VYM
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Jun 19, 2018, corresponding to the inception date of XLC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.12% | 6.51% | -1.84% | 10.98% | 14.10% | 10.82% |
| VYM | 3.68% | 2.51% | 0.02% | 12.56% | 9.85% | N/A |
| Portfolio components: | ||||||
VYM Vanguard High Dividend Yield ETF | 1.12% | 3.56% | -3.18% | 11.20% | 13.31% | 9.67% |
XLU Utilities Select Sector SPDR Fund | 7.15% | 2.34% | -1.36% | 16.19% | 9.55% | 9.63% |
TLH iShares 10-20 Year Treasury Bond ETF | 0.37% | -3.35% | -3.57% | 1.79% | -7.22% | -0.65% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 2.93% | -0.93% | 2.13% | 6.29% | -1.08% | 1.23% |
VNQ Vanguard Real Estate ETF | 0.39% | 1.11% | -8.42% | 13.36% | 6.71% | 5.28% |
XLC Communication Services Select Sector SPDR Fund | 5.47% | 7.47% | 4.59% | 23.90% | 14.56% | N/A |
XLY Consumer Discretionary Select Sector SPDR Fund | -3.96% | 8.71% | -1.89% | 23.80% | 12.50% | 12.17% |
GLD SPDR Gold Trust | 25.47% | -1.70% | 24.77% | 39.24% | 13.27% | 10.29% |
SIVR Aberdeen Standard Physical Silver Shares ETF | 14.04% | -0.66% | 9.39% | 2.75% | 12.69% | 6.70% |
XLK Technology Select Sector SPDR Fund | -0.38% | 11.10% | 0.19% | 7.75% | 19.74% | 19.67% |
Monthly Returns
The table below presents the monthly returns of VYM, 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 | 3.17% | 1.10% | -1.43% | -1.40% | 2.28% | 3.68% | |||||||
| 2024 | -0.48% | 1.72% | 4.21% | -2.77% | 4.40% | 0.08% | 3.81% | 2.25% | 3.00% | -0.76% | 3.77% | -3.98% | 15.87% |
| 2023 | 4.33% | -4.05% | 3.23% | 1.17% | -2.81% | 3.42% | 2.83% | -2.35% | -4.51% | -1.47% | 6.95% | 4.38% | 10.83% |
| 2022 | -2.74% | -1.13% | 2.15% | -5.72% | 0.94% | -6.07% | 4.96% | -3.39% | -7.56% | 5.18% | 6.36% | -2.70% | -10.42% |
| 2021 | -0.78% | 0.77% | 3.71% | 3.46% | 1.67% | -0.31% | 1.67% | 1.44% | -3.74% | 4.26% | -1.20% | 4.55% | 16.25% |
| 2020 | 1.01% | -5.91% | -8.70% | 7.95% | 3.85% | 0.16% | 5.78% | 3.14% | -3.07% | -1.03% | 6.66% | 3.15% | 12.20% |
| 2019 | 5.23% | 2.10% | 1.56% | 1.95% | -3.17% | 4.95% | 1.09% | 1.57% | 1.34% | 1.13% | 0.65% | 2.24% | 22.39% |
| 2018 | -0.32% | 1.51% | 1.14% | -0.25% | -3.02% | 2.16% | -4.06% | -2.97% |
Expense Ratio
VYM has an expense ratio of 0.12%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 77, VYM is among the top 23% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 0.70 | 1.05 | 1.15 | 0.76 | 2.92 |
XLU Utilities Select Sector SPDR Fund | 0.94 | 1.42 | 1.18 | 1.64 | 4.20 |
TLH iShares 10-20 Year Treasury Bond ETF | 0.15 | 0.18 | 1.02 | 0.02 | 0.14 |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 1.35 | 1.95 | 1.23 | 0.51 | 3.09 |
VNQ Vanguard Real Estate ETF | 0.74 | 1.05 | 1.14 | 0.53 | 2.19 |
XLC Communication Services Select Sector SPDR Fund | 1.23 | 1.83 | 1.27 | 1.43 | 5.26 |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.93 | 1.50 | 1.19 | 0.95 | 2.74 |
GLD SPDR Gold Trust | 2.21 | 3.06 | 1.39 | 5.03 | 13.76 |
SIVR Aberdeen Standard Physical Silver Shares ETF | 0.09 | 0.62 | 1.08 | 0.53 | 1.01 |
XLK Technology Select Sector SPDR Fund | 0.26 | 0.63 | 1.08 | 0.36 | 1.11 |
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Dividends
