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DMDV vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DMDV vs. VYMI

Last updated Jun 3, 2026

DMDV (AAM S&P Developed Markets High Dividend Value ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - DMDV is a Foreign Large Cap Equities fund tracking the S&P Developed Ex-U.S. Dividend and Free Cash Flow Yield, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. A 0.80 correlation means they provide meaningful diversification when combined. DMDV charges 0.39%/yr vs 0.07%/yr for VYMI.

Performance

DMDV vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM S&P Developed Markets High Dividend Value ETF (DMDV) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

DMDV

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—

VYMI

1D
0.76%
1M
1.78%
YTD
12.44%
6M
16.33%
1Y
30.94%
3Y*
22.29%
5Y*
12.36%
10Y*
10.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DMDV vs. VYMI - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
DMDV
AAM S&P Developed Markets High Dividend Value ETF		0.00%0.00%7.82%18.63%-7.53%10.16%-20.45%30.25%-8.11%
VYMI
Vanguard International High Dividend Yield ETF		12.44%38.05%7.06%17.07%-7.02%15.39%-1.11%18.43%-4.99%

Correlation

The correlation between DMDV and VYMI is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2018

0.80

The correlation between DMDV and VYMI shifts across timeframes, from 0.57 (3 years) to 0.80 (all time), reflecting how their relationship changes across market environments.

DMDV vs. VYMI - Sectors Allocation Comparison

Sectors
DMDV
VYMI

Industrials

12.5%
6.6%

Real Estate

10.0%
1.3%

Consumer Defensive

9.4%
7.0%

Utilities

9.2%
5.6%

Communication Services

9.1%
4.0%

Financial Services

9.0%
41.9%

Basic Materials

9.0%
6.8%

Healthcare

8.9%
6.6%

Consumer Cyclical

8.7%
6.5%

Technology

7.6%
4.3%

Energy

6.6%
9.5%

Industrials

DMDV
12.5%
VYMI
6.6%

Real Estate

DMDV
10.0%
VYMI
1.3%

Consumer Defensive

DMDV
9.4%
VYMI
7.0%

Utilities

DMDV
9.2%
VYMI
5.6%

Communication Services

DMDV
9.1%
VYMI
4.0%

Financial Services

DMDV
9.0%
VYMI
41.9%

Basic Materials

DMDV
9.0%
VYMI
6.8%

Healthcare

DMDV
8.9%
VYMI
6.6%

Consumer Cyclical

DMDV
8.7%
VYMI
6.5%

Technology

DMDV
7.6%
VYMI
4.3%

Energy

DMDV
6.6%
VYMI
9.5%

Compare stocks, funds, or ETFs

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AAM S&P Developed Markets High Dividend Value ETF

Vanguard International High Dividend Yield ETF

Often compared with DMDV:
DMDV vs. FIDIDMDV vs. EDOGDMDV vs. VEADMDV vs. SCHDDMDV vs. VTDMDV vs. PFLDDMDV vs. EEMD
Often compared with VYMI:
VYMI vs. VYMVYMI vs. SCHYVYMI vs. SCHDVYMI vs. VIGIVYMI vs. VOOVYMI vs. IDEVVYMI vs. VT

Return for Risk

DMDV vs. VYMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DMDV
VYMI
VYMI Risk / Return Rank: 6969
Overall Rank
VYMI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 7171
Sortino Ratio Rank
VYMI Omega Ratio Rank: 7272
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6363
Calmar Ratio Rank
VYMI Martin Ratio Rank: 6767
Martin Ratio Rank
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.

DMDV vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM S&P Developed Markets High Dividend Value ETF (DMDV) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DMDV vs. VYMI - Sharpe Ratio Comparison

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Sharpe Ratios by Period

DMDVVYMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

2.41

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.84

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.63

—

Sharpe Ratio (All Time)

Calculated using the full available price history

—

0.66

—

Drawdowns

DMDV vs. VYMI - Drawdown Comparison

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Drawdown Indicators

DMDVVYMIDifference

Max Drawdown

Largest peak-to-trough decline

—

-40.00%

—

Max Drawdown (1Y)

Largest decline over 1 year

—

-10.14%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-12.84%

—

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

—

-0.40%

—

Average Drawdown

Average peak-to-trough decline

—

-6.31%

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

2.57%

—

Volatility

DMDV vs. VYMI - Volatility Comparison

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Volatility by Period

DMDVVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

4.12%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

10.67%

—

Volatility (1Y)

Calculated over the trailing 1-year period

—

12.92%

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

—

14.83%

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

—

16.87%

—

DMDV vs. VYMI - Expense Ratio Comparison

DMDV has a 0.39% expense ratio, which is higher than VYMI's 0.07% expense ratio.

Dividends

DMDV vs. VYMI - Dividend Comparison

DMDV has not paid dividends to shareholders, while VYMI's dividend yield for the trailing twelve months is around 3.41%.

PositionTTM2025202420232022202120202019201820172016
DMDV
AAM S&P Developed Markets High Dividend Value ETF		0.00%0.00%3.51%6.98%5.60%4.45%3.13%5.36%0.27%0.00%0.00%
VYMI
Vanguard International High Dividend Yield ETF		3.41%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Frequently Asked Questions

DMDV and VYMI have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VYMI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VYMI is cheaper with a 0.07% expense ratio, compared with 0.39% for DMDV.

VYMI has the higher dividend yield at 3.41%, compared with 0.00% for DMDV.

DMDV is categorized as Foreign Large Cap Equities, while VYMI is Dividend. DMDV tracks S&P Developed Ex-U.S. Dividend and Free Cash Flow Yield, while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: Advisors Asset Management and Vanguard. Their fees differ too: 0.39% for DMDV and 0.07% for VYMI.

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