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VTRIX vs. VDIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTRIX vs. VDIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Value Fund (VTRIX) and Vanguard Dividend Growth Fund (VDIGX). The values are adjusted to include any dividend payments, if applicable.

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VTRIX vs. VDIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTRIX
Vanguard International Value Fund
-1.53%29.87%0.86%16.13%-11.67%7.93%8.96%20.39%-14.52%27.98%
VDIGX
Vanguard Dividend Growth Fund
-6.99%11.11%20.84%8.11%-4.89%24.86%12.04%30.94%0.08%19.32%

Returns By Period

In the year-to-date period, VTRIX achieves a -1.53% return, which is significantly higher than VDIGX's -6.99% return. Over the past 10 years, VTRIX has underperformed VDIGX with an annualized return of 8.09%, while VDIGX has yielded a comparatively higher 11.31% annualized return.


VTRIX

1D
-0.10%
1M
-11.26%
YTD
-1.53%
6M
3.19%
1Y
22.29%
3Y*
11.30%
5Y*
6.20%
10Y*
8.09%

VDIGX

1D
0.14%
1M
-8.69%
YTD
-6.99%
6M
-4.14%
1Y
0.66%
3Y*
10.48%
5Y*
8.98%
10Y*
11.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTRIX vs. VDIGX - Expense Ratio Comparison

VTRIX has a 0.36% expense ratio, which is higher than VDIGX's 0.27% expense ratio.


Return for Risk

VTRIX vs. VDIGX — Risk / Return Rank

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

VTRIX
VTRIX Risk / Return Rank: 7070
Overall Rank
VTRIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VTRIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
VTRIX Omega Ratio Rank: 7070
Omega Ratio Rank
VTRIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
VTRIX Martin Ratio Rank: 6565
Martin Ratio Rank

VDIGX
VDIGX Risk / Return Rank: 1010
Overall Rank
VDIGX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VDIGX Sortino Ratio Rank: 88
Sortino Ratio Rank
VDIGX Omega Ratio Rank: 88
Omega Ratio Rank
VDIGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
VDIGX Martin Ratio Rank: 1313
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.

VTRIX vs. VDIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Value Fund (VTRIX) and Vanguard Dividend Growth Fund (VDIGX). 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.


VTRIXVDIGXDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.12

+1.18

Sortino ratio

Return per unit of downside risk

1.80

0.29

+1.51

Omega ratio

Gain probability vs. loss probability

1.26

1.04

+0.22

Calmar ratio

Return relative to maximum drawdown

1.53

0.30

+1.24

Martin ratio

Return relative to average drawdown

6.11

1.17

+4.93

VTRIX vs. VDIGX - Sharpe Ratio Comparison

The current VTRIX Sharpe Ratio is 1.31, which is higher than the VDIGX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of VTRIX and VDIGX, 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


VTRIXVDIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.12

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.65

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.72

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.60

-0.26

Correlation

The correlation between VTRIX and VDIGX is 0.59, 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

VTRIX vs. VDIGX - Dividend Comparison

VTRIX's dividend yield for the trailing twelve months is around 18.38%, less than VDIGX's 26.40% yield.


TTM20252024202320222021202020192018201720162015
VTRIX
Vanguard International Value Fund
18.38%18.10%8.53%2.78%2.75%4.35%1.58%2.96%6.24%1.86%2.29%2.13%
VDIGX
Vanguard Dividend Growth Fund
26.40%21.90%21.94%2.29%6.06%5.45%2.83%4.70%8.72%5.16%2.86%5.70%

Drawdowns

VTRIX vs. VDIGX - Drawdown Comparison

The maximum VTRIX drawdown since its inception was -59.39%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for VTRIX and VDIGX.


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Drawdown Indicators


VTRIXVDIGXDifference

Max Drawdown

Largest peak-to-trough decline

-59.39%

-45.23%

-14.16%

Max Drawdown (1Y)

Largest decline over 1 year

-12.00%

-9.57%

-2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-28.13%

-16.18%

-11.95%

Max Drawdown (10Y)

Largest decline over 10 years

-38.26%

-32.98%

-5.28%

Current Drawdown

Current decline from peak

-11.39%

-8.96%

-2.43%

Average Drawdown

Average peak-to-trough decline

-13.93%

-6.67%

-7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.41%

+0.76%

Volatility

VTRIX vs. VDIGX - Volatility Comparison

Vanguard International Value Fund (VTRIX) has a higher volatility of 6.28% compared to Vanguard Dividend Growth Fund (VDIGX) at 3.40%. This indicates that VTRIX's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTRIXVDIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

3.40%

+2.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

7.39%

+2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.17%

14.39%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.69%

13.82%

+1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.52%

15.68%

+0.84%