FPAG vs. VYMI
Compare and contrast key facts about FPA Global Equity ETF (FPAG) and Vanguard International High Dividend Yield ETF (VYMI).
FPAG and VYMI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FPAG is an actively managed fund by FPA. It was launched on Dec 16, 2021. 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
FPAG vs. VYMI - Performance Comparison
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FPAG vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FPAG FPA Global Equity ETF | -1.48% | 25.17% | 15.64% | 29.55% | -17.87% | 2.93% |
VYMI Vanguard International High Dividend Yield ETF | 6.37% | 38.05% | 7.06% | 17.07% | -7.02% | 2.51% |
Returns By Period
In the year-to-date period, FPAG achieves a -1.48% return, which is significantly lower than VYMI's 6.37% return.
FPAG
- 1D
- 0.74%
- 1M
- -6.59%
- YTD
- -1.48%
- 6M
- 2.35%
- 1Y
- 23.55%
- 3Y*
- 19.25%
- 5Y*
- —
- 10Y*
- —
VYMI
- 1D
- 0.82%
- 1M
- -3.79%
- YTD
- 6.37%
- 6M
- 13.78%
- 1Y
- 33.76%
- 3Y*
- 20.74%
- 5Y*
- 12.62%
- 10Y*
- 10.30%
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FPAG vs. VYMI - Expense Ratio Comparison
FPAG has a 0.49% expense ratio, which is higher than VYMI's 0.07% expense ratio.
Return for Risk
FPAG vs. VYMI — Risk / Return Rank
FPAG
VYMI
FPAG vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FPA Global Equity ETF (FPAG) 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.
| FPAG | VYMI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 2.13 | -0.92 |
Sortino ratioReturn per unit of downside risk | 1.80 | 2.82 | -1.01 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.44 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 3.09 | -1.17 |
Martin ratioReturn relative to average drawdown | 7.02 | 12.68 | -5.66 |
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
| FPAG | VYMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 2.13 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.86 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.63 | -0.06 |
Correlation
The correlation between FPAG 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
FPAG vs. VYMI - Dividend Comparison
FPAG's dividend yield for the trailing twelve months is around 1.54%, less than VYMI's 3.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FPAG FPA Global Equity ETF | 1.54% | 1.99% | 1.42% | 1.51% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.60% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Drawdowns
FPAG vs. VYMI - Drawdown Comparison
The maximum FPAG drawdown since its inception was -28.43%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for FPAG and VYMI.
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Drawdown Indicators
| FPAG | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.43% | -40.00% | +11.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -11.08% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -8.53% | -5.77% | -2.76% |
Average DrawdownAverage peak-to-trough decline | -6.51% | -6.39% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 2.70% | +0.67% |
Volatility
FPAG vs. VYMI - Volatility Comparison
FPA Global Equity ETF (FPAG) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 6.47% and 6.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FPAG | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 6.40% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 9.90% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.56% | 15.90% | +3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.50% | 14.75% | +4.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.50% | 16.89% | +2.61% |