WSHFX vs. VIG

Last updated Aug 1, 2026

WSHFX (American Funds Washington Mutual Investors Fund Class F-1) and VIG (Vanguard Dividend Appreciation ETF) are both funds - WSHFX is a Large Cap Blend Equities fund managed by American Funds, while VIG is a Dividend fund tracking the S&P U.S. Dividend Growers Index. Over the past 10 years, WSHFX returned 12.76%/yr vs 13.03%/yr for VIG. Their 0.95 correlation means they have historically moved very closely together. WSHFX charges 0.64%/yr vs 0.04%/yr for VIG.

Performance

WSHFX vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Washington Mutual Investors Fund Class F-1 (WSHFX) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WSHFX achieves a 8.97% return, which is significantly lower than VIG's 9.71% return. Both investments have delivered pretty close results over the past 10 years, with WSHFX having a 12.76% annualized return and VIG not far ahead at 13.03%.

WSHFX

• 1D: 0.58%
• 1M: 1.02%
• 6M: 7.09%
• YTD: 8.97%
• 1Y: 17.31%
• 3Y*: 17.03%
• 5Y*: 12.31%
• 10Y*: 12.76%
• ALL TIME*: 8.76%

VIG

• 1D: -0.37%
• 1M: 0.23%
• 6M: 7.64%
• YTD: 9.71%
• 1Y: 19.10%
• 3Y*: 14.92%
• 5Y*: 10.43%
• 10Y*: 13.03%
• ALL TIME*: 10.23%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
VIG Vanguard Dividend Appreciation ETF	$229.58M	$245.27M	$258.85M
WSHFX American Funds Washington Mutual Investors Fund Class F-1	$0.00	$0.00	$0.00

WSHFX vs. VIG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WSHFX American Funds Washington Mutual Investors Fund Class F-1	8.97%	17.13%	18.94%	17.15%	-8.50%	28.36%	7.62%	24.82%	-6.27%	19.91%
VIG Vanguard Dividend Appreciation ETF	9.71%	14.17%	16.99%	14.51%	-9.80%	23.76%	15.43%	29.62%	-2.08%	22.22%

Correlation

The correlation between WSHFX and VIG is 0.94, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.94
Correlation (3Y) Balances recent behavior with more history.	0.95
Correlation (5Y) Shows whether the relationship held over a longer period.	0.96
Correlation (10Y) Provides a long-term view across more market conditions.	0.94
Correlation (All Time) Calculated using the full available price history since Apr 27, 2006	0.95

The correlation between WSHFX and VIG has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

Return for Risk

WSHFX vs. VIG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WSHFX

WSHFX Risk / Return Rank: 58
WSHFX Sharpe Ratio Rank: 61
WSHFX Sortino Ratio Rank: 59
WSHFX Omega Ratio Rank: 58
WSHFX Calmar Ratio Rank: 50
WSHFX Martin Ratio Rank: 63

VIG

VIG Risk / Return Rank: 75
VIG Sharpe Ratio Rank: 79
VIG Sortino Ratio Rank: 80
VIG Omega Ratio Rank: 77
VIG Calmar Ratio Rank: 66
VIG Martin Ratio Rank: 75

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WSHFX vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Washington Mutual Investors Fund Class F-1 (WSHFX) and Vanguard Dividend Appreciation ETF (VIG). 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.

	WSHFX	VIG	Difference
Sharpe ratio: Return per unit of total volatility	1.45	1.79	-0.34
Sortino ratio: Return per unit of downside risk	2.07	2.58	-0.51
Omega ratio: Gain probability vs. loss probability	1.26	1.32	-0.06
Calmar ratio: Return relative to maximum drawdown	1.82	2.28	-0.46
Martin ratio: Return relative to average drawdown	7.87	9.28	-1.40

WSHFX vs. VIG - Sharpe Ratio Comparison

The current WSHFX Sharpe Ratio is 1.45, which is comparable to the VIG Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of WSHFX and VIG, 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

WSHFX vs. VIG - Drawdown Comparison

The maximum WSHFX drawdown since its inception was -53.94%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for WSHFX and VIG.

Drawdown Indicators

	WSHFX	VIG	Difference
Max Drawdown Largest peak-to-trough decline	-53.94%	-46.81%	-7.13%
Max Drawdown (1Y) Largest decline over 1 year	-8.38%	-7.91%	-0.47%
Max Drawdown (3Y) Largest decline over 3 years	-14.65%	-14.95%	+0.30%
Max Drawdown (5Y) Largest decline over 5 years	-18.69%	-20.39%	+1.70%
Max Drawdown (10Y) Largest decline over 10 years	-34.67%	-31.72%	-2.95%
Current Drawdown Current decline from peak	-0.52%	-1.06%	+0.54%
Average Drawdown Average peak-to-trough decline	-7.29%	-5.47%	-1.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.94%	1.94%	0.00%

Volatility

WSHFX vs. VIG - Volatility Comparison

The current volatility for American Funds Washington Mutual Investors Fund Class F-1 (WSHFX) is 2.39%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 2.69%. This indicates that WSHFX experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WSHFX	VIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.39%	2.69%	-0.30%
Volatility (6M) Calculated over the trailing 6-month period	7.82%	7.61%	+0.21%
Volatility (1Y) Calculated over the trailing 1-year period	10.53%	10.14%	+0.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.07%	14.20%	-0.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.28%	16.02%	+0.26%

WSHFX vs. VIG - Expense Ratio Comparison

WSHFX has a 0.64% expense ratio, which is higher than VIG's 0.04% expense ratio.

Dividends

WSHFX vs. VIG - Dividend Comparison

WSHFX's dividend yield for the trailing twelve months is around 9.49%, more than VIG's 1.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VIG Vanguard Dividend Appreciation ETF	1.50%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%
WSHFX American Funds Washington Mutual Investors Fund Class F-1	9.49%	10.08%	10.05%	6.11%	6.28%	6.01%	3.02%	6.17%	4.28%	7.19%	6.32%	6.18%

Frequently Asked Questions

Can I hold both WSHFX and VIG in my portfolio?

With a correlation of 0.94, WSHFX and VIG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, WSHFX or VIG?

VIG has higher volatility (2.69%) compared to WSHFX (2.39%). In terms of maximum drawdown, WSHFX dropped -53.94% vs VIG's -46.81%.

Which has better risk-adjusted returns?

VIG currently has the higher Sharpe Ratio (1.79 vs 1.45), 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.