Correlation
The correlation between CIL and VYMI is 0.58, 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.
CIL vs. VYMI
Compare and contrast key facts about VictoryShares International Volatility Wtd ETF (CIL) and Vanguard International High Dividend Yield ETF (VYMI).
CIL and VYMI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CIL is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory International 500 Volatility Weighted Index. It was launched on Aug 19, 2015. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016. Both CIL and VYMI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CIL or VYMI.
Performance
CIL vs. VYMI - Performance Comparison
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Key characteristics
CIL:
1.26
VYMI:
1.10
CIL:
1.62
VYMI:
1.51
CIL:
1.22
VYMI:
1.21
CIL:
1.53
VYMI:
1.32
CIL:
4.69
VYMI:
4.66
CIL:
3.67%
VYMI:
3.63%
CIL:
15.65%
VYMI:
16.14%
CIL:
-36.27%
VYMI:
-40.00%
CIL:
-0.34%
VYMI:
-0.39%
Returns By Period
In the year-to-date period, CIL achieves a 19.35% return, which is significantly higher than VYMI's 17.48% return.
CIL
19.35%
4.91%
15.17%
17.99%
9.99%
10.92%
N/A
VYMI
17.48%
5.00%
14.67%
16.75%
11.64%
14.71%
N/A
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CIL vs. VYMI - Expense Ratio Comparison
CIL has a 0.45% expense ratio, which is higher than VYMI's 0.22% expense ratio.
Risk-Adjusted Performance
CIL vs. VYMI — Risk-Adjusted Performance Rank
CIL
VYMI
CIL vs. VYMI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares International Volatility Wtd ETF (CIL) and Vanguard International High Dividend Yield ETF (VYMI). 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
CIL vs. VYMI - Dividend Comparison
CIL's dividend yield for the trailing twelve months is around 3.00%, less than VYMI's 4.13% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CIL VictoryShares International Volatility Wtd ETF | 3.00% | 3.46% | 2.91% | 2.41% | 3.04% | 1.43% | 2.69% | 2.85% | 2.17% | 2.34% | 0.43% |
VYMI Vanguard International High Dividend Yield ETF | 4.13% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
Drawdowns
CIL vs. VYMI - Drawdown Comparison
The maximum CIL drawdown since its inception was -36.27%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for CIL and VYMI.
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Volatility
CIL vs. VYMI - Volatility Comparison
VictoryShares International Volatility Wtd ETF (CIL) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 2.68% and 2.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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