Dividend yield
VYM provided a 2.57% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.57% | 2.51% | 2.60% | 2.33% | 1.86% | 2.33% | 2.30% | 2.54% | 2.14% | 2.26% | 2.38% | 2.12% |
| Portfolio components: | ||||||||||||
VYM Vanguard High Dividend Yield ETF | 2.88% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
XLU Utilities Select Sector SPDR Fund | 2.83% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% |
TLH iShares 10-20 Year Treasury Bond ETF | 4.25% | 4.28% | 3.83% | 2.78% | 1.50% | 2.65% | 2.31% | 2.17% | 1.83% | 1.91% | 2.13% | 2.12% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.80% | 3.77% | 3.16% | 2.02% | 1.00% | 1.62% | 2.31% | 2.11% | 1.65% | 1.45% | 1.56% | 1.44% |
VNQ Vanguard Real Estate ETF | 4.10% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
XLC Communication Services Select Sector SPDR Fund | 1.02% | 0.99% | 0.82% | 1.11% | 0.74% | 0.68% | 0.81% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.82% | 0.72% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SIVR Aberdeen Standard Physical Silver Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLK Technology Select Sector SPDR Fund | 0.67% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the VYM. 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 VYM was 24.20%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current VYM drawdown is 1.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.2% | Feb 21, 2020 | 22 | Mar 23, 2020 | 93 | Aug 4, 2020 | 115 |
| -18.45% | Jan 5, 2022 | 194 | Oct 12, 2022 | 342 | Feb 23, 2024 | 536 |
| -10.61% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -9.32% | Aug 30, 2018 | 80 | Dec 24, 2018 | 33 | Feb 12, 2019 | 113 |
| -6.66% | Sep 3, 2020 | 14 | Sep 23, 2020 | 34 | Nov 10, 2020 | 48 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 10 assets, with an effective number of assets of 4.88, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | TLH | SCHR | GLD | SIVR | XLU | VNQ | XLC | XLK | XLY | VYM | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.09 | -0.08 | 0.07 | 0.20 | 0.42 | 0.64 | 0.84 | 0.91 | 0.87 | 0.83 | 0.87 |
| TLH | -0.09 | 1.00 | 0.90 | 0.30 | 0.16 | 0.14 | 0.12 | -0.04 | -0.06 | -0.05 | -0.14 | 0.10 |
| SCHR | -0.08 | 0.90 | 1.00 | 0.38 | 0.21 | 0.15 | 0.15 | -0.03 | -0.06 | -0.04 | -0.12 | 0.13 |
| GLD | 0.07 | 0.30 | 0.38 | 1.00 | 0.77 | 0.16 | 0.13 | 0.09 | 0.05 | 0.04 | 0.07 | 0.29 |
| SIVR | 0.20 | 0.16 | 0.21 | 0.77 | 1.00 | 0.16 | 0.19 | 0.18 | 0.18 | 0.17 | 0.18 | 0.39 |
| XLU | 0.42 | 0.14 | 0.15 | 0.16 | 0.16 | 1.00 | 0.63 | 0.30 | 0.26 | 0.30 | 0.54 | 0.65 |
| VNQ | 0.64 | 0.12 | 0.15 | 0.13 | 0.19 | 0.63 | 1.00 | 0.50 | 0.48 | 0.56 | 0.67 | 0.77 |
| XLC | 0.84 | -0.04 | -0.03 | 0.09 | 0.18 | 0.30 | 0.50 | 1.00 | 0.79 | 0.77 | 0.61 | 0.71 |
| XLK | 0.91 | -0.06 | -0.06 | 0.05 | 0.18 | 0.26 | 0.48 | 0.79 | 1.00 | 0.79 | 0.61 | 0.71 |
| XLY | 0.87 | -0.05 | -0.04 | 0.04 | 0.17 | 0.30 | 0.56 | 0.77 | 0.79 | 1.00 | 0.67 | 0.75 |
| VYM | 0.83 | -0.14 | -0.12 | 0.07 | 0.18 | 0.54 | 0.67 | 0.61 | 0.61 | 0.67 | 1.00 | 0.89 |
| Portfolio | 0.87 | 0.10 | 0.13 | 0.29 | 0.39 | 0.65 | 0.77 | 0.71 | 0.71 | 0.75 | 0.89 | 1.00 |