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QFHD vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QFHD vs. VYMI - 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 International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QFHD

1D
0.56%
1M
1.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

VYMI

1D
0.46%
1M
-1.32%
YTD
11.22%
6M
10.95%
1Y
29.21%
3Y*
21.59%
5Y*
12.31%
10Y*
11.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QFHD vs. VYMI - Yearly Performance Comparison


Correlation

The correlation between QFHD and VYMI is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 13, 2026

0.45

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Return for Risk

QFHD vs. VYMI — Risk / Return Rank

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

QFHD

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


VYMI
VYMI Risk / Return Rank: 7575
Overall Rank
VYMI Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 7979
Sortino Ratio Rank
VYMI Omega Ratio Rank: 7979
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6767
Calmar Ratio Rank
VYMI Martin Ratio Rank: 7070
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. VYMI - 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 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QFHDVYMIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

2.89

Martin ratioReturn relative to average drawdown

11.31

QFHD vs. VYMI - Sharpe Ratio Comparison


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Drawdowns

QFHD vs. VYMI - Drawdown Comparison

The maximum QFHD drawdown since its inception was -5.52%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for QFHD and VYMI.


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Drawdown Indicators


QFHDVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-5.52%

-40.00%

+34.48%

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

-0.89%

-2.11%

+1.22%

Average Drawdown

Average peak-to-trough decline

-2.02%

-6.28%

+4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

Volatility

QFHD vs. VYMI - Volatility Comparison


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Volatility by Period


QFHDVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.21%

Volatility (1Y)

Calculated over the trailing 1-year period

10.45%

13.24%

-2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.45%

14.87%

-4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.45%

16.61%

-6.16%

QFHD vs. VYMI - Expense Ratio Comparison

QFHD has a 0.49% expense ratio, which is higher than VYMI's 0.07% expense ratio.


Dividends

QFHD vs. VYMI - Dividend Comparison

QFHD's dividend yield for the trailing twelve months is around 1.33%, less than VYMI's 3.67% yield.


PositionTTM2025202420232022202120202019201820172016
QFHD
Pacer S&P 500 Quality FCF High Dividend ETF
1.33%0.00%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
3.67%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Frequently Asked Questions


QFHD and VYMI have a correlation of 0.45, 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 0.49% for QFHD.

VYMI has the higher dividend yield at 3.67%, compared with 1.33% for QFHD.

QFHD tracks S&P 500 Quality FCF High Dividend Index, while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: Pacer and Vanguard. Their fees differ too: 0.49% for QFHD and 0.07% for VYMI.

Portfolio Optimizer

Find the right allocation for QFHD and VYMI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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