FSCO vs. VYMI
FSCO (FS Credit Opportunities Corp.) 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 3 years, FSCO returned 14.91%/yr vs 21.05%/yr for VYMI. At a 0.24 correlation, their price movements are largely independent.
Performance
FSCO vs. VYMI - Performance Comparison
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Returns By Period
In the year-to-date period, FSCO achieves a -17.20% return, which is significantly lower than VYMI's 12.54% return.
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
VYMI
- 1D
- 0.02%
- 1M
- 0.76%
- YTD
- 12.54%
- 6M
- 13.53%
- 1Y
- 32.55%
- 3Y*
- 21.05%
- 5Y*
- 13.03%
- 10Y*
- 10.72%
FSCO vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -17.20% | 3.68% | 34.88% | 36.98% | -3.98% |
VYMI Vanguard International High Dividend Yield ETF | 12.54% | 38.05% | 7.06% | 17.07% | 1.46% |
Correlation
The correlation between FSCO and VYMI is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.24 |
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Return for Risk
FSCO vs. VYMI — Risk / Return Rank
FSCO
VYMI
FSCO vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) 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.
| FSCO | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.23 | ||
| Sortino ratioReturn per unit of downside risk | -4.29 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.43 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 3.13 | -3.77 |
| Martin ratioReturn relative to average drawdown | -1.26 | 12.29 | -13.56 |
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Drawdowns
FSCO vs. VYMI - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for FSCO and VYMI.
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Drawdown Indicators
| FSCO | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -40.00% | +4.47% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -10.14% | -25.39% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | -12.84% | -22.69% |
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 | -27.71% | -0.95% | -26.76% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -6.29% | -1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.93% | 2.58% | +15.35% |
Volatility
FSCO vs. VYMI - Volatility Comparison
FS Credit Opportunities Corp. (FSCO) has a higher volatility of 6.04% compared to Vanguard International High Dividend Yield ETF (VYMI) at 4.13%. This indicates that FSCO'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.
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Volatility by Period
| FSCO | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 4.13% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 22.58% | 11.13% | +11.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.39% | 13.23% | +14.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.18% | 14.87% | +13.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.18% | 16.84% | +11.34% |
Dividends
FSCO vs. VYMI - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 15.92%, more than VYMI's 4.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.92% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.63% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
FSCO and VYMI have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (6.04%) compared to VYMI (4.13%). In terms of maximum drawdown, FSCO dropped -35.53% vs VYMI's -40.00%.
VYMI currently has the higher Sharpe Ratio (2.40 vs -0.83), 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.
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