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DOV vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DOV vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dover Corporation (DOV) 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

In the year-to-date period, DOV achieves a 5.30% return, which is significantly lower than VYMI's 17.41% return. Over the past 10 years, DOV has outperformed VYMI with an annualized return of 15.65%, while VYMI has yielded a comparatively lower 11.09% annualized return.


DOV

1D
0.27%
1M
-5.78%
6M
2.04%
YTD
5.30%
1Y
14.14%
3Y*
13.33%
5Y*
5.43%
10Y*
15.65%
ALL TIME*
12.56%

VYMI

1D
-0.51%
1M
5.86%
6M
11.07%
YTD
17.41%
1Y
34.63%
3Y*
21.98%
5Y*
14.02%
10Y*
11.09%
ALL TIME*
11.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$321.12M$269.36M$226.69M
$78.22M$82.35M$92.64M

DOV vs. VYMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DOV
Dover Corporation
5.30%5.24%23.35%15.22%-24.34%45.73%11.53%65.80%-11.11%37.68%
VYMI
Vanguard International High Dividend Yield ETF
17.41%38.05%7.06%17.07%-7.02%15.39%-1.11%18.43%-12.65%22.36%

Correlation

The correlation between DOV and VYMI is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.53

Correlation (3Y)
Balances recent behavior with more history.

0.52

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.58

Correlation (10Y)
Provides a long-term view across more market conditions.

0.58

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2016

0.59

The correlation between DOV and VYMI has been stable across timeframes, ranging from 0.52 to 0.59 - a consistent structural relationship.

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Return for Risk

DOV vs. VYMI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DOV
DOV Risk / Return Rank: 6262
Overall Rank
DOV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DOV Sortino Ratio Rank: 5858
Sortino Ratio Rank
DOV Omega Ratio Rank: 5656
Omega Ratio Rank
DOV Calmar Ratio Rank: 6666
Calmar Ratio Rank
DOV Martin Ratio Rank: 6767
Martin Ratio Rank

VYMI
VYMI Risk / Return Rank: 9191
Overall Rank
VYMI Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 9393
Sortino Ratio Rank
VYMI Omega Ratio Rank: 9393
Omega Ratio Rank
VYMI Calmar Ratio Rank: 8787
Calmar Ratio Rank
VYMI Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DOV vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dover Corporation (DOV) 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.


DOVVYMIDifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-2.63

Omega ratioGain probability vs. loss probability

1.11

1.48

-0.36

Calmar ratioReturn relative to maximum drawdown

0.96

3.43

-2.47

Martin ratioReturn relative to average drawdown

2.31

13.55

-11.23

DOV vs. VYMI - Sharpe Ratio Comparison

The current DOV Sharpe Ratio is 0.53, which is lower than the VYMI Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of DOV 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.


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Drawdowns

DOV vs. VYMI - Drawdown Comparison

The maximum DOV drawdown since its inception was -58.22%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for DOV and VYMI.


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Drawdown Indicators


DOVVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-58.22%

-40.00%

-18.22%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-10.14%

-4.68%

Max Drawdown (3Y)

Largest decline over 3 years

-26.59%

-12.84%

-13.75%

Max Drawdown (5Y)

Largest decline over 5 years

-35.56%

-24.05%

-11.51%

Max Drawdown (10Y)

Largest decline over 10 years

-45.24%

-40.00%

-5.24%

Current Drawdown

Current decline from peak

-11.88%

-0.51%

-11.37%

Average Drawdown

Average peak-to-trough decline

-13.12%

-6.23%

-6.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

2.56%

+3.59%

Volatility

DOV vs. VYMI - Volatility Comparison

Dover Corporation (DOV) has a higher volatility of 10.94% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.62%. This indicates that DOV'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


DOVVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.94%

3.62%

+7.32%

Volatility (6M)

Calculated over the trailing 6-month period

20.76%

11.39%

+9.37%

Volatility (1Y)

Calculated over the trailing 1-year period

26.65%

13.24%

+13.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.15%

14.85%

+10.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.84%

16.55%

+10.29%

Dividends

DOV vs. VYMI - Dividend Comparison

DOV's dividend yield for the trailing twelve months is around 1.02%, less than VYMI's 3.48% yield.


PositionTTM20252024202320222021202020192018201720162015
DOV
Dover Corporation
1.02%1.06%1.09%1.32%1.48%1.10%1.56%1.68%2.55%1.80%2.30%2.67%
VYMI
Vanguard International High Dividend Yield ETF
3.48%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%

Frequently Asked Questions


DOV and VYMI have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOV has higher volatility (10.94%) compared to VYMI (3.62%). In terms of maximum drawdown, DOV dropped -58.22% vs VYMI's -40.00%.

VYMI currently has the higher Sharpe Ratio (2.63 vs 0.53), 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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