VSDA vs. TDVG

Last updated Jun 24, 2026

VSDA (VictoryShares Dividend Accelerator ETF) and TDVG (T. Rowe Price Dividend Growth ETF) are both Large Cap Growth Equities funds. VSDA is passively managed, while TDVG is actively managed. Over the past 5 years, VSDA returned 7.75%/yr vs 10.19%/yr for TDVG. Their correlation of 0.88 suggests significant overlap in exposure. VSDA charges 0.35%/yr vs 0.50%/yr for TDVG.

Performance

VSDA vs. TDVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Dividend Accelerator ETF (VSDA) and T. Rowe Price Dividend Growth ETF (TDVG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VSDA achieves a 9.07% return, which is significantly higher than TDVG's 8.04% return.

VSDA

• 1D: 0.44%
• 1M: 2.98%
• YTD: 9.07%
• 6M: 8.53%
• 1Y: 14.44%
• 3Y*: 10.91%
• 5Y*: 7.75%
• 10Y*: —

TDVG

• 1D: -0.55%
• 1M: 1.22%
• YTD: 8.04%
• 6M: 7.41%
• 1Y: 17.57%
• 3Y*: 15.55%
• 5Y*: 10.19%
• 10Y*: —

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

VSDA vs. TDVG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
VSDA VictoryShares Dividend Accelerator ETF	9.07%	6.67%	9.40%	8.74%	-4.42%	21.95%	15.05%
TDVG T. Rowe Price Dividend Growth ETF	8.04%	14.80%	13.45%	13.95%	-10.15%	26.20%	12.97%

Correlation

The correlation between VSDA and TDVG is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Aug 5, 2020	0.88

The correlation between VSDA and TDVG shifts across timeframes, from 0.73 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

VSDA vs. TDVG - Sectors Allocation Comparison

Sectors	VSDA	TDVG
Consumer Defensive	31.6%	6.9%
Financial Services	21.2%	19.3%
Industrials	17.1%	13.6%
Basic Materials	8.1%	2.8%
Healthcare	7.4%	12.4%
Consumer Cyclical	4.9%	7.2%
Technology	4.7%	26.2%
Utilities	2.6%	3.8%
Energy	2.4%	5.3%
Communication Services	0.0%	1.0%
Real Estate	0.0%	1.6%

Return for Risk

VSDA vs. TDVG — Risk / Return Rank

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

VSDA

VSDA Risk / Return Rank: 34
VSDA Sharpe Ratio Rank: 38
VSDA Sortino Ratio Rank: 40
VSDA Omega Ratio Rank: 34
VSDA Calmar Ratio Rank: 32
VSDA Martin Ratio Rank: 29

TDVG

TDVG Risk / Return Rank: 56
TDVG Sharpe Ratio Rank: 56
TDVG Sortino Ratio Rank: 58
TDVG Omega Ratio Rank: 54
TDVG Calmar Ratio Rank: 52
TDVG Martin Ratio Rank: 59

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.

VSDA vs. TDVG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Dividend Accelerator ETF (VSDA) and T. Rowe Price Dividend Growth ETF (TDVG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VSDA	TDVG	Difference
Sharpe ratio: Return per unit of total volatility	1.28	1.81	-0.53
Sortino ratio: Return per unit of downside risk	1.95	2.60	-0.65
Omega ratio: Gain probability vs. loss probability	1.22	1.32	-0.10
Calmar ratio: Return relative to maximum drawdown	1.54	2.44	-0.90
Martin ratio: Return relative to average drawdown	3.86	10.01	-6.15

VSDA vs. TDVG - Sharpe Ratio Comparison

The current VSDA Sharpe Ratio is 1.28, which is comparable to the TDVG Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of VSDA and TDVG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VSDA vs. TDVG - Drawdown Comparison

The maximum VSDA drawdown since its inception was -32.12%, which is greater than TDVG's maximum drawdown of -19.20%. Use the drawdown chart below to compare losses from any high point for VSDA and TDVG.

Drawdown Indicators

	VSDA	TDVG	Difference
Max Drawdown Largest peak-to-trough decline	-32.12%	-19.20%	-12.92%
Max Drawdown (1Y) Largest decline over 1 year	-9.44%	-7.24%	-2.20%
Max Drawdown (3Y) Largest decline over 3 years	-15.54%	-14.02%	-1.52%
Max Drawdown (5Y) Largest decline over 5 years	-16.14%	-19.20%	+3.06%
Current Drawdown Current decline from peak	-2.38%	-0.82%	-1.56%
Average Drawdown Average peak-to-trough decline	-3.63%	-3.73%	+0.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.75%	1.76%	+1.99%

Volatility

VSDA vs. TDVG - Volatility Comparison

VictoryShares Dividend Accelerator ETF (VSDA) has a higher volatility of 3.24% compared to T. Rowe Price Dividend Growth ETF (TDVG) at 2.78%. This indicates that VSDA's price experiences larger fluctuations and is considered to be riskier than TDVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VSDA	TDVG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.24%	2.78%	+0.46%
Volatility (6M) Calculated over the trailing 6-month period	8.36%	7.61%	+0.75%
Volatility (1Y) Calculated over the trailing 1-year period	11.36%	9.79%	+1.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.05%	13.92%	+0.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.57%	13.90%	+2.67%

VSDA vs. TDVG - Expense Ratio Comparison

VSDA has a 0.35% expense ratio, which is lower than TDVG's 0.50% expense ratio.

Dividends

VSDA vs. TDVG - Dividend Comparison

VSDA's dividend yield for the trailing twelve months is around 2.54%, more than TDVG's 0.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
TDVG T. Rowe Price Dividend Growth ETF	0.98%	1.00%	1.06%	1.31%	1.15%	0.80%	0.40%	0.00%	0.00%	0.00%
VSDA VictoryShares Dividend Accelerator ETF	2.54%	2.65%	2.36%	1.92%	1.83%	1.40%	1.49%	1.36%	1.69%	1.23%

Frequently Asked Questions

Can I hold both VSDA and TDVG in my portfolio?

VSDA and TDVG have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VSDA or TDVG?

VSDA has higher volatility (3.24%) compared to TDVG (2.78%). In terms of maximum drawdown, VSDA dropped -32.12% vs TDVG's -19.20%.

Which ETF is better, VSDA or TDVG?

On 5-year performance, TDVG leads with 10.19% vs 7.75% for VSDA. On fees, VSDA is cheaper at 0.35% per year. On volatility, TDVG has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VSDA or TDVG?

Over the 5-year period, TDVG has performed better with a 10.19% return vs 7.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VSDA or TDVG?

VSDA is cheaper with a 0.35% expense ratio, compared with 0.50% for TDVG.

Which ETF pays a higher dividend yield, VSDA or TDVG?

VSDA has the higher dividend yield at 2.54%, compared with 0.98% for TDVG.

What is the main difference between VSDA and TDVG?

They also come from different issuers: Crestview and T. Rowe Price. Their fees differ too: 0.35% for VSDA and 0.50% for TDVG.

Which has better risk-adjusted returns?

TDVG currently has the higher Sharpe Ratio (1.81 vs 1.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.