EPR vs. VYMI

Last updated Jun 13, 2026

EPR (EPR Properties) 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 10 years, EPR returned 3.90%/yr vs 11.24%/yr for VYMI. At a 0.39 correlation, their price movements are largely independent.

Performance

EPR vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EPR Properties (EPR) 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, EPR achieves a 23.29% return, which is significantly higher than VYMI's 12.90% return. Over the past 10 years, EPR has underperformed VYMI with an annualized return of 3.90%, while VYMI has yielded a comparatively higher 11.24% annualized return.

EPR

• 1D: 1.17%
• 1M: 3.94%
• YTD: 23.29%
• 6M: 23.59%
• 1Y: 13.06%
• 3Y*: 17.65%
• 5Y*: 9.64%
• 10Y*: 3.90%

VYMI

• 1D: 0.54%
• 1M: 1.28%
• YTD: 12.90%
• 6M: 14.90%
• 1Y: 31.26%
• 3Y*: 21.73%
• 5Y*: 12.29%
• 10Y*: 11.24%

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

EPR vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPR EPR Properties	23.29%	20.52%	-1.25%	38.83%	-14.61%	50.60%	-52.09%	17.13%	3.59%	-3.41%
VYMI Vanguard International High Dividend Yield ETF	12.90%	38.05%	7.06%	17.07%	-7.02%	15.39%	-1.11%	18.43%	-12.65%	22.36%

Correlation

The correlation between EPR and VYMI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (10Y) Calculated over the trailing 10-year period	0.40
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016	0.39

The correlation between EPR and VYMI shifts across timeframes, from 0.19 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

EPR vs. VYMI — Risk / Return Rank

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

EPR

EPR Risk / Return Rank: 55
EPR Sharpe Ratio Rank: 60
EPR Sortino Ratio Rank: 52
EPR Omega Ratio Rank: 52
EPR Calmar Ratio Rank: 56
EPR Martin Ratio Rank: 56

VYMI

VYMI Risk / Return Rank: 76
VYMI Sharpe Ratio Rank: 82
VYMI Sortino Ratio Rank: 80
VYMI Omega Ratio Rank: 80
VYMI Calmar Ratio Rank: 68
VYMI Martin Ratio Rank: 72

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.

EPR vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EPR Properties (EPR) 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.

	EPR	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	0.50	2.26	-1.75
Sortino ratio: Return per unit of downside risk	0.83	3.08	-2.25
Omega ratio: Gain probability vs. loss probability	1.10	1.41	-0.30
Calmar ratio: Return relative to maximum drawdown	0.58	2.96	-2.38
Martin ratio: Return relative to average drawdown	1.15	11.60	-10.45

EPR vs. VYMI - Sharpe Ratio Comparison

The current EPR Sharpe Ratio is 0.50, which is lower than the VYMI Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of EPR 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

EPR vs. VYMI - Drawdown Comparison

The maximum EPR drawdown since its inception was -82.02%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for EPR and VYMI.

Drawdown Indicators

	EPR	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-82.02%	-40.00%	-42.02%
Max Drawdown (1Y) Largest decline over 1 year	-19.51%	-10.14%	-9.37%
Max Drawdown (3Y) Largest decline over 3 years	-19.51%	-12.84%	-6.67%
Max Drawdown (5Y) Largest decline over 5 years	-35.63%	-24.05%	-11.58%
Max Drawdown (10Y) Largest decline over 10 years	-82.02%	-40.00%	-42.02%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-16.58%	-6.30%	-10.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.81%	2.59%	+7.22%

Volatility

EPR vs. VYMI - Volatility Comparison

EPR Properties (EPR) has a higher volatility of 5.14% compared to Vanguard International High Dividend Yield ETF (VYMI) at 4.40%. This indicates that EPR'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

	EPR	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.14%	4.40%	+0.74%
Volatility (6M) Calculated over the trailing 6-month period	16.49%	11.15%	+5.34%
Volatility (1Y) Calculated over the trailing 1-year period	22.44%	13.33%	+9.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.16%	14.90%	+11.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.44%	16.85%	+25.59%

Dividends

EPR vs. VYMI - Dividend Comparison

EPR's dividend yield for the trailing twelve months is around 5.99%, more than VYMI's 3.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPR EPR Properties	5.99%	7.05%	7.68%	6.81%	8.62%	3.16%	4.66%	6.37%	5.62%	6.23%	5.35%	6.21%
VYMI Vanguard International High Dividend Yield ETF	3.39%	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

Can I hold both EPR and VYMI in my portfolio?

EPR and VYMI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EPR or VYMI?

EPR has higher volatility (5.14%) compared to VYMI (4.40%). In terms of maximum drawdown, EPR dropped -82.02% vs VYMI's -40.00%.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.26 vs 0.50), 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.