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VIHAX vs. VIDGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIHAX vs. VIDGX - 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 International Dividend Growth Fund (VIDGX). The values are adjusted to include any dividend payments, if applicable.

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VIHAX vs. VIDGX - Yearly Performance Comparison


2026 (YTD)202520242023
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
5.44%38.01%6.96%11.36%
VIDGX
Vanguard International Dividend Growth Fund
-2.56%18.76%-1.06%5.99%

Returns By Period

In the year-to-date period, VIHAX achieves a 5.44% return, which is significantly higher than VIDGX's -2.56% return.


VIHAX

1D
2.29%
1M
-4.98%
YTD
5.44%
6M
12.61%
1Y
32.56%
3Y*
20.30%
5Y*
12.43%
10Y*
10.41%

VIDGX

1D
2.14%
1M
-7.97%
YTD
-2.56%
6M
-0.85%
1Y
8.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIHAX vs. VIDGX - Expense Ratio Comparison

VIHAX has a 0.22% expense ratio, which is lower than VIDGX's 0.55% expense ratio.


Return for Risk

VIHAX vs. VIDGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIHAX
VIHAX Risk / Return Rank: 9494
Overall Rank
VIHAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9494
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9494
Martin Ratio Rank

VIDGX
VIDGX Risk / Return Rank: 1818
Overall Rank
VIDGX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VIDGX Sortino Ratio Rank: 1818
Sortino Ratio Rank
VIDGX Omega Ratio Rank: 1616
Omega Ratio Rank
VIDGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VIDGX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIHAX vs. VIDGX - Risk-Adjusted Trends Comparison

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


VIHAXVIDGXDifference

Sharpe ratio

Return per unit of total volatility

2.32

0.57

+1.75

Sortino ratio

Return per unit of downside risk

2.96

0.89

+2.07

Omega ratio

Gain probability vs. loss probability

1.47

1.12

+0.36

Calmar ratio

Return relative to maximum drawdown

3.01

0.64

+2.38

Martin ratio

Return relative to average drawdown

12.38

2.42

+9.96

VIHAX vs. VIDGX - Sharpe Ratio Comparison

The current VIHAX Sharpe Ratio is 2.32, which is higher than the VIDGX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VIHAX and VIDGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIHAXVIDGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

0.57

+1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.66

-0.01

Correlation

The correlation between VIHAX and VIDGX is 0.83, 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.


Dividends

VIHAX vs. VIDGX - Dividend Comparison

VIHAX's dividend yield for the trailing twelve months is around 3.62%, more than VIDGX's 1.79% yield.


TTM2025202420232022202120202019201820172016
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.62%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%
VIDGX
Vanguard International Dividend Growth Fund
1.79%1.74%4.16%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VIHAX vs. VIDGX - Drawdown Comparison

The maximum VIHAX drawdown since its inception was -38.80%, which is greater than VIDGX's maximum drawdown of -14.09%. Use the drawdown chart below to compare losses from any high point for VIHAX and VIDGX.


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Drawdown Indicators


VIHAXVIDGXDifference

Max Drawdown

Largest peak-to-trough decline

-38.80%

-14.09%

-24.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.66%

-12.25%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-23.92%

Max Drawdown (10Y)

Largest decline over 10 years

-38.80%

Current Drawdown

Current decline from peak

-6.64%

-9.64%

+3.00%

Average Drawdown

Average peak-to-trough decline

-6.09%

-3.24%

-2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

3.22%

-0.63%

Volatility

VIHAX vs. VIDGX - Volatility Comparison

Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) and Vanguard International Dividend Growth Fund (VIDGX) have volatilities of 6.16% and 6.02%, 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.


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Volatility by Period


VIHAXVIDGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

6.02%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

9.48%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

14.29%

15.10%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.69%

12.71%

+0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.92%

12.71%

+3.21%