PortfoliosLab logoPortfoliosLab logo
RLY vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RLY vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Multi-Asset Real Return ETF (RLY) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with RLY having a 13.94% return and VYMI slightly lower at 13.64%. Over the past 10 years, RLY has underperformed VYMI with an annualized return of 8.02%, while VYMI has yielded a comparatively higher 10.70% annualized return.


RLY

1D
-0.31%
1M
1.21%
6M
8.76%
YTD
13.94%
1Y
24.26%
3Y*
12.31%
5Y*
10.60%
10Y*
8.02%
ALL TIME*
4.68%

VYMI

1D
-0.65%
1M
0.98%
6M
10.39%
YTD
13.64%
1Y
30.07%
3Y*
20.68%
5Y*
13.43%
10Y*
10.70%
ALL TIME*
11.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RLY vs. VYMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RLY
State Street Multi-Asset Real Return ETF
13.94%20.26%2.53%2.56%7.86%22.85%-0.59%15.63%-11.72%10.40%
VYMI
Vanguard International High Dividend Yield ETF
13.64%38.05%7.06%17.07%-7.02%15.39%-1.11%18.43%-12.65%22.36%

Correlation

The correlation between RLY and VYMI is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2016

0.75

The correlation between RLY and VYMI shifts across timeframes, from 0.57 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.

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

RLY vs. VYMI — Risk / Return Rank

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

RLY
RLY Risk / Return Rank: 8686
Overall Rank
RLY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
RLY Sortino Ratio Rank: 8989
Sortino Ratio Rank
RLY Omega Ratio Rank: 8989
Omega Ratio Rank
RLY Calmar Ratio Rank: 8282
Calmar Ratio Rank
RLY Martin Ratio Rank: 8181
Martin Ratio Rank

VYMI
VYMI Risk / Return Rank: 8585
Overall Rank
VYMI Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 8888
Sortino Ratio Rank
VYMI Omega Ratio Rank: 8888
Omega Ratio Rank
VYMI Calmar Ratio Rank: 7878
Calmar Ratio Rank
VYMI Martin Ratio Rank: 8181
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.

RLY vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Multi-Asset Real Return ETF (RLY) 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.


RLYVYMIDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.42

1.41

+0.01

Calmar ratioReturn relative to maximum drawdown

3.23

2.98

+0.25

Martin ratioReturn relative to average drawdown

11.48

11.59

-0.11

RLY vs. VYMI - Sharpe Ratio Comparison

The current RLY Sharpe Ratio is 2.31, which is comparable to the VYMI Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of RLY and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

RLY vs. VYMI - Drawdown Comparison

The maximum RLY drawdown since its inception was -37.75%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for RLY and VYMI.


Loading charts...

Drawdown Indicators


RLYVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-37.75%

-40.00%

+2.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.54%

-10.14%

+2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-10.08%

-12.84%

+2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

-24.05%

+5.11%

Max Drawdown (10Y)

Largest decline over 10 years

-34.17%

-40.00%

+5.83%

Current Drawdown

Current decline from peak

-4.28%

-1.14%

-3.14%

Average Drawdown

Average peak-to-trough decline

-9.42%

-6.25%

-3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.60%

-0.48%

Volatility

RLY vs. VYMI - Volatility Comparison

State Street Multi-Asset Real Return ETF (RLY) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 2.91% and 2.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RLYVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

2.96%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

11.33%

-2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

10.56%

13.27%

-2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.47%

14.83%

-1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.79%

16.53%

-2.74%

RLY vs. VYMI - Expense Ratio Comparison

RLY has a 0.50% expense ratio, which is higher than VYMI's 0.07% expense ratio.


Dividends

RLY vs. VYMI - Dividend Comparison

RLY's dividend yield for the trailing twelve months is around 3.11%, less than VYMI's 3.60% yield.


PositionTTM20252024202320222021202020192018201720162015
RLY
State Street Multi-Asset Real Return ETF
3.11%3.24%3.31%3.71%5.66%12.15%2.16%3.45%2.76%1.85%2.07%1.80%
VYMI
Vanguard International High Dividend Yield ETF
3.60%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%

Frequently Asked Questions


RLY and VYMI have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VYMI has higher volatility (2.96%) compared to RLY (2.91%). In terms of maximum drawdown, RLY dropped -37.75% vs VYMI's -40.00%.

On 10-year performance, VYMI leads with 10.70% vs 8.02% for RLY. On fees, VYMI is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VYMI has performed better with a 10.70% return vs 8.02%. 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 0.50% for RLY.

VYMI has the higher dividend yield at 3.60%, compared with 3.11% for RLY.

RLY is categorized as Hedge Fund, while VYMI is Dividend. RLY tracks Bloomberg U.S. Government Inflation-Linked Bond Index, while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.50% for RLY and 0.07% for VYMI.

RLY currently has the higher Sharpe Ratio (2.31 vs 2.28), 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.

Portfolio Optimizer

Find the right allocation for RLY 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