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DGRW vs VMBS

Comparison between WISDOMTREE U.S. QUALITY DIVIDEND GROWTH FUND (DGRW, ETF) and VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND ETF SHARES (VMBS, ETF).

5-Year PerformanceDGRW has outperformed VMBS, delivering a return of +11.9% compared to +0.5%

DGRW vs VMBS - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
DGRW
$17B
Winner
VMBS
$17B
Expense Ratio
DGRW
0.28%
Winner
VMBS
0.03%
Max Drawdown
DGRW
32.21%
Winner
VMBS
22.61%
Sharpe Ratio
Winner
DGRW
1.36
VMBS
0.61
5Y Beta
DGRW
0.78
Winner
VMBS
0.04
P/E Ratio
DGRW
25.60
VMBS
N/A
Forward P/E
DGRW
19.47
VMBS
N/A
PEG Ratio
DGRW
0.72
VMBS
N/A
5Y Dividends CAGR
DGRW
3.12%
Winner
VMBS
19.63%
5Y EPS CAGR
DGRW
22.34%
VMBS
N/A
Debt to Equity
DGRW
-55.57%
VMBS
N/A
P/S Ratio
DGRW
3.02
VMBS
N/A
P/B Ratio
DGRW
5.34
VMBS
N/A

DGRW vs VMBS - Historical Returns

Returns include dividend reinvestment.

1M
Winner
DGRW
+0.98%
VMBS
+0.44%
3M
Winner
DGRW
+7.51%
VMBS
+0.53%
6M
Winner
DGRW
+7.92%
VMBS
+1.43%
1Y
Winner
DGRW
+17.78%
VMBS
+6.09%
5Y(CAGR)
Winner
DGRW
+11.94%
VMBS
+0.53%
10Y(CAGR)
Winner
DGRW
+14.13%
VMBS
+1.38%
Max(CAGR)
Winner
DGRW
+13.10%
VMBS
+2.10%

DGRW vs VMBS - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

YearDGRWVMBS
2026+7.51%+1.00%
2025+12.51%+8.50%
2024+17.15%+2.27%
2023+18.95%+4.56%
2022-6.36%-11.51%
2021+26.32%-1.30%
2020+13.29%+3.66%
2019+29.68%+6.04%
2018-5.82%+0.95%
2017+26.25%+2.35%
2016+13.75%+1.28%
2015+0.16%+1.42%
2014+14.82%+5.91%
2013+13.18%-1.21%
2012N/A+2.35%
2011N/A+5.83%
2010N/A+5.12%
2009N/A-1.00%

DGRW vs VMBS Drawdown Comparison

The maximum drawdown for DGRW was -32.03%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The maximum drawdown for VMBS was -17.47%, occurring on Oct 20, 2022. Recovery took 1201 trading sessions.

The current DGRW drawdown is -1.93%. The current VMBS drawdown is -1.11%.

RankDGRWVMBS
#1-32.03%
Jan 17, 2020 - Aug 10, 2020
-17.47%
Jan 5, 2021 - Oct 16, 2025
#2-18.64%
Sep 21, 2018 - Apr 15, 2019
-5.08%
Mar 9, 2020 - Mar 27, 2020
#3-17.27%
Jan 4, 2022 - Jun 12, 2023
-4.00%
Sep 26, 2012 - Mar 3, 2014
#4-16.22%
Nov 8, 2024 - Jul 3, 2025
-3.26%
Sep 27, 2016 - Aug 3, 2017
#5-13.17%
May 21, 2015 - Apr 13, 2016
-2.81%
Sep 7, 2017 - Dec 28, 2018
#6-11.07%
Jan 26, 2018 - Aug 29, 2018
-2.79%
Nov 4, 2010 - Mar 16, 2011
#7-9.92%
Jul 25, 2023 - Dec 11, 2023
-2.68%
Feb 27, 2026 - May 19, 2026
#8-8.30%
Feb 11, 2026 - Apr 17, 2026
-1.50%
Apr 24, 2015 - Sep 17, 2015
#9-7.73%
Apr 23, 2019 - Jul 3, 2019
-1.47%
Nov 30, 2009 - Feb 4, 2010
#10-7.64%
Oct 12, 2020 - Nov 10, 2020
-1.33%
Mar 16, 2011 - Apr 18, 2011
#11-7.19%
Sep 2, 2020 - Oct 12, 2020
-1.30%
Sep 22, 2011 - Dec 7, 2011
#12-7.06%
Dec 31, 2013 - Mar 4, 2014
-1.13%
Mar 23, 2010 - May 7, 2010
#13-6.54%
Sep 19, 2014 - Oct 31, 2014
-1.01%
Jun 8, 2011 - Jul 29, 2011
#14-6.26%
Jul 16, 2024 - Aug 19, 2024
-0.95%
Aug 18, 2011 - Sep 22, 2011
#15-6.19%
Jul 29, 2019 - Sep 11, 2019
-0.91%
Oct 19, 2015 - Jan 7, 2016

Correlation

Correlation between DGRW and VMBS is 0.64 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.64
-101

Dividend Comparison (2009 - 2026)

DGRW vs VMBS dividend yield comparison.

YearDGRWVMBS
20260.40%1.74%
20251.43%4.20%
20241.55%3.94%
20231.74%3.31%
20222.15%2.35%
20211.78%1.02%
20201.93%2.01%
20192.20%2.77%
20182.42%2.72%
20171.71%2.16%
20162.13%2.10%
20152.18%2.12%
20141.79%1.90%
20131.05%0.99%
20120.00%1.62%
20110.00%2.65%
20100.00%3.88%
20090.00%0.20%

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