IDVZ vs. VYMI
IDVZ (Opal International Dividend Income ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - IDVZ is a Foreign Large Cap Equities fund actively managed by TrueMark Investments, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. IDVZ is actively managed, while VYMI is passively managed. Over the past year, IDVZ returned 22.54% vs 30.23% for VYMI. Their correlation of 0.85 suggests significant overlap in exposure. IDVZ charges 0.75%/yr vs 0.07%/yr for VYMI.
Performance
IDVZ vs. VYMI - Performance Comparison
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Returns By Period
In the year-to-date period, IDVZ achieves a 9.70% return, which is significantly lower than VYMI's 11.31% return.
IDVZ
- 1D
- -0.98%
- 1M
- 0.24%
- YTD
- 9.70%
- 6M
- 12.20%
- 1Y
- 22.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VYMI
- 1D
- -1.01%
- 1M
- 2.05%
- YTD
- 11.31%
- 6M
- 14.77%
- 1Y
- 30.23%
- 3Y*
- 21.88%
- 5Y*
- 11.95%
- 10Y*
- 10.49%
IDVZ vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IDVZ Opal International Dividend Income ETF | 9.70% | 33.14% | -1.61% |
VYMI Vanguard International High Dividend Yield ETF | 11.31% | 38.05% | -0.28% |
Correlation
The correlation between IDVZ and VYMI is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2024 | 0.85 |
The correlation between IDVZ and VYMI has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.
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Return for Risk
IDVZ vs. VYMI — Risk / Return Rank
IDVZ
VYMI
IDVZ vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Opal International Dividend Income ETF (IDVZ) 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.
| IDVZ | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.43 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 2.99 | -0.57 |
| Martin ratioReturn relative to average drawdown | 9.69 | 11.80 | -2.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDVZ | VYMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 2.35 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.81 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.02 | 0.65 | +1.37 |
Drawdowns
IDVZ vs. VYMI - Drawdown Comparison
The maximum IDVZ drawdown since its inception was -10.99%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for IDVZ and VYMI.
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Drawdown Indicators
| IDVZ | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.99% | -40.00% | +29.01% |
Max Drawdown (1Y)Largest decline over 1 year | -9.35% | -10.14% | +0.79% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.84% | — |
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 | -2.46% | -1.40% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -1.40% | -6.31% | +4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.57% | -0.24% |
Volatility
IDVZ vs. VYMI - Volatility Comparison
Opal International Dividend Income ETF (IDVZ) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 3.88% and 4.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDVZ | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 4.04% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 10.73% | -1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 12.94% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 14.84% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.48% | 16.87% | -2.39% |
IDVZ vs. VYMI - Expense Ratio Comparison
IDVZ has a 0.75% expense ratio, which is higher than VYMI's 0.07% expense ratio.
Dividends
IDVZ vs. VYMI - Dividend Comparison
IDVZ's dividend yield for the trailing twelve months is around 2.76%, less than VYMI's 3.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IDVZ Opal International Dividend Income ETF | 2.76% | 2.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.44% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
IDVZ and VYMI have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VYMI has higher volatility (4.04%) compared to IDVZ (3.88%). In terms of maximum drawdown, IDVZ dropped -10.99% vs VYMI's -40.00%.
On 1-year performance, VYMI leads with 30.23% vs 22.54% for IDVZ. On fees, VYMI is cheaper at 0.07% per year. On volatility, IDVZ has been the lower-risk option at 3.88%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VYMI has performed better with a 30.23% return vs 22.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VYMI is cheaper with a 0.07% expense ratio, compared with 0.75% for IDVZ.
VYMI has the higher dividend yield at 3.44%, compared with 2.76% for IDVZ.
IDVZ is categorized as Foreign Large Cap Equities, while VYMI is Dividend. They also come from different issuers: TrueMark Investments and Vanguard. Their fees differ too: 0.75% for IDVZ and 0.07% for VYMI.
VYMI currently has the higher Sharpe Ratio (2.35 vs 1.90), 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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