^XNDX vs. VYM
^XNDX (NASDAQ 100 Total Return Index) is an index, while VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index.
Performance
^XNDX vs. VYM - Performance Comparison
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Returns By Period
^XNDX
- 1D
- -0.37%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VYM
- 1D
- -0.09%
- 1M
- 0.17%
- YTD
- 11.42%
- 6M
- 10.23%
- 1Y
- 23.03%
- 3Y*
- 18.38%
- 5Y*
- 11.73%
- 10Y*
- 11.97%
^XNDX vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
^XNDX NASDAQ 100 Total Return Index | -0.37% |
VYM Vanguard High Dividend Yield ETF | -0.09% |
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Return for Risk
^XNDX vs. VYM — Risk / Return Rank
^XNDX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VYM
^XNDX vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Total Return Index (^XNDX) and Vanguard High Dividend Yield ETF (VYM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^XNDX | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.40 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.45 | — |
| Martin ratioReturn relative to average drawdown | — | 12.83 | — |
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Drawdowns
^XNDX vs. VYM - Drawdown Comparison
The maximum ^XNDX drawdown since its inception was -0.37%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for ^XNDX and VYM.
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Drawdown Indicators
| ^XNDX | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.37% | -56.98% | +56.61% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.69% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.21% | — |
Current DrawdownCurrent decline from peak | -0.37% | -1.37% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -0.37% | -7.18% | +6.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.80% | — |
Volatility
^XNDX vs. VYM - Volatility Comparison
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Volatility by Period
| ^XNDX | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.89% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.64% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 10.37% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 13.93% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 16.32% | — |
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