ICAP vs. VYM
Compare and contrast key facts about InfraCap Equity Income Fund ETF (ICAP) and Vanguard High Dividend Yield ETF (VYM).
ICAP and VYM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ICAP is an actively managed fund by InfraCap. It was launched on Dec 28, 2021. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Feb 7, 2019.
Performance
ICAP vs. VYM - Performance Comparison
Loading graphics...
ICAP vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ICAP InfraCap Equity Income Fund ETF | -2.78% | 15.77% | 14.83% | 8.82% | -10.10% | 0.57% |
VYM Vanguard High Dividend Yield ETF | 3.80% | 15.42% | 17.60% | 6.57% | -0.43% | -0.04% |
Returns By Period
In the year-to-date period, ICAP achieves a -2.78% return, which is significantly lower than VYM's 3.80% return.
ICAP
- 1D
- 2.73%
- 1M
- -5.34%
- YTD
- -2.78%
- 6M
- 0.55%
- 1Y
- 15.89%
- 3Y*
- 13.10%
- 5Y*
- —
- 10Y*
- —
VYM
- 1D
- 1.80%
- 1M
- -3.92%
- YTD
- 3.80%
- 6M
- 6.39%
- 1Y
- 17.76%
- 3Y*
- 15.21%
- 5Y*
- 11.04%
- 10Y*
- 11.24%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ICAP vs. VYM - Expense Ratio Comparison
ICAP has a 0.80% expense ratio, which is higher than VYM's 0.04% expense ratio.
Return for Risk
ICAP vs. VYM — Risk / Return Rank
ICAP
VYM
ICAP vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for InfraCap Equity Income Fund ETF (ICAP) 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.
| ICAP | VYM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.18 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.69 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.68 | -0.41 |
Martin ratioReturn relative to average drawdown | 4.57 | 7.46 | -2.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ICAP | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.18 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.49 | -0.17 |
Correlation
The correlation between ICAP and VYM is 0.84, 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.
Dividends
ICAP vs. VYM - Dividend Comparison
ICAP's dividend yield for the trailing twelve months is around 9.95%, more than VYM's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICAP InfraCap Equity Income Fund ETF | 9.95% | 8.89% | 8.30% | 8.65% | 8.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.37% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Drawdowns
ICAP vs. VYM - Drawdown Comparison
The maximum ICAP drawdown since its inception was -24.20%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for ICAP and VYM.
Loading graphics...
Drawdown Indicators
| ICAP | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.20% | -56.98% | +32.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.64% | -11.32% | -1.32% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.21% | — |
Current DrawdownCurrent decline from peak | -8.21% | -4.81% | -3.40% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -7.25% | -0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 2.55% | +0.97% |
Volatility
ICAP vs. VYM - Volatility Comparison
InfraCap Equity Income Fund ETF (ICAP) has a higher volatility of 5.25% compared to Vanguard High Dividend Yield ETF (VYM) at 3.74%. This indicates that ICAP'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.
Loading graphics...
Volatility by Period
| ICAP | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 3.74% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 7.96% | +2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.06% | 15.17% | +1.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.33% | 13.97% | +4.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 16.33% | +2.00% |