DUOL vs. VYMI

Last updated Jul 15, 2026

DUOL (Duolingo, Inc.) is a stock, while VYMI (Vanguard International High Dividend Yield ETF) is Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 3 years, DUOL returned -4.96%/yr vs 21.26%/yr for VYMI. At a 0.25 correlation, their price movements are largely independent.

Performance

DUOL vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Duolingo, Inc. (DUOL) 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, DUOL achieves a -26.87% return, which is significantly lower than VYMI's 14.27% return.

DUOL

• 1D: -3.01%
• 1M: 4.66%
• 6M: -22.59%
• YTD: -26.87%
• 1Y: -65.90%
• 3Y*: -4.96%
• 5Y*: —
• 10Y*: —

VYMI

• 1D: 0.73%
• 1M: 1.22%
• 6M: 12.02%
• YTD: 14.27%
• 1Y: 30.03%
• 3Y*: 21.26%
• 5Y*: 13.38%
• 10Y*: 10.74%

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

DUOL vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DUOL Duolingo, Inc.	-26.87%	-45.87%	42.93%	218.92%	-32.97%	-24.96%
VYMI Vanguard International High Dividend Yield ETF	14.27%	38.05%	7.06%	17.07%	-7.02%	2.39%

Correlation

The correlation between DUOL and VYMI is -0.01, 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	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (All Time) Calculated using the full available price history since Jul 28, 2021	0.25

The correlation between DUOL and VYMI shifts across timeframes, from -0.01 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DUOL vs. VYMI — Risk / Return Rank

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

DUOL

DUOL Risk / Return Rank: 8
DUOL Sharpe Ratio Rank: 5
DUOL Sortino Ratio Rank: 5
DUOL Omega Ratio Rank: 6
DUOL Calmar Ratio Rank: 10
DUOL Martin Ratio Rank: 17

VYMI

VYMI Risk / Return Rank: 82
VYMI Sharpe Ratio Rank: 88
VYMI Sortino Ratio Rank: 87
VYMI Omega Ratio Rank: 86
VYMI Calmar Ratio Rank: 73
VYMI Martin Ratio Rank: 78

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.

DUOL vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Duolingo, Inc. (DUOL) 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.

	DUOL	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	-1.03	2.28	-3.30
Sortino ratio: Return per unit of downside risk	-1.70	3.13	-4.83
Omega ratio: Gain probability vs. loss probability	0.79	1.41	-0.62
Calmar ratio: Return relative to maximum drawdown	-0.86	2.98	-3.83
Martin ratio: Return relative to average drawdown	-1.18	11.58	-12.76

DUOL vs. VYMI - Sharpe Ratio Comparison

The current DUOL Sharpe Ratio is -1.03, which is lower than the VYMI Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of DUOL 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.

Drawdowns

DUOL vs. VYMI - Drawdown Comparison

The maximum DUOL drawdown since its inception was -83.35%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for DUOL and VYMI.

Drawdown Indicators

	DUOL	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-83.35%	-40.00%	-43.35%
Max Drawdown (1Y) Largest decline over 1 year	-76.96%	-10.14%	-66.82%
Max Drawdown (3Y) Largest decline over 3 years	-83.35%	-12.84%	-70.51%
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	-76.26%	0.00%	-76.26%
Average Drawdown Average peak-to-trough decline	-36.42%	-6.26%	-30.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	55.86%	2.60%	+53.26%

Volatility

DUOL vs. VYMI - Volatility Comparison

Duolingo, Inc. (DUOL) has a higher volatility of 17.55% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.03%. This indicates that DUOL'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

	DUOL	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.55%	3.03%	+14.52%
Volatility (6M) Calculated over the trailing 6-month period	43.35%	11.32%	+32.03%
Volatility (1Y) Calculated over the trailing 1-year period	64.37%	13.26%	+51.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	66.12%	14.86%	+51.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	66.12%	16.54%	+49.58%

Dividends

DUOL vs. VYMI - Dividend Comparison

DUOL has not paid dividends to shareholders, while VYMI's dividend yield for the trailing twelve months is around 3.58%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DUOL Duolingo, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VYMI Vanguard International High Dividend Yield ETF	3.58%	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 DUOL and VYMI in my portfolio?

DUOL and VYMI have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DUOL or VYMI?

DUOL has higher volatility (17.55%) compared to VYMI (3.03%). In terms of maximum drawdown, DUOL dropped -83.35% vs VYMI's -40.00%.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.28 vs -1.03), 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.