PIDIX vs. VYMI
Compare and contrast key facts about Principal International Equity Index Fund (PIDIX) and Vanguard International High Dividend Yield ETF (VYMI).
PIDIX is managed by Principal. It was launched on Dec 30, 2009. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016.
Performance
PIDIX vs. VYMI - Performance Comparison
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PIDIX vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PIDIX Principal International Equity Index Fund | -1.94% | 31.07% | 4.72% | 17.87% | -14.43% | 11.07% | 7.78% | 21.42% | -13.57% | 24.87% |
VYMI Vanguard International High Dividend Yield ETF | 5.51% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 18.43% | -12.65% | 22.36% |
Returns By Period
In the year-to-date period, PIDIX achieves a -1.94% return, which is significantly lower than VYMI's 5.51% return. Over the past 10 years, PIDIX has underperformed VYMI with an annualized return of 8.37%, while VYMI has yielded a comparatively higher 10.21% annualized return.
PIDIX
- 1D
- 0.37%
- 1M
- -10.86%
- YTD
- -1.94%
- 6M
- 2.16%
- 1Y
- 19.08%
- 3Y*
- 13.50%
- 5Y*
- 7.83%
- 10Y*
- 8.37%
VYMI
- 1D
- 2.75%
- 1M
- -6.07%
- YTD
- 5.51%
- 6M
- 13.32%
- 1Y
- 33.11%
- 3Y*
- 20.42%
- 5Y*
- 12.44%
- 10Y*
- 10.21%
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PIDIX vs. VYMI - Expense Ratio Comparison
PIDIX has a 0.32% expense ratio, which is higher than VYMI's 0.07% expense ratio.
Return for Risk
PIDIX vs. VYMI — Risk / Return Rank
PIDIX
VYMI
PIDIX vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal International Equity Index Fund (PIDIX) 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.
| PIDIX | VYMI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 2.09 | -1.03 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.77 | -1.29 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.44 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 2.94 | -1.44 |
Martin ratioReturn relative to average drawdown | 5.78 | 12.19 | -6.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PIDIX | VYMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 2.09 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.85 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.61 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.62 | -0.27 |
Correlation
The correlation between PIDIX and VYMI is 0.93, 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.
Dividends
PIDIX vs. VYMI - Dividend Comparison
PIDIX's dividend yield for the trailing twelve months is around 3.50%, less than VYMI's 3.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PIDIX Principal International Equity Index Fund | 3.50% | 3.43% | 5.85% | 3.81% | 2.82% | 5.14% | 2.34% | 3.36% | 3.91% | 3.48% | 2.82% | 3.67% |
VYMI Vanguard International High Dividend Yield ETF | 3.63% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
Drawdowns
PIDIX vs. VYMI - Drawdown Comparison
The maximum PIDIX drawdown since its inception was -34.13%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for PIDIX and VYMI.
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Drawdown Indicators
| PIDIX | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.13% | -40.00% | +5.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.31% | -11.08% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -29.50% | -24.05% | -5.45% |
Max Drawdown (10Y)Largest decline over 10 years | -34.13% | -40.00% | +5.87% |
Current DrawdownCurrent decline from peak | -10.86% | -6.54% | -4.32% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -6.39% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.67% | +0.25% |
Volatility
PIDIX vs. VYMI - Volatility Comparison
Principal International Equity Index Fund (PIDIX) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 7.10% and 7.02%, 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.
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Volatility by Period
| PIDIX | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 7.02% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 9.88% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.98% | 15.90% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 14.75% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 16.89% | -0.66% |