FRHC vs. VYM
Compare and contrast key facts about Freedom Holding Corp. (FRHC) and Vanguard High Dividend Yield ETF (VYM).
VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FRHC or VYM.
Key characteristics
| FRHC | VYM | |
|---|---|---|
| YTD Return | -13.77% | 5.51% |
| 1Y Return | -10.95% | 17.47% |
| 3Y Return (Ann) | 13.23% | 6.93% |
| 5Y Return (Ann) | 49.38% | 9.34% |
| 10Y Return (Ann) | 100.49% | 9.66% |
| Sharpe Ratio | -0.28 | 1.53 |
| Daily Std Dev | 37.40% | 10.66% |
| Max Drawdown | -100.00% | -56.98% |
| Current Drawdown | -99.63% | -3.19% |
Correlation
The correlation between FRHC and VYM is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FRHC vs. VYM - Performance Comparison
In the year-to-date period, FRHC achieves a -13.77% return, which is significantly lower than VYM's 5.51% return. Over the past 10 years, FRHC has outperformed VYM with an annualized return of 100.49%, while VYM has yielded a comparatively lower 9.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FRHC vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Freedom Holding Corp. (FRHC) 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.
Dividends
FRHC vs. VYM - Dividend Comparison
FRHC has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.92%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRHC Freedom Holding Corp. | 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 | 2.92% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
FRHC vs. VYM - Drawdown Comparison
The maximum FRHC drawdown since its inception was -100.00%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for FRHC and VYM. For additional features, visit the drawdowns tool.
Volatility
FRHC vs. VYM - Volatility Comparison
Freedom Holding Corp. (FRHC) has a higher volatility of 7.62% compared to Vanguard High Dividend Yield ETF (VYM) at 3.15%. This indicates that FRHC'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.