PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
RJDI vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RJDI vs. VYMI

Last updated Jun 23, 2026

RJDI (RJ Eagle GCM Dividend Select Income ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both Dividend funds. RJDI is actively managed, while VYMI is passively managed. A 0.66 correlation means they provide meaningful diversification when combined. RJDI charges 0.63%/yr vs 0.07%/yr for VYMI.

Performance

RJDI vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RJ Eagle GCM Dividend Select Income ETF (RJDI) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RJDI achieves a 15.13% return, which is significantly higher than VYMI's 12.76% return.

RJDI

1D
0.87%
1M
0.52%
YTD
15.13%
6M
15.03%
1Y
—
3Y*
—
5Y*
—
10Y*
—

VYMI

1D
0.20%
1M
0.96%
YTD
12.76%
6M
13.32%
1Y
32.82%
3Y*
22.36%
5Y*
12.87%
10Y*
11.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RJDI vs. VYMI - Yearly Performance Comparison

2026 (YTD)2025
RJDI
RJ Eagle GCM Dividend Select Income ETF		15.13%1.23%
VYMI
Vanguard International High Dividend Yield ETF		12.76%6.97%

Correlation

The correlation between RJDI and VYMI is 0.66, 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 Oct 2, 2025

0.66

RJDI vs. VYMI - Sectors Allocation Comparison

Sectors
RJDI
VYMI

Technology

31.5%
5.2%

Industrials

12.4%
6.2%

Financial Services

10.1%
40.7%

Healthcare

9.2%
6.5%

Consumer Cyclical

8.3%
6.4%

Consumer Defensive

7.5%
6.7%

Energy

6.0%
8.6%

Real Estate

5.6%
1.3%

Communication Services

3.8%
3.7%

Utilities

3.7%
5.0%

Basic Materials

1.9%
6.9%

Technology

RJDI
31.5%
VYMI
5.2%

Industrials

RJDI
12.4%
VYMI
6.2%

Financial Services

RJDI
10.1%
VYMI
40.7%

Healthcare

RJDI
9.2%
VYMI
6.5%

Consumer Cyclical

RJDI
8.3%
VYMI
6.4%

Consumer Defensive

RJDI
7.5%
VYMI
6.7%

Energy

RJDI
6.0%
VYMI
8.6%

Real Estate

RJDI
5.6%
VYMI
1.3%

Communication Services

RJDI
3.8%
VYMI
3.7%

Utilities

RJDI
3.7%
VYMI
5.0%

Basic Materials

RJDI
1.9%
VYMI
6.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

RJ Eagle GCM Dividend Select Income ETF

Vanguard International High Dividend Yield ETF

Often compared with RJDI:
RJDI vs. SCDLRJDI vs. RJMIRJDI vs. AMDYRJDI vs. GCOWRJDI vs. RJVIRJDI vs. INCERJDI vs. FDL
Often compared with VYMI:
VYMI vs. VYMVYMI vs. SCHYVYMI vs. SCHDVYMI vs. VIGIVYMI vs. VOOVYMI vs. IDEVVYMI vs. VT

Return for Risk

RJDI vs. VYMI — Risk / Return Rank

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

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

VYMI
VYMI Risk / Return Rank: 7676
Overall Rank
VYMI Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 8080
Sortino Ratio Rank
VYMI Omega Ratio Rank: 8080
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6767
Calmar Ratio Rank
VYMI Martin Ratio Rank: 7171
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.

RJDI vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RJ Eagle GCM Dividend Select Income ETF (RJDI) 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.

RJDIVYMIDifference
Sharpe ratioReturn per unit of total volatility

—

2.50

—

Sortino ratioReturn per unit of downside risk

—

3.38

—

Omega ratioGain probability vs. loss probability

—

1.45

—

Calmar ratioReturn relative to maximum drawdown

—

3.25

—

Martin ratioReturn relative to average drawdown

—

12.76

—

RJDI vs. VYMI - Sharpe Ratio Comparison

Loading charts...

Drawdowns

RJDI vs. VYMI - Drawdown Comparison

The maximum RJDI drawdown since its inception was -7.05%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for RJDI and VYMI.

Loading charts...

Drawdown Indicators

RJDIVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-7.05%

-40.00%

+32.95%

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

-0.88%

-0.75%

-0.13%

Average Drawdown

Average peak-to-trough decline

-1.48%

-6.29%

+4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

2.58%

—

Volatility

RJDI vs. VYMI - Volatility Comparison

Loading charts...

Volatility by Period

RJDIVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

3.95%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

11.13%

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.74%

13.23%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.74%

14.87%

-2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.74%

16.82%

-4.08%

RJDI vs. VYMI - Expense Ratio Comparison

RJDI has a 0.63% expense ratio, which is higher than VYMI's 0.07% expense ratio.

Dividends

RJDI vs. VYMI - Dividend Comparison

RJDI's dividend yield for the trailing twelve months is around 0.53%, less than VYMI's 3.62% yield.

PositionTTM2025202420232022202120202019201820172016
RJDI
RJ Eagle GCM Dividend Select Income ETF		0.53%0.23%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		3.62%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Frequently Asked Questions

RJDI and VYMI have a correlation of 0.66, 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 0.63% for RJDI.

VYMI has the higher dividend yield at 3.62%, compared with 0.53% for RJDI.

They also come from different issuers: Carillon Tower Advisers and Vanguard. Their fees differ too: 0.63% for RJDI and 0.07% for VYMI.

Portfolio Optimizer

Find the right allocation for RJDI 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.

Open Portfolio Optimizer