VWO vs. DG
VWO (Vanguard FTSE Emerging Markets ETF) is Emerging Markets Equities fund tracking the FTSE Emerging Index, while DG (Dollar General Corporation) is a stock. Over the past 10 years, VWO returned 7.65%/yr vs 3.34%/yr for DG. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
VWO vs. DG - Performance Comparison
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Returns By Period
In the year-to-date period, VWO achieves a 7.64% return, which is significantly higher than DG's -10.45% return. Over the past 10 years, VWO has outperformed DG with an annualized return of 7.65%, while DG has yielded a comparatively lower 3.34% annualized return.
VWO
- 1D
- -0.52%
- 1M
- -1.70%
- 6M
- 1.94%
- YTD
- 7.64%
- 1Y
- 16.66%
- 3Y*
- 14.45%
- 5Y*
- 5.39%
- 10Y*
- 7.65%
- ALL TIME*
- 6.74%
DG
- 1D
- 1.80%
- 1M
- 0.23%
- 6M
- -19.42%
- YTD
- -10.45%
- 1Y
- 11.20%
- 3Y*
- -8.77%
- 5Y*
- -11.05%
- 10Y*
- 3.34%
- ALL TIME*
- 11.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $321.51M | $308.70M | $382.02M | |
| $435.83M | $496.07M | $501.66M |
VWO vs. DG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWO Vanguard FTSE Emerging Markets ETF | 7.64% | 25.60% | 10.59% | 9.25% | -17.98% | 1.26% | 15.17% | 20.75% | -14.76% | 31.49% |
DG Dollar General Corporation | -10.45% | 79.61% | -43.12% | -44.13% | 5.57% | 13.01% | 35.89% | 45.71% | 17.55% | 26.92% |
Correlation
The correlation between VWO and DG is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2009 | 0.22 |
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Return for Risk
VWO vs. DG — Risk / Return Rank
VWO
DG
VWO vs. DG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets ETF (VWO) and Dollar General Corporation (DG). 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.
| VWO | DG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.08 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.32 | +1.15 |
| Martin ratioReturn relative to average drawdown | 4.89 | 0.66 | +4.23 |
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Drawdowns
VWO vs. DG - Drawdown Comparison
The maximum VWO drawdown since its inception was -67.68%, smaller than the maximum DG drawdown of -72.61%. Use the drawdown chart below to compare losses from any high point for VWO and DG.
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Drawdown Indicators
| VWO | DG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.68% | -72.61% | +4.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -34.57% | +23.40% |
Max Drawdown (3Y)Largest decline over 3 years | -17.37% | -58.53% | +41.16% |
Max Drawdown (5Y)Largest decline over 5 years | -30.88% | -72.61% | +41.73% |
Max Drawdown (10Y)Largest decline over 10 years | -36.39% | -72.61% | +36.22% |
Current DrawdownCurrent decline from peak | -5.62% | -51.57% | +45.95% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -16.07% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 16.69% | -13.33% |
Volatility
VWO vs. DG - Volatility Comparison
The current volatility for Vanguard FTSE Emerging Markets ETF (VWO) is 4.92%, while Dollar General Corporation (DG) has a volatility of 10.49%. This indicates that VWO experiences smaller price fluctuations and is considered to be less risky than DG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWO | DG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 10.49% | -5.57% |
Volatility (6M)Calculated over the trailing 6-month period | 14.98% | 26.05% | -11.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.38% | 36.43% | -19.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.60% | 36.51% | -18.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.14% | 31.82% | -12.68% |
Dividends
VWO vs. DG - Dividend Comparison
VWO's dividend yield for the trailing twelve months is around 2.39%, more than DG's 2.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DG Dollar General Corporation | 2.01% | 1.78% | 3.11% | 1.30% | 1.06% | 0.69% | 0.67% | 0.80% | 1.05% | 0.84% | 1.35% | 1.22% |
VWO Vanguard FTSE Emerging Markets ETF | 2.39% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Frequently Asked Questions
VWO and DG have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DG has higher volatility (10.49%) compared to VWO (4.92%). In terms of maximum drawdown, VWO dropped -67.68% vs DG's -72.61%.
VWO currently has the higher Sharpe Ratio (0.94 vs 0.30), 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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