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

Fund Info

CUSIP921946786
IssuerVanguard
Inception DateFeb 7, 2019
RegionNorth America (U.S.)
CategoryLarge Cap Value Equities, Dividend
Min. Investment$3,000
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

The Vanguard High Dividend Yield Index Fund Admiral Shares has an expense ratio of 0.08% which is considered to be low.


0.50%1.00%1.50%2.00%0.08%

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.


Vanguard High Dividend Yield Index Fund Admiral Shares

Popular comparisons: VHYAX vs. VDIGX, VHYAX vs. SCHD, VHYAX vs. VYMI, VHYAX vs. VIHAX, VHYAX vs. VEIPX, 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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
12.24%
15.51%
VHYAX (Vanguard High Dividend Yield Index Fund Admiral Shares)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard High Dividend Yield Index Fund Admiral Shares had a return of 3.36% year-to-date (YTD) and 10.11% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.36%5.90%
1 month-1.67%-1.28%
6 months12.24%15.51%
1 year10.11%21.68%
5 years (annualized)8.94%11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.59%2.74%5.37%
2023-3.37%-2.73%6.24%5.76%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VHYAX is 56, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of VHYAX is 5656
Vanguard High Dividend Yield Index Fund Admiral Shares(VHYAX)
The Sharpe Ratio Rank of VHYAX is 5151Sharpe Ratio Rank
The Sortino Ratio Rank of VHYAX is 5151Sortino Ratio Rank
The Omega Ratio Rank of VHYAX is 4848Omega Ratio Rank
The Calmar Ratio Rank of VHYAX is 7575Calmar Ratio Rank
The Martin Ratio Rank of VHYAX is 5353Martin 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.


VHYAX
Sharpe ratio
The chart of Sharpe ratio for VHYAX, currently valued at 0.97, compared to the broader market-1.000.001.002.003.004.000.97
Sortino ratio
The chart of Sortino ratio for VHYAX, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.0010.0012.001.47
Omega ratio
The chart of Omega ratio for VHYAX, currently valued at 1.17, compared to the broader market1.001.502.002.503.001.17
Calmar ratio
The chart of Calmar ratio for VHYAX, currently valued at 1.06, compared to the broader market0.002.004.006.008.0010.0012.001.06
Martin ratio
The chart of Martin ratio for VHYAX, currently valued at 3.19, compared to the broader market0.0010.0020.0030.0040.0050.0060.003.19
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.0012.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.62

Sharpe Ratio

The current Vanguard High Dividend Yield Index Fund Admiral Shares Sharpe ratio is 0.97. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.97
1.89
VHYAX (Vanguard High Dividend Yield Index Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard High Dividend Yield Index Fund Admiral Shares granted a 2.95% dividend yield in the last twelve months. The annual payout for that period amounted to $1.02 per share.


PeriodTTM20232022202120202019
Dividend$1.02$1.04$0.97$0.93$0.87$0.85

Dividend yield

2.95%3.09%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.20
2023$0.00$0.00$0.21$0.00$0.00$0.26$0.00$0.00$0.23$0.00$0.00$0.33
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
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
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
2019$0.19$0.00$0.00$0.19$0.00$0.00$0.24$0.00$0.00$0.23

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.09%
-3.86%
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 5.09%.


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 3.38%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.38%
3.39%
VHYAX (Vanguard High Dividend Yield Index Fund Admiral Shares)
Benchmark (^GSPC)