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Vanguard International High Dividend Yield ETF (VYMI) Sharpe Ratio: 2.08

ETF · Currency in USD · Last updated Jun 11, 2026

The Vanguard International High Dividend Yield ETF seeks to track the performance of the FTSE All-World ex US High Dividend Yield Index, investing in large- and mid-cap companies located in developed and emerging markets outside the U.S. that are forecasted to have above-average dividend yields.

VYMI's Sharpe Ratio of 2.08 indicates that for each unit of volatility, it generates 2.08 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 11, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

VYMI Sharpe Ratio Rank

VYMI Sharpe Ratio Rank: 75.175
Above Average

VYMI ranks above 75.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

VYMI Sharpe Ratio Market Positioning

The chart shows VYMI's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.72 or lower
  • Yellow zone (middle 50%): 0.72 to 1.98
  • Green zone (top 25%): 1.98 or higher
  • Top 1%: 6.99+
  • Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares Vanguard International High Dividend Yield ETF's Sharpe Ratio with other ETFs in the Dividend, Foreign Large Cap Equities category across multiple time periods, showing how VYMI's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 11, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
AMDYYieldMax AMD Option Income Strategy ETF3.30
LVHIFranklin International Low Volatility High Dividend Index ETF3.09
INCEFranklin Income Equity Focus ETF2.81
VIDIVident International Equity Fund2.66
EFASGlobal X MSCI SuperDividend® EAFE ETF2.64
IDViShares International Select Dividend ETF2.61
DEWWisdomTree Global High Dividend Fund2.59
JIVEJpmorgan International Value ETF2.56
GMOIGMO International Value ETF2.54
ALTYGlobal X Alternative Income ETF2.54
VYMIVanguard International High Dividend Yield ETF2.08

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows VYMI's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VYMI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does VYMI fit in your portfolio?

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