MO vs. VYM
MO (Altria Group, Inc.) 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, MO returned 7.93%/yr vs 11.95%/yr for VYM. At a 0.48 correlation, their price movements are largely independent.
Performance
MO vs. VYM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MO achieves a 26.86% return, which is significantly higher than VYM's 12.37% return. Over the past 10 years, MO has underperformed VYM with an annualized return of 7.93%, while VYM has yielded a comparatively higher 11.95% annualized return.
MO
- 1D
- 0.74%
- 1M
- -0.65%
- YTD
- 26.86%
- 6M
- 26.78%
- 1Y
- 28.74%
- 3Y*
- 25.73%
- 5Y*
- 16.36%
- 10Y*
- 7.93%
VYM
- 1D
- 0.80%
- 1M
- 1.97%
- YTD
- 12.37%
- 6M
- 11.19%
- 1Y
- 25.94%
- 3Y*
- 18.06%
- 5Y*
- 11.59%
- 10Y*
- 11.95%
MO vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 26.86% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
VYM Vanguard High Dividend Yield ETF | 12.37% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Correlation
The correlation between MO and VYM is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2006 | 0.48 |
Over the past year, the correlation between MO and VYM has dropped to 0.04 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MO vs. VYM — Risk / Return Rank
MO
VYM
MO vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) 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.
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.
| MO | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.42 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.70 | -1.96 |
| Martin ratioReturn relative to average drawdown | 4.39 | 13.81 | -9.42 |
Loading charts...
Drawdowns
MO vs. VYM - Drawdown Comparison
The maximum MO drawdown since its inception was -65.43%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for MO and VYM.
Loading charts...
Drawdown Indicators
| MO | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.43% | -56.98% | -8.45% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -6.69% | -9.71% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -14.46% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -15.84% | -9.99% |
Max Drawdown (10Y)Largest decline over 10 years | -53.69% | -35.21% | -18.48% |
Current DrawdownCurrent decline from peak | -3.50% | -0.52% | -2.98% |
Average DrawdownAverage peak-to-trough decline | -11.92% | -7.18% | -4.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 1.80% | +4.70% |
Volatility
MO vs. VYM - Volatility Comparison
Altria Group, Inc. (MO) has a higher volatility of 6.71% compared to Vanguard High Dividend Yield ETF (VYM) at 3.31%. This indicates that MO'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.
Loading charts...
Volatility by Period
| MO | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 3.31% | +3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 17.60% | 7.81% | +9.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.59% | 10.47% | +12.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.68% | 13.99% | +6.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.97% | 16.35% | +6.62% |
Dividends
MO vs. VYM - Dividend Comparison
MO's dividend yield for the trailing twelve months is around 5.84%, more than VYM's 2.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 5.84% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
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
MO and VYM 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.
MO has higher volatility (6.71%) compared to VYM (3.31%). In terms of maximum drawdown, MO dropped -65.43% vs VYM's -56.98%.
VYM currently has the higher Sharpe Ratio (2.37 vs 1.27), 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.
Find the right allocation for MO and VYM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer