DIHP vs. VYMI

Last updated Jun 4, 2026

DIHP (Dimensional International High Profitability ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - DIHP is a Foreign Large Cap Equities fund actively managed by Dimensional, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. DIHP is actively managed, while VYMI is passively managed. Over the past 3 years, DIHP returned 14.52%/yr vs 21.88%/yr for VYMI. Their correlation of 0.93 suggests significant overlap in exposure. DIHP charges 0.29%/yr vs 0.07%/yr for VYMI.

Performance

DIHP vs. VYMI - Performance Comparison

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

Returns By Period

In the year-to-date period, DIHP achieves a 8.04% return, which is significantly lower than VYMI's 11.31% return.

DIHP

• 1D: -0.57%
• 1M: 2.71%
• YTD: 8.04%
• 6M: 9.40%
• 1Y: 19.11%
• 3Y*: 14.52%
• 5Y*: —
• 10Y*: —

VYMI

• 1D: -1.01%
• 1M: 2.05%
• YTD: 11.31%
• 6M: 14.77%
• 1Y: 30.23%
• 3Y*: 21.88%
• 5Y*: 11.95%
• 10Y*: 10.49%

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

DIHP vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DIHP Dimensional International High Profitability ETF	8.04%	28.26%	0.50%	19.07%	-10.88%
VYMI Vanguard International High Dividend Yield ETF	11.31%	38.05%	7.06%	17.07%	-8.04%

Correlation

The correlation between DIHP and VYMI is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (All Time) Calculated using the full available price history since Mar 25, 2022	0.93

The correlation between DIHP and VYMI has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

DIHP vs. VYMI - Sectors Allocation Comparison

Sectors	DIHP	VYMI
Industrials	21.6%	6.6%
Technology	13.1%	4.3%
Consumer Cyclical	11.4%	6.5%
Healthcare	11.1%	6.6%
Financial Services	10.6%	41.9%
Consumer Defensive	9.1%	7.0%
Basic Materials	7.7%	6.8%
Energy	6.0%	9.5%
Communication Services	5.9%	4.0%
Utilities	2.7%	5.6%
Real Estate	0.4%	1.3%

Return for Risk

DIHP vs. VYMI — Risk / Return Rank

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

DIHP

DIHP Risk / Return Rank: 38
DIHP Sharpe Ratio Rank: 39
DIHP Sortino Ratio Rank: 38
DIHP Omega Ratio Rank: 39
DIHP Calmar Ratio Rank: 36
DIHP Martin Ratio Rank: 40

VYMI

VYMI Risk / Return Rank: 66
VYMI Sharpe Ratio Rank: 70
VYMI Sortino Ratio Rank: 68
VYMI Omega Ratio Rank: 69
VYMI Calmar Ratio Rank: 59
VYMI Martin Ratio Rank: 64

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.

DIHP vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International High Profitability ETF (DIHP) 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.

	DIHP	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	1.40	2.35	-0.95
Sortino ratio: Return per unit of downside risk	2.00	3.20	-1.20
Omega ratio: Gain probability vs. loss probability	1.25	1.43	-0.17
Calmar ratio: Return relative to maximum drawdown	1.76	2.99	-1.24
Martin ratio: Return relative to average drawdown	6.42	11.80	-5.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIHP vs. VYMI - Sharpe Ratio Comparison

The current DIHP Sharpe Ratio is 1.40, which is lower than the VYMI Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of DIHP and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DIHP	VYMI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	2.35	-0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.81	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.62	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.65	-0.04

Drawdowns

DIHP vs. VYMI - Drawdown Comparison

The maximum DIHP drawdown since its inception was -24.94%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for DIHP and VYMI.

Drawdown Indicators

	DIHP	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-24.94%	-40.00%	+15.06%
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	-10.14%	-0.78%
Max Drawdown (3Y) Largest decline over 3 years	-12.42%	-12.84%	+0.42%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.05%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-40.00%	—
Current Drawdown Current decline from peak	-2.76%	-1.40%	-1.36%
Average Drawdown Average peak-to-trough decline	-4.85%	-6.31%	+1.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	2.57%	+0.41%

Volatility

DIHP vs. VYMI - Volatility Comparison

Dimensional International High Profitability ETF (DIHP) has a higher volatility of 4.27% compared to Vanguard International High Dividend Yield ETF (VYMI) at 4.04%. This indicates that DIHP'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

	DIHP	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.27%	4.04%	+0.23%
Volatility (6M) Calculated over the trailing 6-month period	11.31%	10.73%	+0.58%
Volatility (1Y) Calculated over the trailing 1-year period	13.74%	12.94%	+0.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.25%	14.84%	+1.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.25%	16.87%	-0.62%

DIHP vs. VYMI - Expense Ratio Comparison

DIHP has a 0.29% expense ratio, which is higher than VYMI's 0.07% expense ratio.

Dividends

DIHP vs. VYMI - Dividend Comparison

DIHP's dividend yield for the trailing twelve months is around 2.02%, less than VYMI's 3.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DIHP Dimensional International High Profitability ETF	2.02%	2.02%	2.30%	2.17%	1.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VYMI Vanguard International High Dividend Yield ETF	3.44%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%

Frequently Asked Questions

Can I hold both DIHP and VYMI in my portfolio?

With a correlation of 0.91, DIHP and VYMI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DIHP or VYMI?

DIHP has higher volatility (4.27%) compared to VYMI (4.04%). In terms of maximum drawdown, DIHP dropped -24.94% vs VYMI's -40.00%.

Which ETF is better, DIHP or VYMI?

On 3-year performance, VYMI leads with 21.88% vs 14.52% for DIHP. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 4.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DIHP or VYMI?

Over the 3-year period, VYMI has performed better with a 21.88% return vs 14.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIHP or VYMI?

VYMI is cheaper with a 0.07% expense ratio, compared with 0.29% for DIHP.

Which ETF pays a higher dividend yield, DIHP or VYMI?

VYMI has the higher dividend yield at 3.44%, compared with 2.02% for DIHP.

What is the main difference between DIHP and VYMI?

DIHP is categorized as Foreign Large Cap Equities, while VYMI is Dividend. They also come from different issuers: Dimensional and Vanguard. Their fees differ too: 0.29% for DIHP and 0.07% for VYMI.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.35 vs 1.40), 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.