PortfoliosLab logoPortfoliosLab logo
QFHD vs. VYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QFHD vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P 500 Quality FCF High Dividend ETF (QFHD) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


QFHD

1D
0.06%
1M
1.25%
YTD
6M
1Y
3Y*
5Y*
10Y*

VYM

1D
-1.35%
1M
0.82%
YTD
10.90%
6M
10.34%
1Y
25.21%
3Y*
18.37%
5Y*
11.16%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QFHD vs. VYM - Yearly Performance Comparison


Correlation

The correlation between QFHD and VYM is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 14, 2026

0.75

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

QFHD vs. VYM — Risk / Return Rank

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

QFHD

VYM
VYM Risk / Return Rank: 7777
Overall Rank
VYM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 7979
Sortino Ratio Rank
VYM Omega Ratio Rank: 7676
Omega Ratio Rank
VYM Calmar Ratio Rank: 7676
Calmar Ratio Rank
VYM Martin Ratio Rank: 7676
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.

QFHD vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer S&P 500 Quality FCF High Dividend ETF (QFHD) 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.


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

QFHD vs. VYM - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


QFHDVYMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

1.82

0.51

+1.32

Drawdowns

QFHD vs. VYM - Drawdown Comparison

The maximum QFHD drawdown since its inception was -5.52%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for QFHD and VYM.


Loading charts...

Drawdown Indicators


QFHDVYMDifference

Max Drawdown

Largest peak-to-trough decline

-5.52%

-56.98%

+51.46%

Max Drawdown (1Y)

Largest decline over 1 year

-6.69%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

Max Drawdown (5Y)

Largest decline over 5 years

-15.84%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

Current Drawdown

Current decline from peak

-1.49%

-1.82%

+0.33%

Average Drawdown

Average peak-to-trough decline

-2.13%

-7.19%

+5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

Volatility

QFHD vs. VYM - Volatility Comparison


Loading charts...

Volatility by Period


QFHDVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

Volatility (6M)

Calculated over the trailing 6-month period

7.73%

Volatility (1Y)

Calculated over the trailing 1-year period

10.37%

10.35%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.37%

13.97%

-3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.37%

16.34%

-5.97%

QFHD vs. VYM - Expense Ratio Comparison

QFHD has a 0.49% expense ratio, which is higher than VYM's 0.04% expense ratio.


Dividends

QFHD vs. VYM - Dividend Comparison

QFHD's dividend yield for the trailing twelve months is around 1.34%, less than VYM's 2.22% yield.


PositionTTM20252024202320222021202020192018201720162015
QFHD
Pacer S&P 500 Quality FCF High Dividend ETF
1.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.22%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


QFHD and VYM have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VYM is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VYM is cheaper with a 0.04% expense ratio, compared with 0.49% for QFHD.

VYM has the higher dividend yield at 2.22%, compared with 1.34% for QFHD.

QFHD tracks S&P 500 Quality FCF High Dividend Index, while VYM tracks FTSE High Dividend Yield Index. They also come from different issuers: Pacer and Vanguard. Their fees differ too: 0.49% for QFHD and 0.04% for VYM.

Portfolio Optimizer

Find the right allocation for QFHD 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