Vanguard Diversified High Growth INDEX ETF

10-Year Study

VDHG.AU · · AU · ETF

Executive Summary: Vanguard Diversified High Growth INDEX ETF has compounded at 8.9% annually over the last 10 years, with a maximum drawdown of 19.6% and an annualized volatility of 11.9%.

1Y CAGR
+10.6%
3Y CAGR
+13.2%
5Y CAGR
+8.1%
10Y CAGR
+8.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
19.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.53
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +23.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -9.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.11.5-7.05.6————————-0.2%
20253.4-2.6-3.30.64.82.42.71.70.92.1-1.20.912.9%
20242.42.33.2-2.50.82.02.9-0.21.71.23.2-0.417.8%
20234.0-0.00.82.1-0.12.03.0-0.4-3.3-3.15.24.715.5%
2022-4.6-2.33.9-2.7-2.0-6.85.4-0.4-5.75.93.1-2.7-9.5%
2021-1.10.33.52.91.62.7-1.23.0-1.80.01.71.413.4%
20203.8-7.2-13.48.12.60.71.83.4-2.20.58.43.17.7%
20194.34.61.13.1-1.84.02.9-1.72.00.33.4-0.523.7%
20180.9-0.0-2.63.40.91.61.52.4-0.1-6.5-0.7-2.6-2.2%
2017———————————0.40.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 11.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 88.9% of variance. Idiosyncratic stock-specific factors contribute 9.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-11-0110000
2017-12-0110035.642849205466
2018-01-0110130.736748527614
2018-02-0110126.764084898321
2018-03-019862.068007556394
2018-04-0110192.71585731748
2018-05-0110284.614957217469
2018-06-0110452.439159906657
2018-07-0110613.95710634515
2018-08-0110869.485498388709
2018-09-0110857.42860317813
2018-10-0110153.79486609623
2018-11-0110078.842093565952
2018-12-019813.507056339593
2019-01-0110236.665185020556
2019-02-0110711.99577730859
2019-03-0110832.342482498054
2019-04-0111167.490832314701
2019-05-0110967.913101455717
2019-06-0111404.072674741637
2019-07-0111735.081675741747
2019-08-0111533.753750416714
2019-09-0111764.446049561062
2019-10-0111794.199355483941
2019-11-0112199.577730858984
2019-12-0112136.237359706634
2020-01-0112595.538393154795
2020-02-0111690.854539393265
2020-03-0110125.708412045784
2020-04-0110946.688520946773
2020-05-0111231.83131459051
2020-06-0111313.28480942327
2020-07-0111517.501944660515
2020-08-0111904.044893877097
2020-09-0111638.29314368263
2020-10-0111693.910434492722
2020-11-0112681.77019668852
2020-12-0113075.286142904768
2021-01-0112928.297588620959
2021-02-0112964.69052116902
2021-03-0113415.046116235137
2021-04-0113801.200133348151
2021-05-0114017.835315035003
2021-06-0114389.87665296144
2021-07-0114220.718968774307
2021-08-0114645.016112901432
2021-09-0114383.375930658962
2021-10-0114386.65407267474
2021-11-0114628.597621957995
2021-12-0114830.231136792974
2022-01-0114145.849538837649
2022-02-0113817.06300700078
2022-03-0114357.92865873986
2022-04-0113972.4969441049
2022-05-0113697.438604289364
2022-06-0112763.695966218469
2022-07-0113452.300255583954
2022-08-0113393.043671519059
2022-09-0112627.736415157238
2022-10-0113374.291587954216
2022-11-0113792.560284476052
2022-12-0113414.129347705299
2023-01-0113946.382931436825
2023-02-0113943.88265362818
2023-03-0114056.450716746305
2023-04-0114351.677964218246
2023-05-0114331.56461829092
2023-06-0114612.98477608623
2023-07-0115056.339593288143
2023-08-0115000.444493832647
2023-09-0114504.833870430046
2023-10-0114057.200800088898
2023-11-0114795.032781420157
2023-12-0115491.887987554172
2024-01-0115869.707745305033
2024-02-0116232.664740526725
2024-03-0116757.80642293588
2024-04-0116338.037559728857
2024-05-0116470.24669407712
2024-06-0116807.284142682518
2024-07-0117296.144016001777
2024-08-0117264.529392154684
2024-09-0117557.061895766194
2024-10-0117768.502055783974
2024-11-0118332.981442382486
2024-12-0118256.11179019891
2025-01-0118876.819646627402
2025-02-0118390.876764084896
2025-03-0117776.780753417046
2025-04-0117888.79319924436
2025-05-0118739.10990110012
2025-06-0119188.63207023002
2025-07-0119715.551727969774
2025-08-0120059.506611845758
2025-09-0120235.60951216802
2025-10-0120657.378597621955
2025-11-0120416.796310701186
2025-12-0120607.62306922991
2026-01-0120632.848094232693
2026-02-0120941.21569063229
2026-03-0119466.912990332257
2026-04-0120557.839759973333
Annual Return Matrix
YearAnnual Return
2018-0.022134684962753504
20190.23668707731417404
20200.07737561118537917
20210.13421847711076818
2022-0.09548750629883351
20230.15489329094655746
20240.17843040208304184
20250.1288067966528037
2026-0.002415771537034539
Total Factor Risk
0.1187617437217633
VTI.US Exposure
0.8888656518846844
VEA.US Exposure
0.3389478043065865
VWO.US Exposure
-0.043614330218650854
QQQ.US Exposure
-0.2299324086988635
VTV.US Exposure
-0.15761049983403935
IJR.US Exposure
0.016199467411813814
QUAL.US Exposure
0.020717429163491032
SHV.US Exposure
0.06716576979993498
TLT.US Exposure
0.02312012693660764
LQD.US Exposure
0.04388130288589758
HYG.US Exposure
-0.04786939557610511
GLD.US Exposure
0.00678842447878362
USO.US Exposure
-0.003668413980114638
VNQ.US Exposure
-0.010076907319232716
BTC-USD.CC Exposure
0.019905629092459822
CPER.US Exposure
0.011994426616492275
VIX.INDX Exposure
-0.0371680764682879
UUP.US Exposure
0.0033147592641439346
TIP.US Exposure
-0.007571464973879081
Idiosyncratic Exposure
0.09661070522827775
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.67%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$3,565
Avg Yield on Cost
5.94%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2021$682.336.82%Solid
2022$739.27.39%Solid
2023$450.144.50%Solid
2024$602.336.02%Solid
2025$816.368.16%Solid
2026$274.42.74%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard Diversified High Growth INDEX ETF a high-risk investment?

Vanguard Diversified High Growth INDEX ETF (VDHG.AU) has an annualized volatility of 11.9% and experienced a maximum drawdown of 19.6% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of VDHG.AU?

Over the past 10 years, VDHG.AU has generated a Compound Annual Growth Rate (CAGR) of 8.9%. It has had a positive return in 67% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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