FRIZ vs. VYMI
FRIZ (Franklin Dividend Growth ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both Dividend funds. FRIZ is actively managed, while VYMI is passively managed. A 0.66 correlation means they provide meaningful diversification when combined. FRIZ charges 0.49%/yr vs 0.07%/yr for VYMI.
Performance
FRIZ vs. VYMI - Performance Comparison
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Returns By Period
In the year-to-date period, FRIZ achieves a 2.17% return, which is significantly lower than VYMI's 10.89% return.
FRIZ
- 1D
- -0.28%
- 1M
- -0.08%
- YTD
- 2.17%
- 6M
- 1.17%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VYMI
- 1D
- -0.30%
- 1M
- -1.46%
- YTD
- 10.89%
- 6M
- 10.49%
- 1Y
- 27.57%
- 3Y*
- 21.18%
- 5Y*
- 12.25%
- 10Y*
- 11.11%
FRIZ vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FRIZ Franklin Dividend Growth ETF | 2.17% | 3.22% |
VYMI Vanguard International High Dividend Yield ETF | 10.89% | 8.72% |
Correlation
The correlation between FRIZ and VYMI is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 29, 2025 | 0.66 |
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Return for Risk
FRIZ vs. VYMI — Risk / Return Rank
FRIZ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VYMI
FRIZ vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Dividend Growth ETF (FRIZ) 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.
| FRIZ | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.38 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.73 | — |
| Martin ratioReturn relative to average drawdown | — | 10.65 | — |
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Drawdowns
FRIZ vs. VYMI - Drawdown Comparison
The maximum FRIZ drawdown since its inception was -7.84%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for FRIZ and VYMI.
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Drawdown Indicators
| FRIZ | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.84% | -40.00% | +32.16% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.14% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.84% | — |
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 | -1.63% | -2.40% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -1.43% | -6.28% | +4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.59% | — |
Volatility
FRIZ vs. VYMI - Volatility Comparison
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Volatility by Period
| FRIZ | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.09% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.20% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.97% | 13.23% | -3.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.97% | 14.87% | -4.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.97% | 16.59% | -6.62% |
FRIZ vs. VYMI - Expense Ratio Comparison
FRIZ has a 0.49% expense ratio, which is higher than VYMI's 0.07% expense ratio.
Dividends
FRIZ vs. VYMI - Dividend Comparison
FRIZ's dividend yield for the trailing twelve months is around 0.82%, less than VYMI's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FRIZ Franklin Dividend Growth ETF | 0.82% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.68% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
FRIZ and VYMI have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VYMI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VYMI is cheaper with a 0.07% expense ratio, compared with 0.49% for FRIZ.
VYMI has the higher dividend yield at 3.68%, compared with 0.82% for FRIZ.
They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.49% for FRIZ and 0.07% for VYMI.
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