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 Feb 7, 2019.
Performance
AAT vs. VYM - Performance Comparison
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AAT vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AAT American Assets Trust, Inc. | -1.06% | -22.96% | 23.32% | -9.58% | -26.36% | 34.03% | -35.04% | 17.11% | 8.14% | -8.89% |
VYM Vanguard High Dividend Yield ETF | 3.80% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Returns By Period
In the year-to-date period, AAT achieves a -1.06% return, which is significantly lower than VYM's 3.80% return. Over the past 10 years, AAT has underperformed VYM with an annualized return of -3.54%, while VYM has yielded a comparatively higher 11.24% annualized return.
AAT
- 1D
- 0.22%
- 1M
- -4.05%
- YTD
- -1.06%
- 6M
- -6.19%
- 1Y
- -2.14%
- 3Y*
- 6.11%
- 5Y*
- -6.15%
- 10Y*
- -3.54%
VYM
- 1D
- 1.80%
- 1M
- -3.92%
- YTD
- 3.80%
- 6M
- 6.39%
- 1Y
- 17.76%
- 3Y*
- 15.21%
- 5Y*
- 11.04%
- 10Y*
- 11.24%
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Return for Risk
AAT vs. VYM — Risk / Return Rank
AAT
VYM
AAT vs. VYM - Risk-Adjusted Trends 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.
| AAT | VYM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.08 | 1.18 | -1.26 |
Sortino ratioReturn per unit of downside risk | 0.07 | 1.69 | -1.62 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.26 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | -0.11 | 1.68 | -1.79 |
Martin ratioReturn relative to average drawdown | -0.23 | 7.46 | -7.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AAT | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | 1.18 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.79 | -1.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.11 | 0.69 | -0.80 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.49 | -0.39 |
Correlation
The correlation between AAT and VYM is 0.52, 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.
Dividends
AAT vs. VYM - Dividend Comparison
AAT's dividend yield for the trailing twelve months is around 7.39%, more than VYM's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAT American Assets Trust, Inc. | 7.39% | 7.18% | 5.10% | 5.86% | 4.83% | 3.09% | 3.46% | 2.48% | 2.71% | 2.75% | 2.34% | 2.47% |
VYM Vanguard High Dividend Yield ETF | 2.37% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
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.
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Drawdown Indicators
| AAT | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.85% | -56.98% | -4.87% |
Max Drawdown (1Y)Largest decline over 1 year | -15.25% | -11.32% | -3.93% |
Max Drawdown (5Y)Largest decline over 5 years | -56.18% | -15.84% | -40.34% |
Max Drawdown (10Y)Largest decline over 10 years | -61.85% | -35.21% | -26.64% |
Current DrawdownCurrent decline from peak | -48.58% | -4.81% | -43.77% |
Average DrawdownAverage peak-to-trough decline | -19.91% | -7.25% | -12.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.31% | 2.55% | +4.76% |
Volatility
AAT vs. VYM - Volatility Comparison
American Assets Trust, Inc. (AAT) has a higher volatility of 6.46% compared to Vanguard High Dividend Yield ETF (VYM) at 3.74%. 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.
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Volatility by Period
| AAT | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 3.74% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 16.19% | 7.96% | +8.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.22% | 15.17% | +11.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.03% | 13.97% | +14.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.03% | 16.33% | +14.70% |