VTSMX vs. VDIGX
VTSMX (Vanguard Total Stock Market Index Fund Investor Shares) and VDIGX (Vanguard Dividend Growth Fund) are both mutual funds - VTSMX is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while VDIGX is a Dividend fund actively managed by Vanguard. VTSMX is passively managed, while VDIGX is actively managed. Over the past 10 years, VTSMX returned 14.29%/yr vs 12.30%/yr for VDIGX. Their correlation of 0.81 means they have usually moved in the same direction. VTSMX charges 0.06%/yr vs 0.20%/yr for VDIGX.
Performance
VTSMX vs. VDIGX - Performance Comparison
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Returns By Period
In the year-to-date period, VTSMX achieves a 9.85% return, which is significantly higher than VDIGX's 5.43% return. Over the past 10 years, VTSMX has outperformed VDIGX with an annualized return of 14.29%, while VDIGX has yielded a comparatively lower 12.30% annualized return.
VTSMX
- 1D
- 1.63%
- 1M
- -0.78%
- 6M
- 8.14%
- YTD
- 9.85%
- 1Y
- 21.03%
- 3Y*
- 18.24%
- 5Y*
- 11.37%
- 10Y*
- 14.29%
- ALL TIME*
- 10.67%
VDIGX
- 1D
- 0.63%
- 1M
- -0.03%
- 6M
- 4.45%
- YTD
- 5.43%
- 1Y
- 12.39%
- 3Y*
- 13.59%
- 5Y*
- 9.57%
- 10Y*
- 12.30%
- ALL TIME*
- 9.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VTSMX vs. VDIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 9.85% | 16.63% | 22.76% | 26.38% | -19.60% | 25.59% | 20.87% | 30.63% | -5.27% | 21.05% |
VDIGX Vanguard Dividend Growth Fund | 5.43% | 11.11% | 20.84% | 8.11% | -4.89% | 24.86% | 12.04% | 30.94% | 0.08% | 19.32% |
Correlation
The correlation between VTSMX and VDIGX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since May 15, 1992 | 0.81 |
The correlation between VTSMX and VDIGX shifts across timeframes, from 0.72 (3 years) to 0.82 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
VTSMX vs. VDIGX — Risk / Return Rank
VTSMX
VDIGX
VTSMX vs. VDIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) 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.
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.
| VTSMX | VDIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.18 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.15 | +0.94 |
| Martin ratioReturn relative to average drawdown | 9.04 | 4.56 | +4.48 |
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Drawdowns
VTSMX vs. VDIGX - Drawdown Comparison
The maximum VTSMX drawdown since its inception was -55.38%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for VTSMX and VDIGX.
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Drawdown Indicators
| VTSMX | VDIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -45.23% | -10.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -9.09% | +0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -19.63% | -10.23% | -9.40% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -16.18% | -9.25% |
Max Drawdown (10Y)Largest decline over 10 years | -34.98% | -32.98% | -2.00% |
Current DrawdownCurrent decline from peak | -1.89% | -0.37% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -8.86% | -6.62% | -2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.30% | -0.24% |
Volatility
VTSMX vs. VDIGX - Volatility Comparison
Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) has a higher volatility of 3.40% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.87%. This indicates that VTSMX'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
| VTSMX | VDIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 2.87% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 7.89% | +2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 10.28% | +2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 13.86% | +3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 15.67% | +2.74% |
VTSMX vs. VDIGX - Expense Ratio Comparison
VTSMX has a 0.06% expense ratio, which is lower than VDIGX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VTSMX vs. VDIGX - Dividend Comparison
VTSMX's dividend yield for the trailing twelve months is around 1.00%, less than VDIGX's 23.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDIGX Vanguard Dividend Growth Fund | 23.28% | 21.90% | 21.94% | 2.29% | 6.06% | 5.45% | 2.83% | 4.70% | 8.72% | 5.16% | 2.86% | 5.70% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.00% | 0.75% | 0.89% | 1.33% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% |
Frequently Asked Questions
VTSMX and VDIGX 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.
VTSMX has higher volatility (3.40%) compared to VDIGX (2.87%). In terms of maximum drawdown, VTSMX dropped -55.38% vs VDIGX's -45.23%.
VTSMX currently has the higher Sharpe Ratio (1.42 vs 1.02), 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.
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