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PID vs. VYMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PID and VYMI is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

PID vs. VYMI - Performance Comparison

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

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
1.60%
1.74%
PID
VYMI

Key characteristics

Sharpe Ratio

PID:

0.66

VYMI:

1.08

Sortino Ratio

PID:

0.96

VYMI:

1.50

Omega Ratio

PID:

1.12

VYMI:

1.19

Calmar Ratio

PID:

0.87

VYMI:

1.58

Martin Ratio

PID:

2.34

VYMI:

4.05

Ulcer Index

PID:

3.29%

VYMI:

3.24%

Daily Std Dev

PID:

11.71%

VYMI:

12.12%

Max Drawdown

PID:

-66.34%

VYMI:

-40.00%

Current Drawdown

PID:

-5.71%

VYMI:

-4.56%

Returns By Period

In the year-to-date period, PID achieves a 2.29% return, which is significantly lower than VYMI's 2.68% return.


PID

YTD

2.29%

1M

2.59%

6M

1.60%

1Y

7.23%

5Y*

5.15%

10Y*

4.36%

VYMI

YTD

2.68%

1M

3.58%

6M

1.74%

1Y

12.48%

5Y*

6.55%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


PID vs. VYMI - Expense Ratio Comparison

PID has a 0.56% expense ratio, which is higher than VYMI's 0.22% expense ratio.


PID
Invesco International Dividend Achievers™ ETF
Expense ratio chart for PID: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
Expense ratio chart for VYMI: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

PID vs. VYMI — Risk-Adjusted Performance Rank

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

PID
The Risk-Adjusted Performance Rank of PID is 2626
Overall Rank
The Sharpe Ratio Rank of PID is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of PID is 2222
Sortino Ratio Rank
The Omega Ratio Rank of PID is 2121
Omega Ratio Rank
The Calmar Ratio Rank of PID is 3838
Calmar Ratio Rank
The Martin Ratio Rank of PID is 2626
Martin Ratio Rank

VYMI
The Risk-Adjusted Performance Rank of VYMI is 4242
Overall Rank
The Sharpe Ratio Rank of VYMI is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 3838
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 5353
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PID vs. VYMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Dividend Achievers™ ETF (PID) 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.


Sharpe ratio
The chart of Sharpe ratio for PID, currently valued at 0.66, compared to the broader market0.002.004.000.661.08
The chart of Sortino ratio for PID, currently valued at 0.96, compared to the broader market0.005.0010.000.961.50
The chart of Omega ratio for PID, currently valued at 1.12, compared to the broader market1.002.003.001.121.19
The chart of Calmar ratio for PID, currently valued at 0.87, compared to the broader market0.005.0010.0015.0020.000.871.58
The chart of Martin ratio for PID, currently valued at 2.34, compared to the broader market0.0020.0040.0060.0080.00100.002.344.05
PID
VYMI

The current PID Sharpe Ratio is 0.66, which is lower than the VYMI Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of PID and VYMI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.66
1.08
PID
VYMI

Dividends

PID vs. VYMI - Dividend Comparison

PID's dividend yield for the trailing twelve months is around 3.79%, less than VYMI's 4.72% yield.


TTM20242023202220212020201920182017201620152014
PID
Invesco International Dividend Achievers™ ETF
3.79%3.88%3.31%3.29%3.29%3.17%4.00%3.86%3.46%3.91%4.48%3.92%
VYMI
Vanguard International High Dividend Yield ETF
4.72%4.84%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%

Drawdowns

PID vs. VYMI - Drawdown Comparison

The maximum PID drawdown since its inception was -66.34%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for PID and VYMI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.71%
-4.56%
PID
VYMI

Volatility

PID vs. VYMI - Volatility Comparison

Invesco International Dividend Achievers™ ETF (PID) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 3.89% and 4.02%, 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.89%
4.02%
PID
VYMI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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