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

Correlation

The correlation between DIV and VYM is 0.79, 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.


-0.50.00.51.00.8

Performance

DIV vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend U.S. ETF (DIV) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
57.33%
238.90%
DIV
VYM

Key characteristics

Sharpe Ratio

DIV:

1.10

VYM:

1.80

Sortino Ratio

DIV:

1.57

VYM:

2.54

Omega Ratio

DIV:

1.20

VYM:

1.33

Calmar Ratio

DIV:

0.87

VYM:

3.24

Martin Ratio

DIV:

6.40

VYM:

10.75

Ulcer Index

DIV:

1.98%

VYM:

1.80%

Daily Std Dev

DIV:

11.52%

VYM:

10.78%

Max Drawdown

DIV:

-52.74%

VYM:

-56.98%

Current Drawdown

DIV:

-6.46%

VYM:

-4.93%

Returns By Period

In the year-to-date period, DIV achieves a 11.51% return, which is significantly lower than VYM's 17.16% return. Over the past 10 years, DIV has underperformed VYM with an annualized return of 2.07%, while VYM has yielded a comparatively higher 9.60% annualized return.


DIV

YTD

11.51%

1M

-3.93%

6M

9.58%

1Y

11.28%

5Y*

1.20%

10Y*

2.07%

VYM

YTD

17.16%

1M

-3.32%

6M

8.47%

1Y

17.88%

5Y*

9.71%

10Y*

9.60%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DIV vs. VYM - Expense Ratio Comparison

DIV has a 0.45% expense ratio, which is higher than VYM's 0.06% expense ratio.


DIV
Global X SuperDividend U.S. ETF
Expense ratio chart for DIV: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

DIV vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend U.S. ETF (DIV) 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.


Sharpe ratio
The chart of Sharpe ratio for DIV, currently valued at 1.10, compared to the broader market0.002.004.001.101.80
The chart of Sortino ratio for DIV, currently valued at 1.57, compared to the broader market-2.000.002.004.006.008.0010.001.572.54
The chart of Omega ratio for DIV, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.33
The chart of Calmar ratio for DIV, currently valued at 0.87, compared to the broader market0.005.0010.0015.000.873.24
The chart of Martin ratio for DIV, currently valued at 6.40, compared to the broader market0.0020.0040.0060.0080.00100.006.4010.75
DIV
VYM

The current DIV Sharpe Ratio is 1.10, which is lower than the VYM Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of DIV and VYM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.10
1.80
DIV
VYM

Dividends

DIV vs. VYM - Dividend Comparison

DIV's dividend yield for the trailing twelve months is around 5.86%, more than VYM's 2.75% yield.


TTM20232022202120202019201820172016201520142013
DIV
Global X SuperDividend U.S. ETF
5.86%7.14%6.62%5.26%8.04%7.67%7.09%5.95%6.80%8.40%5.34%5.38%
VYM
Vanguard High Dividend Yield ETF
2.75%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

Drawdowns

DIV vs. VYM - Drawdown Comparison

The maximum DIV drawdown since its inception was -52.74%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for DIV and VYM. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.46%
-4.93%
DIV
VYM

Volatility

DIV vs. VYM - Volatility Comparison

Global X SuperDividend U.S. ETF (DIV) and Vanguard High Dividend Yield ETF (VYM) have volatilities of 3.80% and 3.96%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
3.80%
3.96%
DIV
VYM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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