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IAK vs. VYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IAK vs. VYM

Last updated Jun 23, 2026

IAK (iShares U.S. Insurance ETF) and VYM (Vanguard High Dividend Yield ETF) are both exchange-traded funds - IAK is a Financials Equities fund tracking the Dow Jones U.S. Select Insurance Index, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Both are passively managed. Over the past 10 years, IAK returned 12.95%/yr vs 12.00%/yr for VYM. A 0.79 correlation means they provide meaningful diversification when combined. IAK charges 0.38%/yr vs 0.04%/yr for VYM.

Performance

IAK vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Insurance ETF (IAK) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAK achieves a 1.39% return, which is significantly lower than VYM's 11.70% return. Over the past 10 years, IAK has outperformed VYM with an annualized return of 12.95%, while VYM has yielded a comparatively lower 12.00% annualized return.

IAK

1D
0.87%
1M
1.38%
YTD
1.39%
6M
0.55%
1Y
5.45%
3Y*
18.83%
5Y*
14.31%
10Y*
12.95%

VYM

1D
0.11%
1M
0.42%
YTD
11.70%
6M
11.13%
1Y
25.24%
3Y*
18.48%
5Y*
12.10%
10Y*
12.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAK vs. VYM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IAK
iShares U.S. Insurance ETF		1.39%9.50%28.25%11.28%11.33%26.84%-2.86%25.94%-11.48%14.18%
VYM
Vanguard High Dividend Yield ETF		11.70%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%

Correlation

The correlation between IAK and VYM is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2006

0.79

Over the past year, the correlation between IAK and VYM has dropped to 0.41 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

IAK vs. VYM - Sectors Allocation Comparison

Sectors
IAK
VYM

Financial Services

99.4%
19.9%

Healthcare

0.6%
12.2%

Basic Materials

-

3.4%

Communication Services

-

3.4%

Consumer Cyclical

-

6.6%

Consumer Defensive

-

8.0%

Energy

-

9.1%

Industrials

-

11.8%

Real Estate

-

0.0%

Technology

-

20.3%

Utilities

-

5.4%

Financial Services

IAK
99.4%
VYM
19.9%

Healthcare

IAK
0.6%
VYM
12.2%

Basic Materials

IAK

-

VYM
3.4%

Communication Services

IAK

-

VYM
3.4%

Consumer Cyclical

IAK

-

VYM
6.6%

Consumer Defensive

IAK

-

VYM
8.0%

Energy

IAK

-

VYM
9.1%

Industrials

IAK

-

VYM
11.8%

Real Estate

IAK

-

VYM
0.0%

Technology

IAK

-

VYM
20.3%

Utilities

IAK

-

VYM
5.4%

Compare stocks, funds, or ETFs

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

iShares U.S. Insurance ETF

Vanguard High Dividend Yield ETF

Often compared with IAK:
IAK vs. KIEIAK vs. KBWPIAK vs. IHEIAK vs. DIVBIAK vs. INFLIAK vs. ^SP500TRIAK vs. VTI
Often compared with VYM:
VYM vs. SCHDVYM vs. VIGVYM vs. VYMIVYM vs. FDVVVYM vs. VOOVYM vs. VTIVYM vs. DGRO

Return for Risk

IAK vs. VYM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IAK
IAK Risk / Return Rank: 1414
Overall Rank
IAK Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IAK Sortino Ratio Rank: 1313
Sortino Ratio Rank
IAK Omega Ratio Rank: 1212
Omega Ratio Rank
IAK Calmar Ratio Rank: 1717
Calmar Ratio Rank
IAK Martin Ratio Rank: 1616
Martin Ratio Rank
VYM
VYM Risk / Return Rank: 7878
Overall Rank
VYM Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8282
Sortino Ratio Rank
VYM Omega Ratio Rank: 7878
Omega Ratio Rank
VYM Calmar Ratio Rank: 7777
Calmar Ratio Rank
VYM Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IAK vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Insurance ETF (IAK) 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.

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.

IAKVYMDifference
Sharpe ratioReturn per unit of total volatility
0.36
2.44

-2.08

Sortino ratioReturn per unit of downside risk
0.60
3.48

-2.87

Omega ratioGain probability vs. loss probability

1.07

1.44

-0.37

Calmar ratioReturn relative to maximum drawdown

0.72

3.79

-3.07

Martin ratioReturn relative to average drawdown

1.60

14.09

-12.49

IAK vs. VYM - Sharpe Ratio Comparison

The current IAK Sharpe Ratio is 0.36, which is lower than the VYM Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of IAK and VYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IAK vs. VYM - Drawdown Comparison

The maximum IAK drawdown since its inception was -77.38%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for IAK and VYM.

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Drawdown Indicators

IAKVYMDifference

Max Drawdown

Largest peak-to-trough decline

-77.38%

-56.98%

-20.40%

Max Drawdown (1Y)

Largest decline over 1 year

-7.62%

-6.69%

-0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-11.58%

-14.46%

+2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-14.76%

-15.84%

+1.08%

Max Drawdown (10Y)

Largest decline over 10 years

-44.95%

-35.21%

-9.74%

Current Drawdown

Current decline from peak

-0.20%

-1.12%

+0.92%

Average Drawdown

Average peak-to-trough decline

-16.10%

-7.18%

-8.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

1.80%

+1.61%

Volatility

IAK vs. VYM - Volatility Comparison

iShares U.S. Insurance ETF (IAK) has a higher volatility of 5.21% compared to Vanguard High Dividend Yield ETF (VYM) at 3.02%. This indicates that IAK'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.

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Volatility by Period

IAKVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

3.02%

+2.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.44%

7.64%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

15.05%

10.41%

+4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.03%

13.93%

+4.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.92%

16.35%

+4.57%

IAK vs. VYM - Expense Ratio Comparison

IAK has a 0.38% expense ratio, which is higher than VYM's 0.04% expense ratio.

Dividends

IAK vs. VYM - Dividend Comparison

IAK's dividend yield for the trailing twelve months is around 2.63%, more than VYM's 2.29% yield.

PositionTTM20252024202320222021202020192018201720162015
IAK
iShares U.S. Insurance ETF		2.63%1.69%1.49%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%
VYM
Vanguard High Dividend Yield ETF		2.29%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Frequently Asked Questions

IAK and VYM have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAK has higher volatility (5.21%) compared to VYM (3.02%). In terms of maximum drawdown, IAK dropped -77.38% vs VYM's -56.98%.

On 10-year performance, IAK leads with 12.95% vs 12.00% for VYM. On fees, VYM is cheaper at 0.04% per year. On volatility, VYM has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IAK has performed better with a 12.95% return vs 12.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VYM is cheaper with a 0.04% expense ratio, compared with 0.38% for IAK.

IAK has the higher dividend yield at 2.63%, compared with 2.29% for VYM.

IAK is categorized as Financials Equities, while VYM is Dividend. IAK tracks Dow Jones U.S. Select Insurance Index, while VYM tracks FTSE High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.38% for IAK and 0.04% for VYM.

VYM currently has the higher Sharpe Ratio (2.44 vs 0.36), 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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