Summary
VIG
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 18.31% Volatility 15.28% Sharpe 0.57
Official loaded data — not a live quote.

VANGUARD DIVIDEND APPRECIATION INDEX FUND ETF SHARES

Symbol: VIG

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 19/12/2013

Latest date: 16/07/2026

Current price: $239.13

Expense ratio: 0.04%

Assets under management
$129.5B
0.72% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.41%

Ann. -42.33% (Sharpe / Sortino numerator)

Volatility

13.90%

Sharpe ratio

-3.307

VaR 95%

-1.31%

CVaR 95%: -1.51%
Max drawdown: -6.21%
Sortino ratio: -5.382
Calmar ratio: -6.82

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.79%

Ann. -8.17% (Sharpe / Sortino numerator)

Volatility

12.01%

Sharpe ratio

-0.983

VaR 95%

-1.26%

CVaR 95%: -1.49%
Max drawdown: -8.27%
Sortino ratio: -1.464
Calmar ratio: -0.99

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.85%

Ann. -0.06% (Sharpe / Sortino numerator)

Volatility

11.16%

Sharpe ratio

-0.330

VaR 95%

-1.22%

CVaR 95%: -1.49%
Max drawdown: -8.27%
Sortino ratio: -0.503
Calmar ratio: -0.01

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

18.31%

Ann. 12.32% (Sharpe / Sortino numerator)

Volatility

15.28%

Sharpe ratio

0.569

VaR 95%

-1.18%

CVaR 95%: -2.16%
Max drawdown: -8.27%
Sortino ratio: 0.731
Calmar ratio: 1.49

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

29.90%

Ann. 11.24% (Sharpe / Sortino numerator)

Volatility

13.39%

Sharpe ratio

0.568

VaR 95%

-1.21%

CVaR 95%: -1.86%
Max drawdown: -14.95%
Sortino ratio: 0.760
Calmar ratio: 0.75

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

53.12%

Ann. 13.88% (Sharpe / Sortino numerator)

Volatility

12.30%

Sharpe ratio

0.834

VaR 95%

-1.08%

CVaR 95%: -1.66%
Max drawdown: -14.95%
Sortino ratio: 1.153
Calmar ratio: 0.93

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.069%

Best day

2.423%

08/04/2026
Worst day

-1.955%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $237.42 $239.21 $237.42 $239.13 957,600
15/07/2026 $237.75 $238.08 $236.87 $237.36 788,400
14/07/2026 $238.18 $238.60 $237.27 $237.30 762,800
13/07/2026 $238.85 $239.52 $238.03 $238.48 914,600
10/07/2026 $238.64 $239.11 $237.39 $238.84 780,200
09/07/2026 $238.17 $239.01 $237.90 $238.62 807,200
08/07/2026 $238.10 $238.11 $237.02 $237.41 943,100
07/07/2026 $239.71 $240.08 $238.51 $238.88 910,300
06/07/2026 $239.52 $239.79 $238.23 $239.03 1,205,000
02/07/2026 $237.40 $238.65 $237.05 $238.62 1,356,300