PIT vs. VYMI
PIT (VanEck Commodity Strategy ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - PIT is a Commodities fund actively managed by VanEck, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. PIT is actively managed, while VYMI is passively managed. Over the past 3 years, PIT returned 24.30%/yr vs 21.88%/yr for VYMI. At a 0.24 correlation, their price movements are largely independent. PIT charges 0.55%/yr vs 0.07%/yr for VYMI.
Performance
PIT vs. VYMI - Performance Comparison
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Returns By Period
In the year-to-date period, PIT achieves a 41.36% return, which is significantly higher than VYMI's 11.31% return.
PIT
- 1D
- 0.58%
- 1M
- -2.84%
- YTD
- 41.36%
- 6M
- 42.58%
- 1Y
- 62.93%
- 3Y*
- 24.30%
- 5Y*
- —
- 10Y*
- —
VYMI
- 1D
- -1.01%
- 1M
- 2.05%
- YTD
- 11.31%
- 6M
- 14.77%
- 1Y
- 30.23%
- 3Y*
- 21.88%
- 5Y*
- 11.95%
- 10Y*
- 10.49%
PIT vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PIT VanEck Commodity Strategy ETF | 41.36% | 21.63% | 6.77% | -4.54% | 2.74% |
VYMI Vanguard International High Dividend Yield ETF | 11.31% | 38.05% | 7.06% | 17.07% | 0.20% |
Correlation
The correlation between PIT and VYMI 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 | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2022 | 0.24 |
The correlation between PIT and VYMI shifts across timeframes, from -0.04 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PIT vs. VYMI — Risk / Return Rank
PIT
VYMI
PIT vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Commodity Strategy ETF (PIT) 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.
| PIT | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.43 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 6.83 | 2.99 | +3.83 |
| Martin ratioReturn relative to average drawdown | 23.27 | 11.80 | +11.47 |
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
| PIT | VYMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.97 | 2.35 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.81 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.65 | +0.42 |
Drawdowns
PIT vs. VYMI - Drawdown Comparison
The maximum PIT drawdown since its inception was -12.27%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for PIT and VYMI.
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Drawdown Indicators
| PIT | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.27% | -40.00% | +27.73% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -10.14% | +0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -12.27% | -12.84% | +0.57% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -4.56% | -1.40% | -3.16% |
Average DrawdownAverage peak-to-trough decline | -3.99% | -6.31% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.57% | +0.14% |
Volatility
PIT vs. VYMI - Volatility Comparison
VanEck Commodity Strategy ETF (PIT) has a higher volatility of 6.08% compared to Vanguard International High Dividend Yield ETF (VYMI) at 4.04%. This indicates that PIT'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
| PIT | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 4.04% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 19.02% | 10.73% | +8.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.30% | 12.94% | +8.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 14.84% | +2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 16.87% | +0.60% |
PIT vs. VYMI - Expense Ratio Comparison
PIT has a 0.55% expense ratio, which is higher than VYMI's 0.07% expense ratio.
Dividends
PIT vs. VYMI - Dividend Comparison
PIT's dividend yield for the trailing twelve months is around 6.31%, more than VYMI's 3.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
PIT VanEck Commodity Strategy ETF | 6.31% | 8.92% | 3.59% | 6.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.44% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
PIT 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.
PIT has higher volatility (6.08%) compared to VYMI (4.04%). In terms of maximum drawdown, PIT dropped -12.27% vs VYMI's -40.00%.
On 3-year performance, PIT leads with 24.30% vs 21.88% for VYMI. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 4.04%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, PIT has performed better with a 24.30% return vs 21.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VYMI is cheaper with a 0.07% expense ratio, compared with 0.55% for PIT.
PIT has the higher dividend yield at 6.31%, compared with 3.44% for VYMI.
PIT is categorized as Commodities, while VYMI is Dividend. They also come from different issuers: VanEck and Vanguard. Their fees differ too: 0.55% for PIT and 0.07% for VYMI.
PIT currently has the higher Sharpe Ratio (2.97 vs 2.35), 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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