WSHFX vs. VIG

Last updated Jun 23, 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 12.78%/yr vs 13.40%/yr for VIG. With a 0.95 correlation, they move nearly in lockstep. 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 5.91% return, which is significantly lower than VIG's 7.53% return. Both investments have delivered pretty close results over the past 10 years, with WSHFX having a 12.78% annualized return and VIG not far ahead at 13.40%.

WSHFX

• 1D: 0.46%
• 1M: 0.68%
• YTD: 5.91%
• 6M: 5.48%
• 1Y: 17.73%
• 3Y*: 17.29%
• 5Y*: 12.53%
• 10Y*: 12.78%

VIG

• 1D: 0.09%
• 1M: 0.99%
• YTD: 7.53%
• 6M: 6.96%
• 1Y: 20.27%
• 3Y*: 16.05%
• 5Y*: 11.07%
• 10Y*: 13.40%

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

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	5.91%	17.13%	18.94%	17.15%	-8.50%	28.36%	7.62%	24.82%	-6.27%	19.91%
VIG Vanguard Dividend Appreciation ETF	7.53%	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 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	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 risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WSHFX

WSHFX Risk / Return Rank: 39
WSHFX Sharpe Ratio Rank: 39
WSHFX Sortino Ratio Rank: 38
WSHFX Omega Ratio Rank: 38
WSHFX Calmar Ratio Rank: 35
WSHFX Martin Ratio Rank: 46

VIG

VIG Risk / Return Rank: 61
VIG Sharpe Ratio Rank: 63
VIG Sortino Ratio Rank: 66
VIG Omega Ratio Rank: 61
VIG Calmar Ratio Rank: 53
VIG Martin Ratio Rank: 60

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.

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	1.68	2.01	-0.33
Sortino ratio: Return per unit of downside risk	2.40	2.90	-0.50
Omega ratio: Gain probability vs. loss probability	1.30	1.36	-0.06
Calmar ratio: Return relative to maximum drawdown	2.11	2.57	-0.46
Martin ratio: Return relative to average drawdown	9.11	10.39	-1.28

WSHFX vs. VIG - Sharpe Ratio Comparison

The current WSHFX Sharpe Ratio is 1.68, which is comparable to the VIG Sharpe Ratio of 2.01. 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	-0.58%	-0.62%	+0.04%
Average Drawdown Average peak-to-trough decline	-7.32%	-5.50%	-1.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.94%	1.96%	-0.02%

Volatility

WSHFX vs. VIG - Volatility Comparison

American Funds Washington Mutual Investors Fund Class F-1 (WSHFX) and Vanguard Dividend Appreciation ETF (VIG) have volatilities of 2.96% and 2.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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	2.96%	2.82%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	8.07%	7.68%	+0.39%
Volatility (1Y) Calculated over the trailing 1-year period	10.52%	10.14%	+0.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.12%	14.23%	-0.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.34%	16.07%	+0.27%

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 9.76%, more than VIG's 1.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VIG Vanguard Dividend Appreciation ETF	1.47%	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	9.76%	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 0.95, 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?

WSHFX has higher volatility (2.96%) compared to VIG (2.82%). 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 (2.01 vs 1.68), 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.