Correlation
The correlation between BUSA and VYM is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
BUSA vs. VYM
Compare and contrast key facts about Brandes U.S. Value ETF (BUSA) and Vanguard High Dividend Yield ETF (VYM).
BUSA and VYM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BUSA is an actively managed fund by Brandes. It was launched on Oct 3, 2023. 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: BUSA or VYM.
Performance
BUSA vs. VYM - Performance Comparison
Loading data...
Key characteristics
BUSA:
0.60
VYM:
0.78
BUSA:
0.91
VYM:
1.13
BUSA:
1.13
VYM:
1.16
BUSA:
0.69
VYM:
0.83
BUSA:
2.45
VYM:
3.18
BUSA:
3.98%
VYM:
3.76%
BUSA:
16.80%
VYM:
16.15%
BUSA:
-14.19%
VYM:
-56.98%
BUSA:
-4.45%
VYM:
-3.84%
Returns By Period
In the year-to-date period, BUSA achieves a 2.13% return, which is significantly higher than VYM's 1.79% return.
BUSA
2.13%
3.08%
-4.45%
10.01%
N/A
N/A
N/A
VYM
1.79%
4.08%
-2.87%
10.73%
8.34%
13.46%
9.76%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BUSA vs. VYM - Expense Ratio Comparison
BUSA has a 0.60% expense ratio, which is higher than VYM's 0.06% expense ratio.
Risk-Adjusted Performance
BUSA vs. VYM — Risk-Adjusted Performance Rank
BUSA
VYM
BUSA vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandes U.S. Value ETF (BUSA) 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.
Loading data...
Dividends
BUSA vs. VYM - Dividend Comparison
BUSA's dividend yield for the trailing twelve months is around 1.49%, less than VYM's 2.86% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
BUSA Brandes U.S. Value ETF | 1.49% | 1.37% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.86% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
Drawdowns
BUSA vs. VYM - Drawdown Comparison
The maximum BUSA drawdown since its inception was -14.19%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for BUSA and VYM.
Loading data...
Volatility
BUSA vs. VYM - Volatility Comparison
Brandes U.S. Value ETF (BUSA) has a higher volatility of 4.64% compared to Vanguard High Dividend Yield ETF (VYM) at 4.33%. This indicates that BUSA'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.
Loading data...