VYM
VYM
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 100% |
Performance
The chart shows the growth of an initial investment of $10,000 in VYM, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Sep 23, 2023, the VYM returned -1.05% Year-To-Date and 9.44% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.79% | 12.52% | 16.97% | 8.21% | 9.81% |
| VYM | -0.89% | 4.54% | -1.05% | 10.52% | 7.06% | 9.46% |
| Portfolio components: | ||||||
VYM Vanguard High Dividend Yield ETF | -0.89% | 4.54% | -1.05% | 10.52% | 7.06% | 9.46% |
| Returns over 1 year are annualized | ||||||
Dividend yield
VYM granted a 3.20% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VYM | 3.20% | 3.07% | 2.91% | 3.45% | 3.41% | 3.95% | 3.37% | 3.60% | 4.11% | 3.66% | 3.80% | 4.51% |
| Portfolio components: | ||||||||||||
VYM Vanguard High Dividend Yield ETF | 3.20% | 3.07% | 2.91% | 3.45% | 3.41% | 3.95% | 3.37% | 3.60% | 4.11% | 3.66% | 3.80% | 4.51% |
Expense Ratio
The VYM has an expense ratio of 0.06% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 0.53 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the VYM. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the VYM is 56.98%, recorded on Mar 5, 2009. It took 762 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.98% | Oct 10, 2007 | 353 | Mar 5, 2009 | 762 | Mar 13, 2012 | 1115 |
| -35.21% | Jan 21, 2020 | 44 | Mar 23, 2020 | 197 | Dec 31, 2020 | 241 |
| -16.25% | Jan 29, 2018 | 229 | Dec 24, 2018 | 75 | Apr 12, 2019 | 304 |
| -15.86% | Apr 21, 2022 | 113 | Sep 30, 2022 | 42 | Nov 30, 2022 | 155 |
| -12.99% | May 22, 2015 | 66 | Aug 25, 2015 | 141 | Mar 17, 2016 | 207 |
Volatility Chart
The current VYM volatility is 2.77%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.