DXCM vs. VYM

Last updated Jun 23, 2026

DXCM (DexCom, Inc.) 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, DXCM returned 13.56%/yr vs 12.00%/yr for VYM. At a 0.35 correlation, their price movements are largely independent.

Performance

DXCM vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DexCom, Inc. (DXCM) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DXCM achieves a 4.07% return, which is significantly lower than VYM's 11.70% return. Over the past 10 years, DXCM has outperformed VYM with an annualized return of 13.56%, while VYM has yielded a comparatively lower 12.00% annualized return.

DXCM

• 1D: -4.69%
• 1M: -4.20%
• YTD: 4.07%
• 6M: 2.43%
• 1Y: -13.66%
• 3Y*: -18.32%
• 5Y*: -8.54%
• 10Y*: 13.56%

VYM

• 1D: 0.11%
• 1M: 0.42%
• YTD: 11.70%
• 6M: 11.13%
• 1Y: 25.24%
• 3Y*: 18.48%
• 5Y*: 12.10%
• 10Y*: 12.00%

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

DXCM vs. VYM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DXCM DexCom, Inc.	4.07%	-14.66%	-37.33%	9.58%	-15.64%	45.23%	69.02%	82.59%	108.75%	-3.87%
VYM Vanguard High Dividend Yield ETF	11.70%	15.42%	17.60%	6.57%	-0.43%	26.20%	1.15%	24.06%	-5.92%	16.42%

Correlation

The correlation between DXCM and VYM is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (10Y) Calculated over the trailing 10-year period	0.28
Correlation (All Time) Calculated using the full available price history since Nov 16, 2006	0.35

Return for Risk

DXCM vs. VYM — Risk / Return Rank

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

DXCM

DXCM Risk / Return Rank: 28
DXCM Sharpe Ratio Rank: 28
DXCM Sortino Ratio Rank: 27
DXCM Omega Ratio Rank: 26
DXCM Calmar Ratio Rank: 30
DXCM Martin Ratio Rank: 31

VYM

VYM Risk / Return Rank: 78
VYM Sharpe Ratio Rank: 80
VYM Sortino Ratio Rank: 82
VYM Omega Ratio Rank: 78
VYM Calmar Ratio Rank: 77
VYM Martin Ratio Rank: 76

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.

DXCM vs. VYM - Risk-Adjusted Trends Comparison

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

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.

	DXCM	VYM	Difference
Sharpe ratio: Return per unit of total volatility	-0.33	2.44	-2.77
Sortino ratio: Return per unit of downside risk	-0.20	3.48	-3.68
Omega ratio: Gain probability vs. loss probability	0.97	1.44	-0.47
Calmar ratio: Return relative to maximum drawdown	-0.35	3.79	-4.14
Martin ratio: Return relative to average drawdown	-0.60	14.09	-14.69

DXCM vs. VYM - Sharpe Ratio Comparison

The current DXCM Sharpe Ratio is -0.33, which is lower than the VYM Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of DXCM and VYM, 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

DXCM vs. VYM - Drawdown Comparison

The maximum DXCM drawdown since its inception was -94.61%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for DXCM and VYM.

Drawdown Indicators

	DXCM	VYM	Difference
Max Drawdown Largest peak-to-trough decline	-94.61%	-56.98%	-37.63%
Max Drawdown (1Y) Largest decline over 1 year	-38.75%	-6.69%	-32.06%
Max Drawdown (3Y) Largest decline over 3 years	-60.95%	-14.46%	-46.49%
Max Drawdown (5Y) Largest decline over 5 years	-66.32%	-15.84%	-50.48%
Max Drawdown (10Y) Largest decline over 10 years	-66.32%	-35.21%	-31.11%
Current Drawdown Current decline from peak	-57.58%	-1.12%	-56.46%
Average Drawdown Average peak-to-trough decline	-36.04%	-7.18%	-28.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.94%	1.80%	+21.14%

Volatility

DXCM vs. VYM - Volatility Comparison

DexCom, Inc. (DXCM) has a higher volatility of 10.88% compared to Vanguard High Dividend Yield ETF (VYM) at 3.02%. This indicates that DXCM'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.

Volatility by Period

	DXCM	VYM	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.88%	3.02%	+7.86%
Volatility (6M) Calculated over the trailing 6-month period	25.88%	7.64%	+18.24%
Volatility (1Y) Calculated over the trailing 1-year period	41.18%	10.41%	+30.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.07%	13.93%	+33.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.45%	16.35%	+32.10%

Dividends

DXCM vs. VYM - Dividend Comparison

DXCM has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.29%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DXCM DexCom, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VYM Vanguard High Dividend Yield ETF	2.29%	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

Can I hold both DXCM and VYM in my portfolio?

DXCM and VYM have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DXCM or VYM?

DXCM has higher volatility (10.88%) compared to VYM (3.02%). In terms of maximum drawdown, DXCM dropped -94.61% vs VYM's -56.98%.

Which has better risk-adjusted returns?

VYM currently has the higher Sharpe Ratio (2.44 vs -0.33), 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.