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QRTEA vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QRTEA and VYM is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

QRTEA vs. VYM

Last updated Jun 1, 2025

Compare and contrast key facts about Qurate Retail, Inc. (QRTEA) and Vanguard High Dividend Yield ETF (VYM).

VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QRTEA or VYM.

Performance

QRTEA vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Qurate Retail, Inc. (QRTEA) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period

QRTEA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

VYM

YTD

1.79%

1M

4.08%

6M

-2.87%

1Y

10.73%

3Y*

8.34%

5Y*

13.46%

10Y*

9.76%

*Annualized

Compare stocks, funds, or ETFs

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Qurate Retail, Inc.

Vanguard High Dividend Yield ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

QRTEA vs. VYM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QRTEA
The Risk-Adjusted Performance Rank of QRTEA is 88
Overall Rank
The Sharpe Ratio Rank of QRTEA is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of QRTEA is 33
Sortino Ratio Rank
The Omega Ratio Rank of QRTEA is 66
Omega Ratio Rank
The Calmar Ratio Rank of QRTEA is 88
Calmar Ratio Rank
The Martin Ratio Rank of QRTEA is 1717
Martin Ratio Rank
VYM
The Risk-Adjusted Performance Rank of VYM is 6868
Overall Rank
The Sharpe Ratio Rank of VYM is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 7171
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.

QRTEA vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Qurate Retail, Inc. (QRTEA) 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

QRTEA vs. VYM - Dividend Comparison

QRTEA has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.86%.

TTM20242023202220212020201920182017201620152014
QRTEA
Qurate Retail, Inc.		0.00%0.00%0.00%0.00%42.76%41.02%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF		2.86%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

Drawdowns

QRTEA vs. VYM - Drawdown Comparison

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

QRTEA vs. VYM - Volatility Comparison

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