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Vanguard High Dividend Yield Index Fund Admiral Sh...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

CUSIP

921946786

Issuer

Vanguard

Inception Date

Feb 7, 2019

Region

North America (U.S.)

Min. Investment

$3,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VHYAX vs. VDIGX VHYAX vs. SCHD VHYAX vs. VYMI VHYAX vs. VEIPX VHYAX vs. VIHAX VHYAX vs. VOO VHYAX vs. IOO VHYAX vs. SDIV VHYAX vs. VLXVX VHYAX vs. SPY
Popular comparisons:
VHYAX vs. VDIGX VHYAX vs. SCHD VHYAX vs. VYMI VHYAX vs. VEIPX VHYAX vs. VIHAX VHYAX vs. VOO VHYAX vs. IOO VHYAX vs. SDIV VHYAX vs. VLXVX VHYAX vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard High Dividend Yield Index Fund Admiral Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.63%
12.32%
VHYAX (Vanguard High Dividend Yield Index Fund Admiral Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard High Dividend Yield Index Fund Admiral Shares had a return of 19.65% year-to-date (YTD) and 28.07% in the last 12 months.


VHYAX

YTD

19.65%

1M

0.54%

6M

10.15%

1Y

28.07%

5Y (annualized)

10.88%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of VHYAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.77%2.74%5.38%-3.83%2.93%-0.18%4.75%2.54%1.29%-0.34%19.65%
20232.36%-3.47%-0.62%1.26%-5.18%5.61%3.97%-2.40%-3.37%-2.73%6.24%5.57%6.49%
2022-0.47%-1.52%2.75%-4.17%3.48%-7.89%4.63%-2.46%-7.89%12.20%6.39%-3.57%-0.45%
2021-0.62%4.59%6.79%2.63%3.04%-1.16%0.54%2.14%-3.26%4.91%-2.29%6.72%26.08%
2020-2.51%-9.76%-13.59%10.36%2.72%-0.72%3.03%3.23%-2.62%-1.80%12.31%3.43%1.06%
20193.52%0.51%2.94%-6.40%6.62%0.72%-2.00%3.79%1.01%2.33%3.06%16.67%

Expense Ratio

VHYAX has an expense ratio of 0.08%, which is considered low compared to other funds.


Expense ratio chart for VHYAX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VHYAX is 87, placing it in the top 13% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VHYAX is 8787
Combined Rank
The Sharpe Ratio Rank of VHYAX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VHYAX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VHYAX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VHYAX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of VHYAX is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VHYAX, currently valued at 2.63, compared to the broader market-1.000.001.002.003.004.005.002.632.46
The chart of Sortino ratio for VHYAX, currently valued at 3.73, compared to the broader market0.005.0010.003.733.31
The chart of Omega ratio for VHYAX, currently valued at 1.48, compared to the broader market1.002.003.004.001.481.46
The chart of Calmar ratio for VHYAX, currently valued at 5.34, compared to the broader market0.005.0010.0015.0020.0025.005.343.55
The chart of Martin ratio for VHYAX, currently valued at 16.79, compared to the broader market0.0020.0040.0060.0080.00100.0016.7915.76
VHYAX
^GSPC

The current Vanguard High Dividend Yield Index Fund Admiral Shares Sharpe ratio is 2.63. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard High Dividend Yield Index Fund Admiral Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.63
2.46
VHYAX (Vanguard High Dividend Yield Index Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard High Dividend Yield Index Fund Admiral Shares provided a 2.76% dividend yield over the last twelve months, with an annual payout of $1.09 per share. The fund has been increasing its distributions for 4 consecutive years.


2.70%2.80%2.90%3.00%3.10%3.20%$0.00$0.20$0.40$0.60$0.80$1.0020192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$1.09$1.04$0.97$0.93$0.87$0.85

Dividend yield

2.76%3.10%2.98%2.74%3.16%3.00%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard High Dividend Yield Index Fund Admiral Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.20$0.00$0.00$0.31$0.00$0.00$0.26$0.00$0.00$0.76
2023$0.00$0.00$0.22$0.00$0.00$0.26$0.00$0.00$0.24$0.00$0.00$0.33$1.04
2022$0.00$0.00$0.20$0.00$0.00$0.25$0.00$0.00$0.23$0.00$0.00$0.29$0.97
2021$0.00$0.00$0.20$0.00$0.00$0.23$0.00$0.00$0.22$0.00$0.00$0.28$0.93
2020$0.00$0.00$0.17$0.00$0.00$0.25$0.00$0.00$0.21$0.00$0.00$0.24$0.87
2019$0.19$0.00$0.00$0.19$0.00$0.00$0.24$0.00$0.00$0.23$0.85

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.47%
-1.40%
VHYAX (Vanguard High Dividend Yield Index Fund Admiral Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard High Dividend Yield Index Fund Admiral Shares. 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 Vanguard High Dividend Yield Index Fund Admiral Shares was 35.14%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current Vanguard High Dividend Yield Index Fund Admiral Shares drawdown is 1.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.14%Jan 21, 202044Mar 23, 2020200Jan 6, 2021244
-15.87%Apr 21, 2022113Sep 30, 202242Nov 30, 2022155
-10.04%Dec 1, 2022228Oct 27, 202332Dec 13, 2023260
-6.75%Jan 13, 202229Feb 24, 202238Apr 20, 202267
-6.4%May 1, 201922May 31, 201914Jun 20, 201936

Volatility

Volatility Chart

The current Vanguard High Dividend Yield Index Fund Admiral Shares volatility is 3.72%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.72%
4.07%
VHYAX (Vanguard High Dividend Yield Index Fund Admiral Shares)
Benchmark (^GSPC)