IDLV vs. VYM
Compare and contrast key facts about Invesco S&P International Developed Low Volatility ETF (IDLV) and Vanguard High Dividend Yield ETF (VYM).
IDLV and VYM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDLV is a passively managed fund by Invesco that tracks the performance of the S&P BMI International Developed Low Volatility Index. It was launched on Jan 13, 2012. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006. Both IDLV and VYM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDLV or VYM.
Correlation
The correlation between IDLV and VYM is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IDLV vs. VYM - Performance Comparison
Key characteristics
IDLV:
1.37
VYM:
0.50
IDLV:
1.93
VYM:
0.80
IDLV:
1.27
VYM:
1.11
IDLV:
1.80
VYM:
0.55
IDLV:
4.59
VYM:
2.32
IDLV:
3.91%
VYM:
3.42%
IDLV:
13.09%
VYM:
15.84%
IDLV:
-34.65%
VYM:
-56.98%
IDLV:
-0.17%
VYM:
-8.11%
Returns By Period
In the year-to-date period, IDLV achieves a 14.02% return, which is significantly higher than VYM's -2.73% return. Over the past 10 years, IDLV has underperformed VYM with an annualized return of 3.38%, while VYM has yielded a comparatively higher 9.24% annualized return.
IDLV
14.02%
4.23%
9.12%
19.04%
7.08%
3.38%
VYM
-2.73%
-4.32%
-2.62%
8.19%
13.10%
9.24%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IDLV vs. VYM - Expense Ratio Comparison
IDLV has a 0.25% 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%.
Risk-Adjusted Performance
IDLV vs. VYM — Risk-Adjusted Performance Rank
IDLV
VYM
IDLV vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed Low Volatility ETF (IDLV) 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.
Dividends
IDLV vs. VYM - Dividend Comparison
IDLV's dividend yield for the trailing twelve months is around 3.09%, more than VYM's 2.99% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDLV Invesco S&P International Developed Low Volatility ETF | 3.09% | 3.41% | 3.59% | 4.69% | 2.99% | 2.31% | 5.48% | 3.94% | 3.05% | 3.92% | 3.93% | 3.25% |
VYM Vanguard High Dividend Yield ETF | 2.99% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
Drawdowns
IDLV vs. VYM - Drawdown Comparison
The maximum IDLV drawdown since its inception was -34.65%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for IDLV and VYM. For additional features, visit the drawdowns tool.
Volatility
IDLV vs. VYM - Volatility Comparison
The current volatility for Invesco S&P International Developed Low Volatility ETF (IDLV) is 8.77%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 11.36%. This indicates that IDLV experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.