JLL vs. VYM

Last updated Jun 4, 2026

JLL (Jones Lang LaSalle Incorporated) is a stock, while VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 10 years, JLL returned 9.60%/yr vs 11.90%/yr for VYM. A 0.63 correlation means they provide meaningful diversification when combined.

Performance

JLL vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jones Lang LaSalle Incorporated (JLL) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JLL achieves a -14.03% return, which is significantly lower than VYM's 12.47% return. Over the past 10 years, JLL has underperformed VYM with an annualized return of 9.60%, while VYM has yielded a comparatively higher 11.90% annualized return.

JLL

• 1D: -2.28%
• 1M: -8.13%
• YTD: -14.03%
• 6M: -12.24%
• 1Y: 28.60%
• 3Y*: 25.04%
• 5Y*: 7.39%
• 10Y*: 9.60%

VYM

• 1D: -0.43%
• 1M: 3.38%
• YTD: 12.47%
• 6M: 12.01%
• 1Y: 26.16%
• 3Y*: 18.88%
• 5Y*: 11.48%
• 10Y*: 11.90%

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

JLL vs. VYM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JLL Jones Lang LaSalle Incorporated	-14.03%	32.92%	34.03%	18.51%	-40.83%	81.53%	-14.77%	38.32%	-14.54%	48.19%
VYM Vanguard High Dividend Yield ETF	12.47%	15.42%	17.60%	6.57%	-0.43%	26.20%	1.15%	24.06%	-5.92%	16.42%

Correlation

The correlation between JLL and VYM is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (10Y) Calculated over the trailing 10-year period	0.59
Correlation (All Time) Calculated using the full available price history since Nov 17, 2006	0.63

The correlation between JLL and VYM shifts across timeframes, from 0.50 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JLL vs. VYM — Risk / Return Rank

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

JLL

JLL Risk / Return Rank: 64
JLL Sharpe Ratio Rank: 67
JLL Sortino Ratio Rank: 59
JLL Omega Ratio Rank: 62
JLL Calmar Ratio Rank: 66
JLL Martin Ratio Rank: 68

VYM

VYM Risk / Return Rank: 77
VYM Sharpe Ratio Rank: 77
VYM Sortino Ratio Rank: 80
VYM Omega Ratio Rank: 76
VYM Calmar Ratio Rank: 76
VYM Martin Ratio Rank: 75

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.

JLL vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jones Lang LaSalle Incorporated (JLL) 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.

	JLL	VYM	Difference
Sharpe ratio: Return per unit of total volatility	0.86	2.56	-1.70
Sortino ratio: Return per unit of downside risk	1.28	3.65	-2.37
Omega ratio: Gain probability vs. loss probability	1.18	1.46	-0.28
Calmar ratio: Return relative to maximum drawdown	1.31	3.93	-2.61
Martin ratio: Return relative to average drawdown	3.30	14.76	-11.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JLL vs. VYM - Sharpe Ratio Comparison

The current JLL Sharpe Ratio is 0.86, which is lower than the VYM Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of JLL and VYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JLL	VYM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.86	2.56	-1.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	0.83	-0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	0.73	-0.47
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.51	-0.30

Drawdowns

JLL vs. VYM - Drawdown Comparison

The maximum JLL drawdown since its inception was -85.92%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for JLL and VYM.

Drawdown Indicators

	JLL	VYM	Difference
Max Drawdown Largest peak-to-trough decline	-85.92%	-56.98%	-28.94%
Max Drawdown (1Y) Largest decline over 1 year	-21.89%	-6.69%	-15.20%
Max Drawdown (3Y) Largest decline over 3 years	-30.59%	-14.46%	-16.13%
Max Drawdown (5Y) Largest decline over 5 years	-55.54%	-15.84%	-39.70%
Max Drawdown (10Y) Largest decline over 10 years	-55.54%	-35.21%	-20.33%
Current Drawdown Current decline from peak	-19.35%	-0.43%	-18.92%
Average Drawdown Average peak-to-trough decline	-30.93%	-7.19%	-23.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.68%	1.78%	+6.90%

Volatility

JLL vs. VYM - Volatility Comparison

Jones Lang LaSalle Incorporated (JLL) has a higher volatility of 10.24% compared to Vanguard High Dividend Yield ETF (VYM) at 2.77%. This indicates that JLL's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JLL	VYM	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.24%	2.77%	+7.47%
Volatility (6M) Calculated over the trailing 6-month period	27.84%	7.67%	+20.17%
Volatility (1Y) Calculated over the trailing 1-year period	33.51%	10.28%	+23.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.05%	13.96%	+21.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.37%	16.34%	+20.03%

Dividends

JLL vs. VYM - Dividend Comparison

JLL has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.19%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JLL Jones Lang LaSalle Incorporated	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.49%	0.65%	0.48%	0.63%	0.35%
VYM Vanguard High Dividend Yield ETF	2.19%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%

Frequently Asked Questions

Can I hold both JLL and VYM in my portfolio?

JLL and VYM have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JLL or VYM?

JLL has higher volatility (10.24%) compared to VYM (2.77%). In terms of maximum drawdown, JLL dropped -85.92% vs VYM's -56.98%.

Which has better risk-adjusted returns?

VYM currently has the higher Sharpe Ratio (2.56 vs 0.86), 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.