ILCG vs. VYMI

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Morningstar Growth ETF (ILCG) and Vanguard International High Dividend Yield ETF (VYMI).

ILCG and VYMI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ILCG is a passively managed fund by iShares that tracks the performance of the Morningstar US Large-Mid Cap Broad Growth Index Gross. It was launched on Jun 28, 2004. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016. Both ILCG and VYMI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ILCG vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Growth ETF (ILCG) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

ILCG vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ILCG iShares Morningstar Growth ETF	-6.96%	16.71%	32.82%	40.41%	-31.75%	24.33%	38.56%	33.22%	2.06%	30.57%
VYMI Vanguard International High Dividend Yield ETF	6.37%	38.05%	7.06%	17.07%	-7.02%	15.39%	-1.11%	18.43%	-12.65%	22.36%

Returns By Period

In the year-to-date period, ILCG achieves a -6.96% return, which is significantly lower than VYMI's 6.37% return. Over the past 10 years, ILCG has outperformed VYMI with an annualized return of 15.74%, while VYMI has yielded a comparatively lower 10.30% annualized return.

ILCG

• 1D: 1.29%
• 1M: -4.51%
• YTD: -6.96%
• 6M: -7.37%
• 1Y: 18.83%
• 3Y*: 21.12%
• 5Y*: 11.16%
• 10Y*: 15.74%

VYMI

• 1D: 0.82%
• 1M: -3.79%
• YTD: 6.37%
• 6M: 13.78%
• 1Y: 33.76%
• 3Y*: 20.74%
• 5Y*: 12.62%
• 10Y*: 10.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ILCG vs. VYMI - Expense Ratio Comparison

ILCG has a 0.04% expense ratio, which is lower than VYMI's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

VYMI

Vanguard International High Dividend Yield ETF

ILCG

iShares Morningstar Growth ETF

Return for Risk

ILCG vs. VYMI — Risk / Return Rank

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

ILCG

ILCG Risk / Return Rank: 45
ILCG Sharpe Ratio Rank: 43
ILCG Sortino Ratio Rank: 47
ILCG Omega Ratio Rank: 46
ILCG Calmar Ratio Rank: 47
ILCG Martin Ratio Rank: 45

VYMI

VYMI Risk / Return Rank: 92
VYMI Sharpe Ratio Rank: 92
VYMI Sortino Ratio Rank: 92
VYMI Omega Ratio Rank: 94
VYMI Calmar Ratio Rank: 90
VYMI Martin Ratio Rank: 91

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.

ILCG vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Growth ETF (ILCG) 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.

	ILCG	VYMI	Difference
Sharpe ratio Return per unit of total volatility	0.83	2.13	-1.30
Sortino ratio Return per unit of downside risk	1.33	2.82	-1.49
Omega ratio Gain probability vs. loss probability	1.19	1.44	-0.26
Calmar ratio Return relative to maximum drawdown	1.28	3.09	-1.81
Martin ratio Return relative to average drawdown	4.41	12.68	-8.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ILCG vs. VYMI - Sharpe Ratio Comparison

The current ILCG Sharpe Ratio is 0.83, which is lower than the VYMI Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of ILCG and VYMI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ILCG	VYMI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	2.13	-1.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.86	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.61	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.63	-0.09

Correlation

The correlation between ILCG and VYMI is 0.61, 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.

Dividends

ILCG vs. VYMI - Dividend Comparison

ILCG's dividend yield for the trailing twelve months is around 0.50%, less than VYMI's 3.60% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ILCG iShares Morningstar Growth ETF	0.50%	0.47%	0.50%	0.69%	0.75%	0.34%	0.28%	0.54%	0.81%	0.89%	0.95%	0.99%
VYMI Vanguard International High Dividend Yield ETF	3.60%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	0.00%

Drawdowns

ILCG vs. VYMI - Drawdown Comparison

The maximum ILCG drawdown since its inception was -52.98%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for ILCG and VYMI.

Drawdown Indicators

	ILCG	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-52.98%	-40.00%	-12.98%
Max Drawdown (1Y) Largest decline over 1 year	-15.65%	-11.08%	-4.57%
Max Drawdown (5Y) Largest decline over 5 years	-35.38%	-24.05%	-11.33%
Max Drawdown (10Y) Largest decline over 10 years	-35.38%	-40.00%	+4.62%
Current Drawdown Current decline from peak	-11.02%	-5.77%	-5.25%
Average Drawdown Average peak-to-trough decline	-8.27%	-6.39%	-1.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.53%	2.70%	+1.83%

Volatility

ILCG vs. VYMI - Volatility Comparison

iShares Morningstar Growth ETF (ILCG) has a higher volatility of 7.64% compared to Vanguard International High Dividend Yield ETF (VYMI) at 6.40%. This indicates that ILCG's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ILCG	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.64%	6.40%	+1.24%
Volatility (6M) Calculated over the trailing 6-month period	13.14%	9.90%	+3.24%
Volatility (1Y) Calculated over the trailing 1-year period	22.67%	15.90%	+6.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.98%	14.75%	+7.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.46%	16.89%	+4.57%