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NIHI vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

NIHI vs. VYMI

Last updated Jun 5, 2026

NIHI (NEOS MSCI EAFE High Income ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - NIHI is a Derivative Income fund actively managed by Neos, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. NIHI is actively managed, while VYMI is passively managed. Their correlation of 0.89 suggests significant overlap in exposure. NIHI charges 0.68%/yr vs 0.07%/yr for VYMI.

Performance

NIHI vs. VYMI - Performance Comparison

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

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Returns By Period

In the year-to-date period, NIHI achieves a 6.43% return, which is significantly lower than VYMI's 11.99% return.

NIHI

1D
0.56%
1M
2.77%
YTD
6.43%
6M
8.70%
1Y
—
3Y*
—
5Y*
—
10Y*
—

VYMI

1D
0.61%
1M
1.65%
YTD
11.99%
6M
15.12%
1Y
30.78%
3Y*
22.30%
5Y*
12.09%
10Y*
10.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NIHI vs. VYMI - Yearly Performance Comparison

2026 (YTD)2025
NIHI
NEOS MSCI EAFE High Income ETF		6.43%5.33%
VYMI
Vanguard International High Dividend Yield ETF		11.99%7.28%

Correlation

The correlation between NIHI and VYMI is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 18, 2025

0.89

NIHI vs. VYMI - Sectors Allocation Comparison

Sectors
NIHI
VYMI

Financial Services

22.9%
41.9%

Industrials

20.5%
6.6%

Technology

10.2%
4.3%

Healthcare

9.8%
6.6%

Consumer Cyclical

8.2%
6.5%

Basic Materials

6.6%
6.8%

Consumer Defensive

6.4%
7.0%

Communication Services

4.5%
4.0%

Energy

4.0%
9.5%

Utilities

3.8%
5.6%

Real Estate

3.1%
1.3%

Financial Services

NIHI
22.9%
VYMI
41.9%

Industrials

NIHI
20.5%
VYMI
6.6%

Technology

NIHI
10.2%
VYMI
4.3%

Healthcare

NIHI
9.8%
VYMI
6.6%

Consumer Cyclical

NIHI
8.2%
VYMI
6.5%

Basic Materials

NIHI
6.6%
VYMI
6.8%

Consumer Defensive

NIHI
6.4%
VYMI
7.0%

Communication Services

NIHI
4.5%
VYMI
4.0%

Energy

NIHI
4.0%
VYMI
9.5%

Utilities

NIHI
3.8%
VYMI
5.6%

Real Estate

NIHI
3.1%
VYMI
1.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

NEOS MSCI EAFE High Income ETF

Vanguard International High Dividend Yield ETF

Often compared with NIHI:
NIHI vs. IDVONIHI vs. SPYINIHI vs. QQQINIHI vs. EFASNIHI vs. GIAXNIHI vs. LVHINIHI vs. QQQH
Often compared with VYMI:
VYMI vs. VYMVYMI vs. SCHYVYMI vs. SCHDVYMI vs. VIGIVYMI vs. VOOVYMI vs. IDEVVYMI vs. VT

Return for Risk

NIHI vs. VYMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NIHI
VYMI
VYMI Risk / Return Rank: 7070
Overall Rank
VYMI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 7373
Sortino Ratio Rank
VYMI Omega Ratio Rank: 7474
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VYMI Martin Ratio Rank: 6767
Martin Ratio Rank
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.

NIHI vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS MSCI EAFE High Income ETF (NIHI) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NIHI vs. VYMI - Sharpe Ratio Comparison

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Sharpe Ratios by Period

NIHIVYMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

2.39

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.82

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.62

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.65

+0.51

Drawdowns

NIHI vs. VYMI - Drawdown Comparison

The maximum NIHI drawdown since its inception was -10.88%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for NIHI and VYMI.

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Drawdown Indicators

NIHIVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-10.88%

-40.00%

+29.12%

Max Drawdown (1Y)

Largest decline over 1 year

—

-10.14%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-12.84%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-24.05%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-40.00%

—

Current Drawdown

Current decline from peak

-0.59%

-0.80%

+0.21%

Average Drawdown

Average peak-to-trough decline

-2.37%

-6.31%

+3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

2.57%

—

Volatility

NIHI vs. VYMI - Volatility Comparison

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Volatility by Period

NIHIVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

3.96%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

10.74%

—

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

12.94%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.08%

14.84%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

16.87%

-1.79%

NIHI vs. VYMI - Expense Ratio Comparison

NIHI has a 0.68% expense ratio, which is higher than VYMI's 0.07% expense ratio.

Dividends

NIHI vs. VYMI - Dividend Comparison

NIHI's dividend yield for the trailing twelve months is around 7.79%, more than VYMI's 3.42% yield.

PositionTTM2025202420232022202120202019201820172016
NIHI
NEOS MSCI EAFE High Income ETF		7.79%3.44%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		3.42%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Frequently Asked Questions

NIHI and VYMI have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VYMI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VYMI is cheaper with a 0.07% expense ratio, compared with 0.68% for NIHI.

NIHI has the higher dividend yield at 7.79%, compared with 3.42% for VYMI.

NIHI is categorized as Derivative Income, while VYMI is Dividend. They also come from different issuers: Neos and Vanguard. Their fees differ too: 0.68% for NIHI and 0.07% for VYMI.

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