VTSMX vs. VDIGX
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and Vanguard Dividend Growth Fund (VDIGX).
VTSMX is managed by Vanguard. VDIGX is managed by Vanguard. It was launched on May 15, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTSMX or VDIGX.
Performance
VTSMX vs. VDIGX - Performance Comparison
Returns By Period
In the year-to-date period, VTSMX achieves a 23.46% return, which is significantly higher than VDIGX's 11.34% return. Over the past 10 years, VTSMX has outperformed VDIGX with an annualized return of 12.47%, while VDIGX has yielded a comparatively lower 10.85% annualized return.
VTSMX
23.46%
0.82%
11.37%
32.14%
14.53%
12.47%
VDIGX
11.34%
-3.24%
4.53%
17.68%
10.54%
10.85%
Key characteristics
| VTSMX | VDIGX | |
|---|---|---|
| Sharpe Ratio | 2.56 | 2.09 |
| Sortino Ratio | 3.43 | 2.86 |
| Omega Ratio | 1.47 | 1.37 |
| Calmar Ratio | 3.75 | 3.80 |
| Martin Ratio | 16.38 | 11.19 |
| Ulcer Index | 1.96% | 1.63% |
| Daily Std Dev | 12.55% | 8.72% |
| Max Drawdown | -55.38% | -45.23% |
| Current Drawdown | -2.42% | -3.65% |
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VTSMX vs. VDIGX - Expense Ratio Comparison
VTSMX has a 0.14% expense ratio, which is lower than VDIGX's 0.27% 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%.
Correlation
The correlation between VTSMX and VDIGX is 0.81, 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
VTSMX vs. VDIGX - Risk-Adjusted Performance 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.
Dividends
VTSMX vs. VDIGX - Dividend Comparison
VTSMX's dividend yield for the trailing twelve months is around 1.19%, less than VDIGX's 1.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.19% | 1.34% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% | 1.65% | 1.64% |
VDIGX Vanguard Dividend Growth Fund | 1.65% | 1.69% | 1.67% | 1.46% | 1.62% | 1.72% | 2.15% | 1.92% | 1.92% | 1.93% | 1.91% | 1.80% |
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. For additional features, visit the drawdowns tool.
Volatility
VTSMX vs. VDIGX - Volatility Comparison
Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) has a higher volatility of 4.25% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.49%. 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.