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Vanguard High Dividend Yield ETF (VYM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

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

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

VYM has an expense ratio of 0.06%, which is considered low compared to other funds.


Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

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 ETF

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

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.


240.00%260.00%280.00%300.00%320.00%FebruaryMarchAprilMayJuneJuly
319.91%
293.28%
VYM (Vanguard High Dividend Yield ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard High Dividend Yield ETF had a return of 11.24% year-to-date (YTD) and 15.66% in the last 12 months. Over the past 10 years, Vanguard High Dividend Yield ETF had an annualized return of 9.63%, while the S&P 500 had an annualized return of 10.77%, indicating that Vanguard High Dividend Yield ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date11.24%15.41%
1 month3.06%0.33%
6 months11.25%13.74%
1 year15.66%21.39%
5 years (annualized)10.29%13.11%
10 years (annualized)9.63%10.77%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.75%2.62%5.41%-3.74%3.03%-0.32%11.24%
20232.37%-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%
20196.10%3.77%0.52%2.84%-6.31%6.64%0.72%-2.10%3.90%1.05%2.34%2.97%24.06%
20184.11%-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%
20135.65%2.07%3.62%3.01%0.73%-0.14%4.47%-3.91%2.35%4.75%2.31%2.03%30.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VYM is 73, suggesting that the investment has average results relative to other ETFs 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 VYM is 7373
VYM (Vanguard High Dividend Yield ETF)
The Sharpe Ratio Rank of VYM is 7575Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 7575Sortino Ratio Rank
The Omega Ratio Rank of VYM is 7272Omega Ratio Rank
The Calmar Ratio Rank of VYM is 7878Calmar Ratio Rank
The Martin Ratio Rank of VYM is 6666Martin 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 ETF (VYM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VYM
Sharpe ratio
The chart of Sharpe ratio for VYM, currently valued at 1.64, compared to the broader market0.002.004.006.001.64
Sortino ratio
The chart of Sortino ratio for VYM, currently valued at 2.38, compared to the broader market0.005.0010.0015.002.38
Omega ratio
The chart of Omega ratio for VYM, currently valued at 1.28, compared to the broader market1.002.003.001.28
Calmar ratio
The chart of Calmar ratio for VYM, currently valued at 1.68, compared to the broader market0.005.0010.0015.0020.001.68
Martin ratio
The chart of Martin ratio for VYM, currently valued at 5.21, compared to the broader market0.0050.00100.00150.005.21
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0050.00100.00150.006.82

Sharpe Ratio

The current Vanguard High Dividend Yield ETF Sharpe ratio is 1.64. 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 ETF 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 Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.64
1.82
VYM (Vanguard High Dividend Yield ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard High Dividend Yield ETF granted a 2.91% dividend yield in the last twelve months. The annual payout for that period amounted to $3.56 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.56$3.48$3.25$3.10$2.91$2.84$2.65$2.40$2.21$2.15$1.91$1.75

Dividend yield

2.91%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.66$0.00$0.00$1.02$0.00$1.68
2023$0.00$0.00$0.72$0.00$0.00$0.88$0.00$0.00$0.78$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$0.97$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$0.62$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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.50%
-2.86%
VYM (Vanguard High Dividend Yield ETF)
Benchmark (^GSPC)

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 1.50%.


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

Volatility Chart

The current Vanguard High Dividend Yield ETF volatility is 2.66%, 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%FebruaryMarchAprilMayJuneJuly
2.66%
2.76%
VYM (Vanguard High Dividend Yield ETF)
Benchmark (^GSPC)