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HDV vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


HDVVYM
YTD Return11.99%11.24%
1Y Return13.16%15.66%
3Y Return (Ann)9.54%9.08%
5Y Return (Ann)7.50%10.29%
10Y Return (Ann)7.90%9.63%
Sharpe Ratio1.431.64
Daily Std Dev10.33%10.20%
Max Drawdown-37.04%-56.98%
Current Drawdown-0.92%-1.50%

Correlation

-0.50.00.51.00.9

The correlation between HDV and VYM is 0.93, 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.

Performance

HDV vs. VYM - Performance Comparison

In the year-to-date period, HDV achieves a 11.99% return, which is significantly higher than VYM's 11.24% return. Over the past 10 years, HDV has underperformed VYM with an annualized return of 7.90%, while VYM has yielded a comparatively higher 9.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


220.00%240.00%260.00%280.00%300.00%320.00%FebruaryMarchAprilMayJuneJuly
253.79%
318.08%
HDV
VYM

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Core High Dividend ETF

Vanguard High Dividend Yield ETF

HDV vs. VYM - Expense Ratio Comparison

HDV has a 0.08% expense ratio, which is higher than VYM's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


HDV
iShares Core High Dividend ETF
Expense ratio chart for HDV: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

HDV vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core High Dividend ETF (HDV) 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.


HDV
Sharpe ratio
The chart of Sharpe ratio for HDV, currently valued at 1.43, compared to the broader market0.002.004.006.001.43
Sortino ratio
The chart of Sortino ratio for HDV, currently valued at 2.16, compared to the broader market0.005.0010.0015.002.16
Omega ratio
The chart of Omega ratio for HDV, currently valued at 1.25, compared to the broader market1.002.003.001.25
Calmar ratio
The chart of Calmar ratio for HDV, currently valued at 1.51, compared to the broader market0.005.0010.0015.0020.001.51
Martin ratio
The chart of Martin ratio for HDV, currently valued at 5.06, compared to the broader market0.0050.00100.00150.005.06
VYM
Sharpe ratio
The chart of Sharpe ratio for VYM, currently valued at 1.64, compared to the broader market0.002.004.006.001.64
Sortino ratio
The chart of Sortino ratio for VYM, currently valued at 2.38, compared to the broader market0.005.0010.0015.002.38
Omega ratio
The chart of Omega ratio for VYM, currently valued at 1.28, compared to the broader market1.002.003.001.28
Calmar ratio
The chart of Calmar ratio for VYM, currently valued at 1.68, compared to the broader market0.005.0010.0015.0020.001.68
Martin ratio
The chart of Martin ratio for VYM, currently valued at 5.21, compared to the broader market0.0050.00100.00150.005.21

HDV vs. VYM - Sharpe Ratio Comparison

The current HDV Sharpe Ratio is 1.43, which roughly equals the VYM Sharpe Ratio of 1.64. The chart below compares the 12-month rolling Sharpe Ratio of HDV and VYM.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00FebruaryMarchAprilMayJuneJuly
1.43
1.64
HDV
VYM

Dividends

HDV vs. VYM - Dividend Comparison

HDV's dividend yield for the trailing twelve months is around 3.40%, more than VYM's 2.91% yield.


TTM20232022202120202019201820172016201520142013
HDV
iShares Core High Dividend ETF
3.40%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%3.20%3.17%
VYM
Vanguard High Dividend Yield ETF
2.91%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

Drawdowns

HDV vs. VYM - Drawdown Comparison

The maximum HDV drawdown since its inception was -37.04%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for HDV and VYM. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.92%
-1.50%
HDV
VYM

Volatility

HDV vs. VYM - Volatility Comparison

iShares Core High Dividend ETF (HDV) has a higher volatility of 3.09% compared to Vanguard High Dividend Yield ETF (VYM) at 2.66%. This indicates that HDV'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.


1.50%2.00%2.50%3.00%3.50%FebruaryMarchAprilMayJuneJuly
3.09%
2.66%
HDV
VYM