VMVFX vs. VIDGX

Last updated Apr 1, 2026

Compare and contrast key facts about Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) and Vanguard International Dividend Growth Fund (VIDGX).

VMVFX is managed by Vanguard. It was launched on Dec 12, 2013. VIDGX is an actively managed fund by Vanguard. It was launched on Nov 15, 2023.

Performance

VMVFX vs. VIDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) and Vanguard International Dividend Growth Fund (VIDGX). The values are adjusted to include any dividend payments, if applicable.

VMVFX vs. VIDGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares	1.71%	12.74%	13.38%	5.70%
VIDGX Vanguard International Dividend Growth Fund	-4.60%	18.76%	-1.06%	5.99%

Returns By Period

In the year-to-date period, VMVFX achieves a 1.71% return, which is significantly higher than VIDGX's -4.60% return.

VMVFX

• 1D: 0.25%
• 1M: -5.81%
• YTD: 1.71%
• 6M: 2.90%
• 1Y: 8.07%
• 3Y*: 11.40%
• 5Y*: 9.94%
• 10Y*: 9.02%

VIDGX

• 1D: 0.81%
• 1M: -11.54%
• YTD: -4.60%
• 6M: -2.02%
• 1Y: 6.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VMVFX vs. VIDGX - Expense Ratio Comparison

VMVFX has a 0.21% expense ratio, which is lower than VIDGX's 0.55% expense ratio.

VIDGX

Vanguard International Dividend Growth Fund

VMVFX

Vanguard Global Minimum Volatility Fund Investor Shares

Return for Risk

VMVFX vs. VIDGX — Risk / Return Rank

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

VMVFX

VMVFX Risk / Return Rank: 47
VMVFX Sharpe Ratio Rank: 46
VMVFX Sortino Ratio Rank: 44
VMVFX Omega Ratio Rank: 48
VMVFX Calmar Ratio Rank: 42
VMVFX Martin Ratio Rank: 53

VIDGX

VIDGX Risk / Return Rank: 15
VIDGX Sharpe Ratio Rank: 14
VIDGX Sortino Ratio Rank: 13
VIDGX Omega Ratio Rank: 13
VIDGX Calmar Ratio Rank: 15
VIDGX Martin Ratio Rank: 17

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.

VMVFX vs. VIDGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) 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.

	VMVFX	VIDGX	Difference
Sharpe ratio Return per unit of total volatility	0.90	0.37	+0.53
Sortino ratio Return per unit of downside risk	1.30	0.61	+0.68
Omega ratio Gain probability vs. loss probability	1.20	1.08	+0.12
Calmar ratio Return relative to maximum drawdown	1.06	0.44	+0.62
Martin ratio Return relative to average drawdown	5.20	1.71	+3.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VMVFX vs. VIDGX - Sharpe Ratio Comparison

The current VMVFX Sharpe Ratio is 0.90, which is higher than the VIDGX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of VMVFX 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.

Sharpe Ratios by Period

	VMVFX	VIDGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	0.37	+0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	0.59	+0.19

Correlation

The correlation between VMVFX and VIDGX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

VMVFX vs. VIDGX - Dividend Comparison

VMVFX's dividend yield for the trailing twelve months is around 9.81%, more than VIDGX's 1.82% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares	9.81%	9.98%	3.77%	3.05%	4.96%	12.73%	2.02%	5.12%	7.27%	2.30%	2.71%	3.22%
VIDGX Vanguard International Dividend Growth Fund	1.82%	1.74%	4.16%	0.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VMVFX vs. VIDGX - Drawdown Comparison

The maximum VMVFX drawdown since its inception was -33.09%, which is greater than VIDGX's maximum drawdown of -14.09%. Use the drawdown chart below to compare losses from any high point for VMVFX and VIDGX.

Drawdown Indicators

	VMVFX	VIDGX	Difference
Max Drawdown Largest peak-to-trough decline	-33.09%	-14.09%	-19.00%
Max Drawdown (1Y) Largest decline over 1 year	-7.96%	-12.25%	+4.29%
Max Drawdown (5Y) Largest decline over 5 years	-13.02%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.09%	—	—
Current Drawdown Current decline from peak	-6.03%	-11.54%	+5.51%
Average Drawdown Average peak-to-trough decline	-2.84%	-3.23%	+0.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.63%	3.17%	-1.54%

Volatility

VMVFX vs. VIDGX - Volatility Comparison

The current volatility for Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) is 2.61%, while Vanguard International Dividend Growth Fund (VIDGX) has a volatility of 5.57%. This indicates that VMVFX experiences smaller price fluctuations and is considered to be less risky than VIDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VMVFX	VIDGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.61%	5.57%	-2.96%
Volatility (6M) Calculated over the trailing 6-month period	4.87%	9.24%	-4.37%
Volatility (1Y) Calculated over the trailing 1-year period	10.02%	14.98%	-4.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.75%	12.64%	-1.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.48%	12.64%	-0.16%