Vanguard High Dividend Yield ETF (VYM)
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.
ETF Info
US9219464065
921946406
Nov 10, 2006
North America (U.S.)
1x
FTSE High Dividend Yield Index
Large-Cap
Value
Share Price Chart
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Performance
Performance Chart
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.
Returns By Period
Vanguard High Dividend Yield ETF had a return of 19.69% year-to-date (YTD) and 28.16% in the last 12 months. Over the past 10 years, Vanguard High Dividend Yield ETF had an annualized return of 9.87%, while the S&P 500 had an annualized return of 11.13%, indicating that Vanguard High Dividend Yield ETF did not perform as well as the benchmark.
VYM
19.69%
0.55%
10.19%
28.16%
10.95%
9.87%
^GSPC (Benchmark)
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.75% | 2.62% | 5.41% | -3.74% | 3.03% | -0.32% | 4.83% | 2.44% | 1.33% | -0.33% | 19.69% | ||
| 2023 | 2.37% | -3.51% | -0.59% | 1.27% | -5.13% | 5.53% | 4.02% | -2.39% | -3.35% | -2.78% | 6.26% | 5.62% | 6.59% |
| 2022 | -0.53% | -1.47% | 2.76% | -4.20% | 3.52% | -7.86% | 4.60% | -2.45% | -7.88% | 12.23% | 6.26% | -3.50% | -0.45% |
| 2021 | -0.57% | 4.57% | 6.94% | 2.55% | 3.03% | -1.19% | 0.55% | 2.09% | -3.21% | 4.92% | -2.31% | 6.75% | 26.20% |
| 2020 | -2.51% | -9.70% | -13.62% | 10.26% | 2.83% | -0.76% | 3.07% | 3.19% | -2.58% | -1.72% | 12.26% | 3.40% | 1.15% |
| 2019 | 6.10% | 3.77% | 0.52% | 2.84% | -6.31% | 6.64% | 0.72% | -2.10% | 3.90% | 1.05% | 2.34% | 2.97% | 24.06% |
| 2018 | 4.11% | -4.72% | -2.15% | 0.13% | 1.60% | -0.29% | 4.09% | 1.11% | 0.40% | -4.40% | 3.56% | -8.66% | -5.92% |
| 2017 | -0.04% | 3.58% | -0.30% | -0.08% | 0.36% | 1.14% | 1.61% | -0.18% | 3.02% | 1.74% | 3.07% | 1.49% | 16.42% |
| 2016 | -2.82% | 0.51% | 6.64% | 0.72% | 1.39% | 2.18% | 2.35% | -0.30% | -0.41% | -1.28% | 4.23% | 2.97% | 17.04% |
| 2015 | -2.88% | 4.90% | -1.83% | 1.70% | 0.37% | -2.65% | 1.05% | -5.66% | -1.56% | 8.41% | 0.22% | -1.04% | 0.28% |
| 2014 | -4.00% | 3.61% | 2.48% | 2.11% | 1.58% | 2.01% | -1.67% | 3.76% | -1.17% | 2.47% | 3.03% | -1.12% | 13.54% |
| 2013 | 5.65% | 2.07% | 3.62% | 3.01% | 0.73% | -0.14% | 4.47% | -3.91% | 2.35% | 4.75% | 2.31% | 2.03% | 30.08% |
Expense Ratio
VYM has an expense ratio of 0.06%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of VYM is 87, placing it in the top 13% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Vanguard High Dividend Yield ETF provided a 2.77% dividend yield over the last twelve months, with an annual payout of $3.63 per share. The fund has been increasing its distributions for 13 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.63 | $3.48 | $3.25 | $3.10 | $2.91 | $2.84 | $2.65 | $2.40 | $2.21 | $2.15 | $1.91 | $1.75 |
Dividend yield | 2.77% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.66 | $0.00 | $0.00 | $1.02 | $0.00 | $0.00 | $0.85 | $0.00 | $0.00 | $2.53 | |
| 2023 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $0.88 | $0.00 | $0.00 | $0.79 | $0.00 | $0.00 | $1.10 | $3.48 |
| 2022 | $0.00 | $0.00 | $0.66 | $0.00 | $0.00 | $0.85 | $0.00 | $0.00 | $0.77 | $0.00 | $0.00 | $0.98 | $3.25 |
| 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 | $3.10 |
| 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 | $2.91 |
| 2019 | $0.00 | $0.00 | $0.65 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.79 | $0.00 | $0.00 | $0.78 | $2.84 |
| 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 | $2.65 |
| 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 | $2.40 |
| 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 | $2.21 |
| 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 | $2.15 |
| 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 | $1.91 |
| 2013 | $0.36 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.53 | $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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard High Dividend Yield ETF. 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 ETF was 56.98%, occurring on Mar 5, 2009. Recovery took 762 trading sessions.
The current Vanguard High Dividend Yield ETF drawdown is 1.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.98% | Oct 10, 2007 | 353 | Mar 5, 2009 | 762 | Mar 13, 2012 | 1115 |
| -35.21% | Jan 21, 2020 | 44 | Mar 23, 2020 | 197 | Dec 31, 2020 | 241 |
| -16.25% | Jan 29, 2018 | 229 | Dec 24, 2018 | 75 | Apr 12, 2019 | 304 |
| -15.86% | Apr 21, 2022 | 113 | Sep 30, 2022 | 42 | Nov 30, 2022 | 155 |
| -12.99% | May 22, 2015 | 66 | Aug 25, 2015 | 141 | Mar 17, 2016 | 207 |
Volatility
Volatility Chart
The current Vanguard High Dividend Yield ETF volatility is 3.73%, 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.