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C vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

C vs. VYM

Last updated May 12, 2025

Compare and contrast key facts about Citigroup Inc. (C) 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: C or VYM.

Correlation

The correlation between C and VYM is 0.80, 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.

Performance

C vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citigroup Inc. (C) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

C:

21.86%

VYM:

8.79%

Max Drawdown

C:

-1.10%

VYM:

-0.61%

Current Drawdown

C:

-0.27%

VYM:

-0.10%

Returns By Period

C

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VYM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

C vs. VYM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
C
The Risk-Adjusted Performance Rank of C is 6767
Overall Rank
The Sharpe Ratio Rank of C is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of C is 6565
Sortino Ratio Rank
The Omega Ratio Rank of C is 6666
Omega Ratio Rank
The Calmar Ratio Rank of C is 6262
Calmar Ratio Rank
The Martin Ratio Rank of C is 7272
Martin Ratio Rank
VYM
The Risk-Adjusted Performance Rank of VYM is 6767
Overall Rank
The Sharpe Ratio Rank of VYM is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

C vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) 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.

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Dividends

C vs. VYM - Dividend Comparison

C's dividend yield for the trailing twelve months is around 3.14%, more than VYM's 2.93% yield.

TTM20242023202220212020201920182017201620152014
C
Citigroup Inc.		3.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF		2.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

C vs. VYM - Drawdown Comparison

The maximum C drawdown since its inception was -1.10%, which is greater than VYM's maximum drawdown of -0.61%. Use the drawdown chart below to compare losses from any high point for C and VYM. For additional features, visit the drawdowns tool.

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Volatility

C vs. VYM - Volatility Comparison

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