DLNG vs. VYM
DLNG (Dynagas LNG Partners LP) is a stock, while VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 10 years, DLNG returned -8.32%/yr vs 11.90%/yr for VYM. At a 0.23 correlation, their price movements are largely independent.
Performance
DLNG vs. VYM - Performance Comparison
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Returns By Period
In the year-to-date period, DLNG achieves a 2.58% return, which is significantly lower than VYM's 12.47% return. Over the past 10 years, DLNG has underperformed VYM with an annualized return of -8.32%, while VYM has yielded a comparatively higher 11.90% annualized return.
DLNG
- 1D
- -1.31%
- 1M
- -1.04%
- YTD
- 2.58%
- 6M
- 3.68%
- 1Y
- 6.30%
- 3Y*
- 17.68%
- 5Y*
- 8.44%
- 10Y*
- -8.32%
VYM
- 1D
- -0.43%
- 1M
- 3.38%
- YTD
- 12.47%
- 6M
- 12.01%
- 1Y
- 26.16%
- 3Y*
- 18.88%
- 5Y*
- 11.48%
- 10Y*
- 11.90%
DLNG vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLNG Dynagas LNG Partners LP | 2.58% | -26.93% | 96.44% | 6.87% | -9.34% | 15.60% | 18.43% | -34.13% | -64.98% | -24.36% |
VYM Vanguard High Dividend Yield ETF | 12.47% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Correlation
The correlation between DLNG and VYM is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2013 | 0.23 |
Over the past year, the correlation between DLNG and VYM has dropped to 0.02 - well below their long-term average of 0.23, suggesting their price drivers have been diverging.
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Return for Risk
DLNG vs. VYM — Risk / Return Rank
DLNG
VYM
DLNG vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dynagas LNG Partners LP (DLNG) 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.
| DLNG | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.10 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.46 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 3.93 | -3.42 |
| Martin ratioReturn relative to average drawdown | 1.12 | 14.76 | -13.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DLNG | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 2.56 | -2.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.83 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.16 | 0.73 | -0.89 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.13 | 0.51 | -0.64 |
Drawdowns
DLNG vs. VYM - Drawdown Comparison
The maximum DLNG drawdown since its inception was -93.08%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for DLNG and VYM.
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Drawdown Indicators
| DLNG | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.08% | -56.98% | -36.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.59% | -6.69% | -5.90% |
Max Drawdown (3Y)Largest decline over 3 years | -39.54% | -14.46% | -25.08% |
Max Drawdown (5Y)Largest decline over 5 years | -51.03% | -15.84% | -35.19% |
Max Drawdown (10Y)Largest decline over 10 years | -92.72% | -35.21% | -57.51% |
Current DrawdownCurrent decline from peak | -71.76% | -0.43% | -71.33% |
Average DrawdownAverage peak-to-trough decline | -57.84% | -7.19% | -50.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 1.78% | +3.97% |
Volatility
DLNG vs. VYM - Volatility Comparison
Dynagas LNG Partners LP (DLNG) has a higher volatility of 7.64% compared to Vanguard High Dividend Yield ETF (VYM) at 2.77%. This indicates that DLNG's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLNG | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.64% | 2.77% | +4.87% |
Volatility (6M)Calculated over the trailing 6-month period | 23.31% | 7.67% | +15.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.15% | 10.28% | +18.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.20% | 13.96% | +33.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.84% | 16.34% | +36.50% |
Dividends
DLNG vs. VYM - Dividend Comparison
DLNG's dividend yield for the trailing twelve months is around 5.28%, more than VYM's 2.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLNG Dynagas LNG Partners LP | 5.28% | 5.23% | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 5.92% | 34.79% | 15.56% | 10.58% | 17.42% |
VYM Vanguard High Dividend Yield ETF | 2.19% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
DLNG and VYM have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DLNG has higher volatility (7.64%) compared to VYM (2.77%). In terms of maximum drawdown, DLNG dropped -93.08% vs VYM's -56.98%.
VYM currently has the higher Sharpe Ratio (2.56 vs 0.22), 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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