High Dividend Yield ETFs 03
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in High Dividend Yield ETFs 03, 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 every 3 months.
The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VYMI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
| High Dividend Yield ETFs 03 | 2.53% | 1.91% | 10.68% | 17.76% | 10.20% | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 2.70% | 1.64% | 16.03% | 23.86% | 14.34% | 13.41% |
SCHD Schwab US Dividend Equity ETF | 1.61% | 1.17% | 6.84% | 13.09% | 11.02% | 11.19% |
VYM Vanguard High Dividend Yield ETF | 3.57% | 2.90% | 12.92% | 21.11% | 10.46% | 10.19% |
VYMI Vanguard International High Dividend Yield ETF | 3.74% | 3.73% | 8.76% | 13.45% | 7.06% | N/A |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 0.86% | 1.03% | 0.90% | 5.21% | 0.63% | 2.60% |
VNQ Vanguard Real Estate ETF | 1.52% | 1.10% | 1.84% | 13.85% | 2.70% | 4.70% |
Monthly Returns
The table below presents the monthly returns of High Dividend Yield ETFs 03, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.56% | 2.53% | |||||||||||
| 2024 | 0.17% | 3.07% | 3.65% | -3.87% | 3.91% | 1.21% | 3.45% | 2.57% | 1.86% | -1.31% | 4.27% | -3.93% | 15.60% |
| 2023 | 5.23% | -3.24% | 1.05% | 1.14% | -2.47% | 5.51% | 3.49% | -2.14% | -3.95% | -2.82% | 7.85% | 5.44% | 15.10% |
| 2022 | -3.19% | -2.38% | 2.81% | -6.12% | 1.55% | -7.86% | 5.85% | -3.67% | -8.56% | 7.99% | 6.81% | -3.89% | -11.78% |
| 2021 | -0.61% | 3.54% | 5.29% | 3.71% | 2.09% | 0.50% | 1.43% | 2.11% | -3.78% | 5.09% | -1.93% | 5.68% | 25.12% |
| 2020 | -1.13% | -7.61% | -13.79% | 10.35% | 3.73% | 1.40% | 4.43% | 4.49% | -2.93% | -1.68% | 11.31% | 3.47% | 9.64% |
| 2019 | 7.06% | 2.66% | 1.62% | 2.84% | -5.22% | 5.81% | 0.58% | -1.10% | 2.72% | 1.86% | 2.05% | 2.63% | 25.57% |
| 2018 | 3.88% | -4.74% | -1.26% | -0.08% | 0.95% | 0.32% | 3.37% | 1.29% | 0.50% | -5.54% | 2.25% | -6.90% | -6.44% |
| 2017 | 1.22% | 2.81% | 0.37% | 0.79% | 1.36% | 0.63% | 2.03% | 0.16% | 1.91% | 1.62% | 2.43% | 1.39% | 18.00% |
| 2016 | 4.17% | 0.56% | 0.89% | 1.48% | 3.24% | -0.26% | 0.09% | -1.85% | 1.56% | 2.50% | 12.92% |
Expense Ratio
High Dividend Yield ETFs 03 has an expense ratio of 0.09%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of High Dividend Yield ETFs 03 is 54, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.94 | 2.60 | 1.35 | 2.92 | 12.23 |
SCHD Schwab US Dividend Equity ETF | 1.06 | 1.57 | 1.19 | 1.52 | 4.12 |
VYM Vanguard High Dividend Yield ETF | 1.82 | 2.58 | 1.33 | 3.34 | 9.62 |
VYMI Vanguard International High Dividend Yield ETF | 0.96 | 1.35 | 1.17 | 1.42 | 3.53 |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 0.70 | 1.02 | 1.12 | 0.34 | 2.23 |
VNQ Vanguard Real Estate ETF | 0.62 | 0.92 | 1.12 | 0.39 | 2.24 |
Dividends
Dividend yield
High Dividend Yield ETFs 03 provided a 3.10% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.10% | 3.17% | 3.13% | 3.12% | 2.61% | 2.73% | 2.98% | 3.26% | 2.73% | 2.76% | 2.27% | 2.05% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.21% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
SCHD Schwab US Dividend Equity ETF | 3.58% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.07% | 2.63% | 2.89% | 2.97% | 2.62% |
VYM Vanguard High Dividend Yield ETF | 2.64% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
VYMI Vanguard International High Dividend Yield ETF | 4.67% | 4.84% | 4.58% | 4.71% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.45% | 4.43% | 3.72% | 3.04% | 2.88% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% | 3.34% |
VNQ Vanguard Real Estate ETF | 3.80% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the High Dividend Yield ETFs 03. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the High Dividend Yield ETFs 03 was 33.20%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current High Dividend Yield ETFs 03 drawdown is 1.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.2% | Feb 13, 2020 | 27 | Mar 23, 2020 | 161 | Nov 9, 2020 | 188 |
| -21.07% | Jan 5, 2022 | 194 | Oct 12, 2022 | 298 | Dec 19, 2023 | 492 |
| -15.61% | Jan 29, 2018 | 229 | Dec 24, 2018 | 67 | Apr 2, 2019 | 296 |
| -5.48% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -5.36% | Jul 25, 2019 | 15 | Aug 14, 2019 | 19 | Sep 11, 2019 | 34 |
Volatility
Volatility Chart
The current High Dividend Yield ETFs 03 volatility is 3.01%, 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.
Diversification
Asset Correlations Table
| VCIT | VNQ | VYMI | VOO | SCHD | VYM | |
|---|---|---|---|---|---|---|
| VCIT | 1.00 | 0.33 | 0.15 | 0.16 | 0.12 | 0.10 |
| VNQ | 0.33 | 1.00 | 0.50 | 0.59 | 0.62 | 0.62 |
| VYMI | 0.15 | 0.50 | 1.00 | 0.74 | 0.72 | 0.75 |
| VOO | 0.16 | 0.59 | 0.74 | 1.00 | 0.81 | 0.84 |
| SCHD | 0.12 | 0.62 | 0.72 | 0.81 | 1.00 | 0.96 |
| VYM | 0.10 | 0.62 | 0.75 | 0.84 | 0.96 | 1.00 |