VQNPX vs. DVY
Compare and contrast key facts about Vanguard Growth and Income Fund Investor Shares (VQNPX) and iShares Select Dividend ETF (DVY).
VQNPX is managed by Vanguard. It was launched on Dec 10, 1986. DVY is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Dividend Index. It was launched on Nov 3, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VQNPX or DVY.
Performance
VQNPX vs. DVY - Performance Comparison
Returns By Period
In the year-to-date period, VQNPX achieves a 28.70% return, which is significantly higher than DVY's 25.65% return. Over the past 10 years, VQNPX has underperformed DVY with an annualized return of 6.26%, while DVY has yielded a comparatively higher 9.96% annualized return.
VQNPX
28.70%
4.07%
13.15%
25.15%
7.62%
6.26%
DVY
25.65%
7.22%
19.58%
34.60%
10.65%
9.96%
Key characteristics
| VQNPX | DVY | |
|---|---|---|
| Sharpe Ratio | 1.73 | 2.75 |
| Sortino Ratio | 2.19 | 3.76 |
| Omega Ratio | 1.35 | 1.48 |
| Calmar Ratio | 1.09 | 3.04 |
| Martin Ratio | 8.79 | 16.49 |
| Ulcer Index | 2.86% | 2.10% |
| Daily Std Dev | 14.47% | 12.57% |
| Max Drawdown | -61.71% | -62.59% |
| Current Drawdown | 0.00% | -0.07% |
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VQNPX vs. DVY - Expense Ratio Comparison
VQNPX has a 0.32% expense ratio, which is lower than DVY's 0.39% expense ratio.
Correlation
The correlation between VQNPX and DVY is 0.82, 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
VQNPX vs. DVY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth and Income Fund Investor Shares (VQNPX) and iShares Select Dividend ETF (DVY). 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
VQNPX vs. DVY - Dividend Comparison
VQNPX's dividend yield for the trailing twelve months is around 0.85%, less than DVY's 3.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VQNPX Vanguard Growth and Income Fund Investor Shares | 0.85% | 1.20% | 1.64% | 1.15% | 1.36% | 1.58% | 1.79% | 1.47% | 2.07% | 1.87% | 1.65% | 1.50% |
DVY iShares Select Dividend ETF | 3.26% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% | 3.03% | 3.06% |
Drawdowns
VQNPX vs. DVY - Drawdown Comparison
The maximum VQNPX drawdown since its inception was -61.71%, roughly equal to the maximum DVY drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for VQNPX and DVY. For additional features, visit the drawdowns tool.
Volatility
VQNPX vs. DVY - Volatility Comparison
Vanguard Growth and Income Fund Investor Shares (VQNPX) has a higher volatility of 4.17% compared to iShares Select Dividend ETF (DVY) at 3.95%. This indicates that VQNPX's price experiences larger fluctuations and is considered to be riskier than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.