DYLD vs. VGMS

Last updated Apr 2, 2026

Compare and contrast key facts about LeaderShares Dynamic Yield ETF (DYLD) and Vanguard Multi-Sector Income Bond ETF (VGMS).

DYLD and VGMS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DYLD is an actively managed fund by LeaderShares. It was launched on Jun 28, 2021. VGMS is an actively managed fund by Vanguard. It was launched on Jun 9, 2025.

Performance

DYLD vs. VGMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LeaderShares Dynamic Yield ETF (DYLD) and Vanguard Multi-Sector Income Bond ETF (VGMS). The values are adjusted to include any dividend payments, if applicable.

DYLD vs. VGMS - Yearly Performance Comparison

	2026 (YTD)	2025
DYLD LeaderShares Dynamic Yield ETF	0.39%	2.93%
VGMS Vanguard Multi-Sector Income Bond ETF	-0.07%	5.44%

Returns By Period

In the year-to-date period, DYLD achieves a 0.39% return, which is significantly higher than VGMS's -0.07% return.

DYLD

• 1D: 0.13%
• 1M: -0.15%
• YTD: 0.39%
• 6M: 0.98%
• 1Y: 3.98%
• 3Y*: 4.22%
• 5Y*: —
• 10Y*: —

VGMS

• 1D: 0.21%
• 1M: -1.14%
• YTD: -0.07%
• 6M: 1.31%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DYLD vs. VGMS - Expense Ratio Comparison

DYLD has a 0.75% expense ratio, which is higher than VGMS's 0.30% expense ratio.

DYLD

LeaderShares Dynamic Yield ETF

VGMS

Vanguard Multi-Sector Income Bond ETF

Return for Risk

DYLD vs. VGMS — Risk / Return Rank

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

DYLD

DYLD Risk / Return Rank: 76
DYLD Sharpe Ratio Rank: 71
DYLD Sortino Ratio Rank: 72
DYLD Omega Ratio Rank: 66
DYLD Calmar Ratio Rank: 87
DYLD Martin Ratio Rank: 84

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.

DYLD vs. VGMS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LeaderShares Dynamic Yield ETF (DYLD) and Vanguard Multi-Sector Income Bond ETF (VGMS). 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.

	DYLD	VGMS	Difference
Sharpe ratio Return per unit of total volatility	1.33	—	—
Sortino ratio Return per unit of downside risk	1.92	—	—
Omega ratio Gain probability vs. loss probability	1.26	—	—
Calmar ratio Return relative to maximum drawdown	3.03	—	—
Martin ratio Return relative to average drawdown	10.62	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DYLD	VGMS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	2.16	-1.92

Correlation

The correlation between DYLD and VGMS is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DYLD vs. VGMS - Dividend Comparison

DYLD's dividend yield for the trailing twelve months is around 4.44%, more than VGMS's 4.29% yield.

	TTM	2025	2024	2023	2022	2021
DYLD LeaderShares Dynamic Yield ETF	4.44%	4.20%	4.58%	3.43%	1.54%	1.02%
VGMS Vanguard Multi-Sector Income Bond ETF	4.29%	2.94%	0.00%	0.00%	0.00%	0.00%

Drawdowns

DYLD vs. VGMS - Drawdown Comparison

The maximum DYLD drawdown since its inception was -15.03%, which is greater than VGMS's maximum drawdown of -2.46%. Use the drawdown chart below to compare losses from any high point for DYLD and VGMS.

Drawdown Indicators

	DYLD	VGMS	Difference
Max Drawdown Largest peak-to-trough decline	-15.03%	-2.46%	-12.57%
Max Drawdown (1Y) Largest decline over 1 year	-1.39%	—	—
Current Drawdown Current decline from peak	-0.68%	-1.30%	+0.62%
Average Drawdown Average peak-to-trough decline	-5.35%	-0.28%	-5.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.40%	—	—

Volatility

Volatility by Period

	DYLD	VGMS	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.25%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.02%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.01%	3.12%	-0.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.46%	3.12%	+1.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.46%	3.12%	+1.34%