

2.41

Omega Ratio

VIHAX:

1.14

VDADX:

1.31

Calmar Ratio

VIHAX:

1.11

VDADX:

3.43

Martin Ratio

VIHAX:

3.44

VDADX:

10.84

Ulcer Index

VIHAX:

2.55%

VDADX:

1.58%

Daily Std Dev

VIHAX:

11.24%

VDADX:

10.06%

Max Drawdown

VIHAX:

-39.72%

VDADX:

-31.70%

Current Drawdown

VIHAX:

-7.91%

VDADX:

-4.20%

Returns By Period

In the year-to-date period, VIHAX achieves a 5.89% return, which is significantly lower than VDADX's 16.58% return.


VIHAX

YTD

5.89%

1M

-2.97%

6M

0.89%

1Y

7.87%

5Y*

5.76%

10Y*

N/A

VDADX

YTD

16.58%

1M

-1.70%

6M

6.85%

1Y

16.65%

5Y*

11.50%

10Y*

11.34%

Compare stocks, funds, or ETFs

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


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.


Sharpe ratio
The chart of Sharpe ratio for VIHAX, currently valued at 0.78, compared to the broader market-1.000.001.002.003.004.000.781.71
The chart of Sortino ratio for VIHAX, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.0010.001.102.41
The chart of Omega ratio for VIHAX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.003.501.141.31
The chart of Calmar ratio for VIHAX, currently valued at 1.11, compared to the broader market0.005.0010.0015.001.113.43
The chart of Martin ratio for VIHAX, currently valued at 3.44, compared to the broader market0.0020.0040.0060.003.4410.84
VIHAX
VDADX

The current VIHAX Sharpe Ratio is 0.78, which is lower than the VDADX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of VIHAX and VDADX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.78
1.71
VIHAX
VDADX

Dividends

VIHAX vs. VDADX - Dividend Comparison

VIHAX's dividend yield for the trailing twelve months is around 3.42%, more than VDADX's 1.72% yield.


TTM2023202220212020201920182017201620152014
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.42%4.59%4.70%4.30%3.22%4.20%4.28%3.16%2.37%0.00%0.00%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.26%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.91%
-4.20%
VIHAX
VDADX

Volatility

VIHAX vs. VDADX - Volatility Comparison

The current volatility for Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) is 2.91%, while Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) has a volatility of 3.44%. This indicates that VIHAX experiences smaller price fluctuations and is considered to be less risky than VDADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.91%
3.44%
VIHAX
VDADX
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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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