MNDY vs. VYMI
MNDY (monday.com Ltd.) is a stock, while VYMI (Vanguard International High Dividend Yield ETF) is Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 5 years, MNDY returned -15.94%/yr vs 13.91%/yr for VYMI. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
MNDY vs. VYMI - Performance Comparison
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Returns By Period
In the year-to-date period, MNDY achieves a -39.74% return, which is significantly lower than VYMI's 17.63% return.
MNDY
- 1D
- 2.03%
- 1M
- 11.47%
- 6M
- -21.18%
- YTD
- -39.74%
- 1Y
- -64.51%
- 3Y*
- -17.95%
- 5Y*
- -15.94%
- 10Y*
- —
- ALL TIME*
- -12.14%
VYMI
- 1D
- 0.18%
- 1M
- 4.51%
- 6M
- 10.61%
- YTD
- 17.63%
- 1Y
- 34.92%
- 3Y*
- 22.71%
- 5Y*
- 13.91%
- 10Y*
- 10.95%
- ALL TIME*
- 11.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
MNDY monday.com Ltd. | $158.36M | $119.73M | $138.83M |
| $79.97M | $82.29M | $91.79M |
MNDY vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MNDY monday.com Ltd. | -39.74% | -37.33% | 25.36% | 53.94% | -60.48% | 78.30% |
VYMI Vanguard International High Dividend Yield ETF | 17.63% | 38.05% | 7.06% | 17.07% | -7.02% | -1.37% |
Correlation
The correlation between MNDY and VYMI is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2021 | 0.26 |
The correlation between MNDY and VYMI shifts across timeframes, from -0.04 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MNDY vs. VYMI — Risk / Return Rank
MNDY
VYMI
MNDY vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for monday.com Ltd. (MNDY) 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.
| MNDY | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.61 | ||
| Sortino ratioReturn per unit of downside risk | -5.08 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.48 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 3.46 | -4.30 |
| Martin ratioReturn relative to average drawdown | -1.16 | 13.66 | -14.82 |
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Drawdowns
MNDY vs. VYMI - Drawdown Comparison
The maximum MNDY drawdown since its inception was -86.78%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for MNDY and VYMI.
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Drawdown Indicators
| MNDY | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.78% | -40.00% | -46.78% |
Max Drawdown (1Y)Largest decline over 1 year | -77.25% | -10.14% | -67.11% |
Max Drawdown (3Y)Largest decline over 3 years | -82.07% | -12.84% | -69.23% |
Max Drawdown (5Y)Largest decline over 5 years | -86.78% | -24.05% | -62.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -80.00% | -0.33% | -79.67% |
Average DrawdownAverage peak-to-trough decline | -55.04% | -6.22% | -48.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.76% | 2.56% | +53.20% |
Volatility
MNDY vs. VYMI - Volatility Comparison
monday.com Ltd. (MNDY) has a higher volatility of 17.73% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.40%. This indicates that MNDY'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.
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Volatility by Period
| MNDY | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.73% | 3.40% | +14.33% |
Volatility (6M)Calculated over the trailing 6-month period | 51.68% | 11.31% | +40.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.75% | 13.24% | +54.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.81% | 14.85% | +56.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.57% | 16.55% | +55.02% |
Dividends
MNDY vs. VYMI - Dividend Comparison
MNDY has not paid dividends to shareholders, while VYMI's dividend yield for the trailing twelve months is around 3.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
MNDY monday.com Ltd. | 0.00% | 0.00% | 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 | 3.47% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
MNDY and VYMI have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MNDY has higher volatility (17.73%) compared to VYMI (3.40%). In terms of maximum drawdown, MNDY dropped -86.78% vs VYMI's -40.00%.
VYMI currently has the higher Sharpe Ratio (2.66 vs -0.96), 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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