INEQ vs. VYMI

Last updated Jun 23, 2026

INEQ (Columbia International Equity Income ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - INEQ is a Foreign Large Cap Equities fund actively managed by Columbia Threadneedle, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. INEQ is actively managed, while VYMI is passively managed. Over the past 10 years, INEQ returned 9.70%/yr vs 11.35%/yr for VYMI. Their correlation of 0.81 suggests significant overlap in exposure. INEQ charges 0.45%/yr vs 0.07%/yr for VYMI.

Performance

INEQ vs. VYMI - Performance Comparison

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

Returns By Period

In the year-to-date period, INEQ achieves a 6.17% return, which is significantly lower than VYMI's 12.76% return. Over the past 10 years, INEQ has underperformed VYMI with an annualized return of 9.70%, while VYMI has yielded a comparatively higher 11.35% annualized return.

INEQ

• 1D: -0.53%
• 1M: -2.02%
• YTD: 6.17%
• 6M: 7.02%
• 1Y: 24.52%
• 3Y*: 19.56%
• 5Y*: 12.08%
• 10Y*: 9.70%

VYMI

• 1D: 0.20%
• 1M: 0.96%
• YTD: 12.76%
• 6M: 13.32%
• 1Y: 32.82%
• 3Y*: 22.36%
• 5Y*: 12.87%
• 10Y*: 11.35%

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

INEQ vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
INEQ Columbia International Equity Income ETF	6.17%	39.85%	6.02%	20.88%	-5.95%	10.18%	-0.52%	15.83%	-18.30%	24.88%
VYMI Vanguard International High Dividend Yield ETF	12.76%	38.05%	7.06%	17.07%	-7.02%	15.39%	-1.11%	18.43%	-12.65%	22.36%

Correlation

The correlation between INEQ and VYMI is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.81
Correlation (All Time) Calculated using the full available price history since Jun 13, 2016	0.81

The correlation between INEQ and VYMI shifts across timeframes, from 0.81 (all time) to 0.91 (3 years), reflecting how their relationship changes across market environments.

INEQ vs. VYMI - Sectors Allocation Comparison

Sectors	INEQ	VYMI
Financial Services	24.4%	40.7%
Industrials	21.2%	6.2%
Healthcare	15.4%	6.5%
Energy	9.8%	8.6%
Communication Services	7.1%	3.7%
Consumer Defensive	6.7%	6.7%
Consumer Cyclical	4.9%	6.4%
Basic Materials	3.9%	6.9%
Technology	2.9%	5.2%
Utilities	1.9%	5.0%
Real Estate	1.8%	1.3%

Return for Risk

INEQ vs. VYMI — Risk / Return Rank

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

INEQ

INEQ Risk / Return Rank: 54
INEQ Sharpe Ratio Rank: 55
INEQ Sortino Ratio Rank: 53
INEQ Omega Ratio Rank: 53
INEQ Calmar Ratio Rank: 54
INEQ Martin Ratio Rank: 53

VYMI

VYMI Risk / Return Rank: 76
VYMI Sharpe Ratio Rank: 81
VYMI Sortino Ratio Rank: 80
VYMI Omega Ratio Rank: 80
VYMI Calmar Ratio Rank: 67
VYMI Martin Ratio Rank: 71

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.

INEQ vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia International Equity Income ETF (INEQ) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	INEQ	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	1.79	2.50	-0.70
Sortino ratio: Return per unit of downside risk	2.51	3.38	-0.87
Omega ratio: Gain probability vs. loss probability	1.32	1.45	-0.13
Calmar ratio: Return relative to maximum drawdown	2.58	3.25	-0.67
Martin ratio: Return relative to average drawdown	8.91	12.76	-3.85

INEQ vs. VYMI - Sharpe Ratio Comparison

The current INEQ Sharpe Ratio is 1.79, which is comparable to the VYMI Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of INEQ and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

INEQ vs. VYMI - Drawdown Comparison

The maximum INEQ drawdown since its inception was -41.71%, roughly equal to the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for INEQ and VYMI.

Drawdown Indicators

	INEQ	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-41.71%	-40.00%	-1.71%
Max Drawdown (1Y) Largest decline over 1 year	-9.56%	-10.14%	+0.58%
Max Drawdown (3Y) Largest decline over 3 years	-14.38%	-12.84%	-1.54%
Max Drawdown (5Y) Largest decline over 5 years	-24.51%	-24.05%	-0.46%
Max Drawdown (10Y) Largest decline over 10 years	-41.71%	-40.00%	-1.71%
Current Drawdown Current decline from peak	-4.54%	-0.75%	-3.79%
Average Drawdown Average peak-to-trough decline	-7.04%	-6.29%	-0.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	2.58%	+0.18%

Volatility

INEQ vs. VYMI - Volatility Comparison

Columbia International Equity Income ETF (INEQ) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 3.88% and 3.95%, 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.

Volatility by Period

	INEQ	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	3.95%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	11.02%	11.13%	-0.11%
Volatility (1Y) Calculated over the trailing 1-year period	13.76%	13.23%	+0.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.32%	14.87%	+0.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.34%	16.82%	-0.48%

INEQ vs. VYMI - Expense Ratio Comparison

INEQ has a 0.45% expense ratio, which is higher than VYMI's 0.07% expense ratio.

Dividends

INEQ vs. VYMI - Dividend Comparison

INEQ's dividend yield for the trailing twelve months is around 9.29%, more than VYMI's 3.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
INEQ Columbia International Equity Income ETF	9.29%	9.76%	3.11%	3.27%	3.57%	3.43%	2.64%	3.34%	7.25%	4.63%	2.52%
VYMI Vanguard International High Dividend Yield ETF	3.62%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%

Frequently Asked Questions

Can I hold both INEQ and VYMI in my portfolio?

INEQ and VYMI have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INEQ or VYMI?

VYMI has higher volatility (3.95%) compared to INEQ (3.88%). In terms of maximum drawdown, INEQ dropped -41.71% vs VYMI's -40.00%.

Which ETF is better, INEQ or VYMI?

On 10-year performance, VYMI leads with 11.35% vs 9.70% for INEQ. On fees, VYMI is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, INEQ or VYMI?

Over the 10-year period, VYMI has performed better with a 11.35% return vs 9.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, INEQ or VYMI?

VYMI is cheaper with a 0.07% expense ratio, compared with 0.45% for INEQ.

Which ETF pays a higher dividend yield, INEQ or VYMI?

INEQ has the higher dividend yield at 9.29%, compared with 3.62% for VYMI.

What is the main difference between INEQ and VYMI?

INEQ is categorized as Foreign Large Cap Equities, while VYMI is Dividend. They also come from different issuers: Columbia Threadneedle and Vanguard. Their fees differ too: 0.45% for INEQ and 0.07% for VYMI.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.50 vs 1.79), 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.