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Vanguard High Dividend Yield ETF (VYM)

ETF · Currency in USD · Last updated Sep 21, 2023

VYM, or the Vanguard High Dividend Yield ETF, is a passive exchange-traded fund (ETF) managed by Vanguard. It tracks the investment results of the FTSE High Dividend Yield Index, a market-capitalization-weighted index designed to measure the performance of high-dividend-yielding common stocks listed on American exchanges. It might be attractive to investors looking to diversify their portfolios and gain exposure to the U.S. stock market.

VYM was launched on November 10, 2006, with a low expense ratio of 0.06%. As a passive ETF, VYM does not try to outperform the market by actively picking and choosing individual stocks. Instead, it simply aims to replicate the performance of the FTSE High Dividend Yield Index by holding a diversified portfolio of stocks that closely match the index.

Summary

ETF Info

ISINUS9219464065
CUSIP921946406
IssuerVanguard
Inception DateNov 10, 2006
RegionNorth America (U.S.)
CategoryDividend, Large Cap Value Equities
Index TrackedFTSE High Dividend Yield Index
ETF Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

The Vanguard High Dividend Yield ETF has an expense ratio of 0.06% which is considered to be low.


0.06%
0.00%2.15%

Share Price Chart


Loading data...

Performance

The chart shows the growth of an initial investment of $10,000 in Vanguard High Dividend Yield ETF, 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%15.00%AprilMayJuneJulyAugustSeptember
6.21%
10.86%
VYM (Vanguard High Dividend Yield ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with VYM

Vanguard High Dividend Yield ETF

Popular comparisons: VYM vs. SCHD, VYM vs. VOO, VYM vs. VTI, VYM vs. VTV, VYM vs. SPYD, VYM vs. VYMI, VYM vs. VIG, VYM vs. SPY, VYM vs. SPHD, VYM vs. VNQ

Return

Vanguard High Dividend Yield ETF had a return of 0.54% year-to-date (YTD) and 8.07% in the last 12 months. Over the past 10 years, Vanguard High Dividend Yield ETF had an annualized return of 9.55%, which was very close to the S&P 500 benchmark's annualized return of 9.93%.


PeriodReturnBenchmark
1 month0.52%0.06%
6 months6.61%11.82%
Year-To-Date0.54%14.66%
1 year8.07%14.17%
5 years (annualized)7.10%8.51%
10 years (annualized)9.55%9.93%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-3.51%-0.59%1.27%-5.13%5.53%4.02%-2.39%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and S&P 500 (^GSPC). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VYM
Vanguard High Dividend Yield ETF
0.45
^GSPC
S&P 500
0.74

Sharpe Ratio

The current Vanguard High Dividend Yield ETF Sharpe ratio is 0.45. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.45
0.74
VYM (Vanguard High Dividend Yield ETF)
Benchmark (^GSPC)

Dividend History

Vanguard High Dividend Yield ETF granted a 3.15% dividend yield in the last twelve months. The annual payout for that period amounted to $3.35 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$3.35$3.25$3.10$2.91$2.84$2.65$2.40$2.21$2.15$1.91$1.75$1.59

Dividend yield

3.15%3.07%2.91%3.45%3.41%3.95%3.37%3.60%4.11%3.66%3.80%4.51%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.72$0.00$0.00$0.88$0.00$0.00
2022$0.00$0.00$0.66$0.00$0.00$0.85$0.00$0.00$0.77$0.00$0.00$0.97
2021$0.00$0.00$0.66$0.00$0.00$0.75$0.00$0.00$0.75$0.00$0.00$0.94
2020$0.00$0.00$0.55$0.00$0.00$0.84$0.00$0.00$0.71$0.00$0.00$0.81
2019$0.00$0.00$0.65$0.00$0.00$0.62$0.00$0.00$0.79$0.00$0.00$0.78
2018$0.00$0.00$0.61$0.00$0.00$0.63$0.00$0.00$0.67$0.00$0.00$0.74
2017$0.00$0.00$0.56$0.00$0.00$0.60$0.00$0.00$0.60$0.00$0.00$0.64
2016$0.00$0.00$0.48$0.00$0.00$0.58$0.00$0.00$0.48$0.00$0.00$0.67
2015$0.00$0.00$0.46$0.00$0.00$0.56$0.00$0.00$0.53$0.00$0.00$0.60
2014$0.00$0.00$0.40$0.00$0.00$0.48$0.00$0.00$0.47$0.00$0.00$0.56
2013$0.00$0.00$0.36$0.00$0.00$0.42$0.00$0.00$0.44$0.00$0.00$0.53
2012$0.33$0.00$0.00$0.37$0.00$0.00$0.40$0.00$0.00$0.49

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-2.98%
-8.22%
VYM (Vanguard High Dividend Yield ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Vanguard High Dividend Yield ETF. 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 Vanguard High Dividend Yield ETF 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, 2007353Mar 5, 2009762Mar 13, 20121115
-35.21%Jan 21, 202044Mar 23, 2020197Dec 31, 2020241
-16.25%Jan 29, 2018229Dec 24, 201875Apr 12, 2019304
-15.86%Apr 21, 2022113Sep 30, 202242Nov 30, 2022155
-12.99%May 22, 201566Aug 25, 2015141Mar 17, 2016207

Volatility Chart

The current Vanguard High Dividend Yield ETF volatility is 2.52%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
2.52%
3.47%
VYM (Vanguard High Dividend Yield ETF)
Benchmark (^GSPC)

Alternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. YieldMax. DrawdownSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
SCHDOct 20, 20110.06%-1.5%11.2%4.5%-33.4%0.40.81.10.55.2%
SPHDOct 18, 20120.30%-4.2%8.2%4.5%-41.4%-0.1-0.01.0-0.27.4%
SPYJan 22, 19930.09%16.0%11.9%1.5%-55.2%0.81.51.21.83.2%
SPYDOct 21, 20150.07%-5.0%7.2%5.0%-46.4%-0.2-0.11.0-0.29.7%
VIGApr 21, 20060.06%6.7%10.7%1.5%-46.8%0.81.41.21.62.9%
VNQSep 23, 20040.12%0.0%5.9%4.7%-73.1%-0.3-0.31.0-0.49.4%
VOOSep 7, 20100.03%16.1%12.0%1.5%-34.0%0.91.61.21.83.2%
VTIMay 24, 20010.03%15.2%11.4%1.9%-55.5%0.81.31.11.83.3%
VTVJan 26, 20040.04%3.1%10.0%3.2%-59.3%0.71.01.11.23.3%
VUGJan 26, 20040.04%31.3%13.7%0.8%-50.7%0.91.51.22.04.1%
VYMIFeb 25, 20160.22%10.7%7.0%4.5%-40.0%1.11.81.22.13.3%