AAT vs. VYM
Compare and contrast key facts about American Assets Trust, Inc. (AAT) and Vanguard High Dividend Yield ETF (VYM).
VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AAT or VYM.
Key characteristics
| AAT | VYM | |
|---|---|---|
| YTD Return | 26.93% | 20.60% |
| 1Y Return | 45.24% | 30.06% |
| 3Y Return (Ann) | -6.08% | 9.42% |
| 5Y Return (Ann) | -6.39% | 11.06% |
| 10Y Return (Ann) | -0.01% | 10.09% |
| Sharpe Ratio | 2.03 | 3.05 |
| Sortino Ratio | 2.73 | 4.33 |
| Omega Ratio | 1.35 | 1.56 |
| Calmar Ratio | 1.03 | 6.29 |
| Martin Ratio | 9.54 | 20.03 |
| Ulcer Index | 5.98% | 1.63% |
| Daily Std Dev | 28.12% | 10.70% |
| Max Drawdown | -61.85% | -56.98% |
| Current Drawdown | -30.57% | -0.72% |
Correlation
The correlation between AAT and VYM is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AAT vs. VYM - Performance Comparison
In the year-to-date period, AAT achieves a 26.93% return, which is significantly higher than VYM's 20.60% return. Over the past 10 years, AAT has underperformed VYM with an annualized return of -0.01%, while VYM has yielded a comparatively higher 10.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AAT vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Assets Trust, Inc. (AAT) 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.
Dividends
AAT vs. VYM - Dividend Comparison
AAT's dividend yield for the trailing twelve months is around 4.88%, more than VYM's 2.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAT American Assets Trust, Inc. | 4.88% | 5.86% | 4.83% | 3.09% | 3.46% | 2.48% | 2.71% | 2.75% | 2.34% | 2.47% | 2.24% | 2.70% |
VYM Vanguard High Dividend Yield ETF | 2.75% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
AAT vs. VYM - Drawdown Comparison
The maximum AAT drawdown since its inception was -61.85%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for AAT and VYM. For additional features, visit the drawdowns tool.
Volatility
AAT vs. VYM - Volatility Comparison
American Assets Trust, Inc. (AAT) has a higher volatility of 6.39% compared to Vanguard High Dividend Yield ETF (VYM) at 3.82%. This indicates that AAT's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.