CREX vs. VYMI

Last updated Apr 2, 2026

Compare and contrast key facts about Creative Realities, Inc. (CREX) and Vanguard International High Dividend Yield ETF (VYMI).

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.

Performance

CREX vs. VYMI - Performance Comparison

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

CREX vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CREX Creative Realities, Inc.	33.33%	6.53%	3.81%	35.63%	-58.57%	8.53%	-15.69%	-32.89%	-76.25%	3.23%
VYMI Vanguard International High Dividend Yield ETF	6.37%	38.05%	7.06%	17.07%	-7.02%	15.39%	-1.11%	18.43%	-12.65%	22.36%

Returns By Period

In the year-to-date period, CREX achieves a 33.33% return, which is significantly higher than VYMI's 6.37% return. Over the past 10 years, CREX has underperformed VYMI with an annualized return of -15.20%, while VYMI has yielded a comparatively higher 10.30% annualized return.

CREX

• 1D: 1.16%
• 1M: -4.13%
• YTD: 33.33%
• 6M: 50.65%
• 1Y: 78.46%
• 3Y*: 16.17%
• 5Y*: -8.10%
• 10Y*: -15.20%

VYMI

• 1D: 0.82%
• 1M: -3.79%
• YTD: 6.37%
• 6M: 13.78%
• 1Y: 33.76%
• 3Y*: 20.74%
• 5Y*: 12.62%
• 10Y*: 10.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CREX vs. VYMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CREX

CREX Risk / Return Rank: 73
CREX Sharpe Ratio Rank: 73
CREX Sortino Ratio Rank: 78
CREX Omega Ratio Rank: 71
CREX Calmar Ratio Rank: 75
CREX Martin Ratio Rank: 68

VYMI

VYMI Risk / Return Rank: 92
VYMI Sharpe Ratio Rank: 92
VYMI Sortino Ratio Rank: 92
VYMI Omega Ratio Rank: 94
VYMI Calmar Ratio Rank: 90
VYMI Martin Ratio Rank: 91

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CREX vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Creative Realities, Inc. (CREX) 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.

	CREX	VYMI	Difference
Sharpe ratio Return per unit of total volatility	0.98	2.13	-1.15
Sortino ratio Return per unit of downside risk	2.02	2.82	-0.80
Omega ratio Gain probability vs. loss probability	1.23	1.44	-0.21
Calmar ratio Return relative to maximum drawdown	1.90	3.09	-1.19
Martin ratio Return relative to average drawdown	3.20	12.68	-9.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CREX vs. VYMI - Sharpe Ratio Comparison

The current CREX Sharpe Ratio is 0.98, which is lower than the VYMI Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of CREX and VYMI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CREX	VYMI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	2.13	-1.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.09	0.86	-0.95
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.11	0.61	-0.72
Sharpe Ratio (All Time) Calculated using the full available price history	-0.15	0.63	-0.78

Correlation

The correlation between CREX and VYMI is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CREX vs. VYMI - Dividend Comparison

CREX has not paid dividends to shareholders, while VYMI's dividend yield for the trailing twelve months is around 3.60%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CREX Creative Realities, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VYMI Vanguard International High Dividend Yield ETF	3.60%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%

Drawdowns

CREX vs. VYMI - Drawdown Comparison

The maximum CREX drawdown since its inception was -98.65%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for CREX and VYMI.

Drawdown Indicators

	CREX	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-98.65%	-40.00%	-58.65%
Max Drawdown (1Y) Largest decline over 1 year	-41.32%	-11.08%	-30.24%
Max Drawdown (5Y) Largest decline over 5 years	-83.72%	-24.05%	-59.67%
Max Drawdown (10Y) Largest decline over 10 years	-96.69%	-40.00%	-56.69%
Current Drawdown Current decline from peak	-96.32%	-5.77%	-90.55%
Average Drawdown Average peak-to-trough decline	-82.78%	-6.39%	-76.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.49%	2.70%	+21.79%

Volatility

CREX vs. VYMI - Volatility Comparison

Creative Realities, Inc. (CREX) has a higher volatility of 9.64% compared to Vanguard International High Dividend Yield ETF (VYMI) at 6.40%. This indicates that CREX's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CREX	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.64%	6.40%	+3.24%
Volatility (6M) Calculated over the trailing 6-month period	44.84%	9.90%	+34.94%
Volatility (1Y) Calculated over the trailing 1-year period	80.35%	15.90%	+64.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	88.20%	14.75%	+73.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	144.81%	16.89%	+127.92%