DVIPX vs. VYMI
Compare and contrast key facts about Davenport Value & Income Fund (DVIPX) and Vanguard International High Dividend Yield ETF (VYMI).
DVIPX is managed by Davenport. It was launched on Dec 31, 2010. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016.
Performance
DVIPX vs. VYMI - Performance Comparison
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DVIPX vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DVIPX Davenport Value & Income Fund | 0.21% | 13.70% | 9.53% | 8.49% | -12.88% | 23.35% | 1.75% | 25.60% | -12.68% | 18.24% |
VYMI Vanguard International High Dividend Yield ETF | 5.51% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 18.43% | -12.65% | 22.36% |
Returns By Period
In the year-to-date period, DVIPX achieves a 0.21% return, which is significantly lower than VYMI's 5.51% return. Over the past 10 years, DVIPX has underperformed VYMI with an annualized return of 7.74%, while VYMI has yielded a comparatively higher 10.21% annualized return.
DVIPX
- 1D
- 0.00%
- 1M
- -6.77%
- YTD
- 0.21%
- 6M
- 1.68%
- 1Y
- 9.72%
- 3Y*
- 10.13%
- 5Y*
- 6.12%
- 10Y*
- 7.74%
VYMI
- 1D
- 2.75%
- 1M
- -6.07%
- YTD
- 5.51%
- 6M
- 13.32%
- 1Y
- 33.11%
- 3Y*
- 20.42%
- 5Y*
- 12.44%
- 10Y*
- 10.21%
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DVIPX vs. VYMI - Expense Ratio Comparison
DVIPX has a 0.87% expense ratio, which is higher than VYMI's 0.07% expense ratio.
Return for Risk
DVIPX vs. VYMI — Risk / Return Rank
DVIPX
VYMI
DVIPX vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davenport Value & Income Fund (DVIPX) 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.
| DVIPX | VYMI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 2.09 | -1.35 |
Sortino ratioReturn per unit of downside risk | 1.14 | 2.77 | -1.63 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.44 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.94 | -2.03 |
Martin ratioReturn relative to average drawdown | 3.54 | 12.19 | -8.64 |
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
| DVIPX | VYMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 2.09 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.85 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.61 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.62 | -0.01 |
Correlation
The correlation between DVIPX and VYMI is 0.77, 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.
Dividends
DVIPX vs. VYMI - Dividend Comparison
DVIPX's dividend yield for the trailing twelve months is around 6.71%, more than VYMI's 3.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVIPX Davenport Value & Income Fund | 6.71% | 6.73% | 6.35% | 1.68% | 5.59% | 4.42% | 4.36% | 4.13% | 3.70% | 4.65% | 2.24% | 6.95% |
VYMI Vanguard International High Dividend Yield ETF | 3.63% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
Drawdowns
DVIPX vs. VYMI - Drawdown Comparison
The maximum DVIPX drawdown since its inception was -38.40%, roughly equal to the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for DVIPX and VYMI.
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Drawdown Indicators
| DVIPX | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.40% | -40.00% | +1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.43% | -11.08% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -20.67% | -24.05% | +3.38% |
Max Drawdown (10Y)Largest decline over 10 years | -38.40% | -40.00% | +1.60% |
Current DrawdownCurrent decline from peak | -7.52% | -6.54% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -6.39% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.67% | +0.01% |
Volatility
DVIPX vs. VYMI - Volatility Comparison
The current volatility for Davenport Value & Income Fund (DVIPX) is 3.31%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 7.02%. This indicates that DVIPX experiences smaller price fluctuations and is considered to be less risky 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
| DVIPX | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 7.02% | -3.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.71% | 9.88% | -2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.25% | 15.90% | -1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 14.75% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 16.89% | -0.74% |