DD vs. VYMI
DD (DuPont de Nemours, Inc.) is a stock, while VYMI (Vanguard International High Dividend Yield ETF) is Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 5 years, DD returned 9.74%/yr vs 12.21%/yr for VYMI. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
DD vs. VYMI - Performance Comparison
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Returns By Period
In the year-to-date period, DD achieves a 16.04% return, which is significantly higher than VYMI's 10.71% return.
DD
- 1D
- -1.56%
- 1M
- -3.82%
- YTD
- 16.04%
- 6M
- 13.59%
- 1Y
- 65.23%
- 3Y*
- 20.06%
- 5Y*
- 9.74%
- 10Y*
- —
VYMI
- 1D
- -0.60%
- 1M
- -0.88%
- YTD
- 10.71%
- 6M
- 10.44%
- 1Y
- 27.98%
- 3Y*
- 21.61%
- 5Y*
- 12.21%
- 10Y*
- 11.15%
DD vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DD DuPont de Nemours, Inc. | 16.04% | 28.77% | 1.04% | 14.36% | -13.36% | 15.41% | 13.28% | -1.38% |
VYMI Vanguard International High Dividend Yield ETF | 10.71% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 11.67% |
Correlation
The correlation between DD and VYMI is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2019 | 0.62 |
The correlation between DD and VYMI has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.
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Return for Risk
DD vs. VYMI — Risk / Return Rank
DD
VYMI
DD vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DuPont de Nemours, Inc. (DD) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DD | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.38 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 2.77 | +1.01 |
| Martin ratioReturn relative to average drawdown | 11.56 | 10.85 | +0.71 |
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Drawdowns
DD vs. VYMI - Drawdown Comparison
The maximum DD drawdown since its inception was -62.03%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for DD and VYMI.
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Drawdown Indicators
| DD | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.03% | -40.00% | -22.03% |
Max Drawdown (1Y)Largest decline over 1 year | -17.31% | -10.14% | -7.17% |
Max Drawdown (3Y)Largest decline over 3 years | -37.84% | -12.84% | -25.00% |
Max Drawdown (5Y)Largest decline over 5 years | -40.22% | -24.05% | -16.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -9.47% | -2.56% | -6.91% |
Average DrawdownAverage peak-to-trough decline | -14.52% | -6.28% | -8.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.66% | 2.59% | +3.07% |
Volatility
DD vs. VYMI - Volatility Comparison
DuPont de Nemours, Inc. (DD) has a higher volatility of 9.99% compared to Vanguard International High Dividend Yield ETF (VYMI) at 4.17%. This indicates that DD'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.
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Volatility by Period
| DD | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.99% | 4.17% | +5.82% |
Volatility (6M)Calculated over the trailing 6-month period | 23.91% | 11.21% | +12.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.21% | 13.28% | +17.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.08% | 14.87% | +15.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.30% | 16.61% | +17.69% |
Dividends
DD vs. VYMI - Dividend Comparison
DD's dividend yield for the trailing twelve months is around 106.36%, more than VYMI's 3.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DD DuPont de Nemours, Inc. | 106.36% | 121.72% | 1.99% | 1.87% | 1.92% | 1.49% | 1.69% | 0.93% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.69% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
DD and VYMI have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DD has higher volatility (9.99%) compared to VYMI (4.17%). In terms of maximum drawdown, DD dropped -62.03% vs VYMI's -40.00%.
VYMI currently has the higher Sharpe Ratio (2.12 vs 2.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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