Vanguard International High Dividend Yield ETF (VYMI)
VYMI is a passive ETF by Vanguard tracking the investment results of the FTSE All-World ex US High Dividend Yield Index. VYMI launched on Feb 25, 2016 and has a 0.22% expense ratio.
ETF Info
| ISIN | US9219467944 |
|---|---|
| CUSIP | 921946794 |
| Issuer | Vanguard |
| Inception Date | Feb 25, 2016 |
| Region | Developed Markets (Broad) |
| Category | Foreign Large Cap Equities, Dividend |
| Index Tracked | FTSE All-World ex US High Dividend Yield Index |
| ETF Home Page | advisors.vanguard.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
The Vanguard International High Dividend Yield ETF has a high expense ratio of 0.22%, indicating higher-than-average management fees.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in Vanguard International 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.
Compare to other instruments
Return
Vanguard International High Dividend Yield ETF had a return of 12.80% year-to-date (YTD) and 11.03% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 12.80% | 19.67% |
| 1 month | 7.03% | 8.42% |
| 6 months | 6.05% | 7.29% |
| 1 year | 11.03% | 12.71% |
| 5 years (annualized) | 6.33% | 10.75% |
| 10 years (annualized) | N/A | 9.87% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -4.77% | 5.47% | 4.37% | -4.11% | -1.10% | -3.01% | 6.95% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 0.85 | ||||
^GSPC S&P 500 | 0.91 |
Dividend History
Vanguard International High Dividend Yield ETF granted a 4.39% dividend yield in the last twelve months. The annual payout for that period amounted to $2.85 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $2.85 | $2.80 | $2.89 | $1.96 | $2.68 | $2.42 | $2.15 | $1.36 |
Dividend yield | 4.39% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard International 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $1.19 | $0.00 | $0.00 | $0.68 | $0.00 | $0.00 | |
| 2022 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $1.12 | $0.00 | $0.00 | $0.71 | $0.00 | $0.00 | $0.67 |
| 2021 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.73 | $0.00 | $0.00 | $0.96 |
| 2020 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.59 |
| 2019 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $1.02 | $0.00 | $0.00 | $0.66 | $0.00 | $0.00 | $0.56 |
| 2018 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.95 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.51 |
| 2017 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.47 |
| 2016 | $0.09 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.34 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard International 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 International High Dividend Yield ETF was 40.00%, occurring on Mar 23, 2020. Recovery took 202 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40% | Jan 29, 2018 | 541 | Mar 23, 2020 | 202 | Jan 8, 2021 | 743 |
| -24.05% | Feb 10, 2022 | 169 | Oct 12, 2022 | — | — | — |
| -10.69% | Apr 21, 2016 | 47 | Jun 27, 2016 | 31 | Aug 10, 2016 | 78 |
| -7.18% | Jun 8, 2021 | 124 | Dec 1, 2021 | 26 | Jan 7, 2022 | 150 |
| -5.38% | Jan 15, 2021 | 10 | Jan 29, 2021 | 11 | Feb 16, 2021 | 21 |
Volatility Chart
The current Vanguard International High Dividend Yield ETF volatility is 3.64%, 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.