PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IHY vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IHY and VYM is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

IHY vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors International High Yield Bond ETF (IHY) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.20%
6.01%
IHY
VYM

Key characteristics

Sharpe Ratio

IHY:

0.76

VYM:

1.80

Sortino Ratio

IHY:

1.08

VYM:

2.54

Omega Ratio

IHY:

1.13

VYM:

1.32

Calmar Ratio

IHY:

0.38

VYM:

3.32

Martin Ratio

IHY:

2.69

VYM:

9.61

Ulcer Index

IHY:

1.51%

VYM:

2.07%

Daily Std Dev

IHY:

5.35%

VYM:

11.02%

Max Drawdown

IHY:

-27.63%

VYM:

-56.98%

Current Drawdown

IHY:

-5.16%

VYM:

-2.86%

Returns By Period

In the year-to-date period, IHY achieves a 0.34% return, which is significantly lower than VYM's 1.80% return. Over the past 10 years, IHY has underperformed VYM with an annualized return of 3.45%, while VYM has yielded a comparatively higher 10.13% annualized return.


IHY

YTD

0.34%

1M

-0.85%

6M

1.20%

1Y

5.38%

5Y*

0.94%

10Y*

3.45%

VYM

YTD

1.80%

1M

-0.72%

6M

6.01%

1Y

20.79%

5Y*

9.94%

10Y*

10.13%

*Annualized

Compare stocks, funds, or ETFs

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


IHY vs. VYM - Expense Ratio Comparison

IHY has a 0.40% expense ratio, which is higher than VYM's 0.06% expense ratio.


IHY
VanEck Vectors International High Yield Bond ETF
Expense ratio chart for IHY: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
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

IHY vs. VYM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IHY
The Risk-Adjusted Performance Rank of IHY is 3333
Overall Rank
The Sharpe Ratio Rank of IHY is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of IHY is 3535
Sortino Ratio Rank
The Omega Ratio Rank of IHY is 3333
Omega Ratio Rank
The Calmar Ratio Rank of IHY is 2727
Calmar Ratio Rank
The Martin Ratio Rank of IHY is 3535
Martin Ratio Rank

VYM
The Risk-Adjusted Performance Rank of VYM is 7777
Overall Rank
The Sharpe Ratio Rank of VYM is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IHY vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors International High Yield Bond ETF (IHY) 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.


Sharpe ratio
The chart of Sharpe ratio for IHY, currently valued at 0.76, compared to the broader market0.002.004.000.761.80
The chart of Sortino ratio for IHY, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.0010.0012.001.082.54
The chart of Omega ratio for IHY, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.32
The chart of Calmar ratio for IHY, currently valued at 0.38, compared to the broader market0.005.0010.0015.000.383.32
The chart of Martin ratio for IHY, currently valued at 2.69, compared to the broader market0.0020.0040.0060.0080.00100.002.699.61
IHY
VYM

The current IHY Sharpe Ratio is 0.76, which is lower than the VYM Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of IHY and VYM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.76
1.80
IHY
VYM

Dividends

IHY vs. VYM - Dividend Comparison

IHY's dividend yield for the trailing twelve months is around 5.59%, more than VYM's 2.69% yield.


TTM20242023202220212020201920182017201620152014
IHY
VanEck Vectors International High Yield Bond ETF
5.59%5.61%5.27%4.98%4.55%4.65%4.87%4.70%4.37%5.10%5.79%5.74%
VYM
Vanguard High Dividend Yield ETF
2.69%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

Drawdowns

IHY vs. VYM - Drawdown Comparison

The maximum IHY drawdown since its inception was -27.63%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for IHY and VYM. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.16%
-2.86%
IHY
VYM

Volatility

IHY vs. VYM - Volatility Comparison

The current volatility for VanEck Vectors International High Yield Bond ETF (IHY) is 1.82%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 4.50%. This indicates that IHY 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.


1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
1.82%
4.50%
IHY
VYM
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab