ROST vs. VYM

Last updated Jun 20, 2026

ROST (Ross Stores, Inc.) is a stock, while VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 10 years, ROST returned 16.86%/yr vs 11.78%/yr for VYM. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

ROST vs. VYM - Performance Comparison

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

Returns By Period

In the year-to-date period, ROST achieves a 29.76% return, which is significantly higher than VYM's 11.57% return. Over the past 10 years, ROST has outperformed VYM with an annualized return of 16.86%, while VYM has yielded a comparatively lower 11.78% annualized return.

ROST

• 1D: -0.19%
• 1M: 7.10%
• YTD: 29.76%
• 6M: 28.15%
• 1Y: 83.45%
• 3Y*: 30.55%
• 5Y*: 16.37%
• 10Y*: 16.86%

VYM

• 1D: 0.07%
• 1M: 1.56%
• YTD: 11.57%
• 6M: 11.72%
• 1Y: 25.29%
• 3Y*: 17.42%
• 5Y*: 12.42%
• 10Y*: 11.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ROST vs. VYM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ROST Ross Stores, Inc.	29.76%	20.41%	10.39%	20.64%	2.94%	-6.03%	5.81%	41.72%	4.78%	23.53%
VYM Vanguard High Dividend Yield ETF	11.57%	15.42%	17.60%	6.57%	-0.43%	26.20%	1.15%	24.06%	-5.92%	16.42%

Correlation

The correlation between ROST and VYM is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (10Y) Calculated over the trailing 10-year period	0.53
Correlation (All Time) Calculated using the full available price history since Nov 16, 2006	0.53

The correlation between ROST and VYM has been stable across timeframes, ranging from 0.47 to 0.54 - a consistent structural relationship.

Return for Risk

ROST vs. VYM — Risk / Return Rank

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

ROST

ROST Risk / Return Rank: 98
ROST Sharpe Ratio Rank: 97
ROST Sortino Ratio Rank: 98
ROST Omega Ratio Rank: 97
ROST Calmar Ratio Rank: 98
ROST Martin Ratio Rank: 99

VYM

VYM Risk / Return Rank: 80
VYM Sharpe Ratio Rank: 81
VYM Sortino Ratio Rank: 83
VYM Omega Ratio Rank: 80
VYM Calmar Ratio Rank: 78
VYM Martin Ratio Rank: 77

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.

ROST vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ross Stores, Inc. (ROST) 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.

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.

	ROST	VYM	Difference
Sharpe ratio: Return per unit of total volatility	3.43	2.44	+0.98
Sortino ratio: Return per unit of downside risk	5.05	3.48	+1.57
Omega ratio: Gain probability vs. loss probability	1.65	1.44	+0.21
Calmar ratio: Return relative to maximum drawdown	10.77	3.79	+6.98
Martin ratio: Return relative to average drawdown	40.43	14.13	+26.30

ROST vs. VYM - Sharpe Ratio Comparison

The current ROST Sharpe Ratio is 3.43, which is higher than the VYM Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of ROST and VYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ROST vs. VYM - Drawdown Comparison

The maximum ROST drawdown since its inception was -82.23%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for ROST and VYM.

Drawdown Indicators

	ROST	VYM	Difference
Max Drawdown Largest peak-to-trough decline	-82.23%	-56.98%	-25.25%
Max Drawdown (1Y) Largest decline over 1 year	-7.79%	-6.69%	-1.10%
Max Drawdown (3Y) Largest decline over 3 years	-21.08%	-14.46%	-6.62%
Max Drawdown (5Y) Largest decline over 5 years	-44.13%	-15.84%	-28.29%
Max Drawdown (10Y) Largest decline over 10 years	-51.41%	-35.21%	-16.20%
Current Drawdown Current decline from peak	-3.05%	-1.23%	-1.82%
Average Drawdown Average peak-to-trough decline	-17.93%	-7.18%	-10.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	1.79%	+0.28%

Volatility

ROST vs. VYM - Volatility Comparison

Ross Stores, Inc. (ROST) has a higher volatility of 11.15% compared to Vanguard High Dividend Yield ETF (VYM) at 3.06%. This indicates that ROST's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROST	VYM	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.15%	3.06%	+8.09%
Volatility (6M) Calculated over the trailing 6-month period	18.55%	7.65%	+10.90%
Volatility (1Y) Calculated over the trailing 1-year period	24.49%	10.39%	+14.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.55%	13.95%	+15.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.62%	16.35%	+15.27%

Dividends

ROST vs. VYM - Dividend Comparison

ROST's dividend yield for the trailing twelve months is around 0.73%, less than VYM's 2.84% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ROST Ross Stores, Inc.	0.73%	0.90%	0.97%	0.97%	1.07%	1.00%	0.23%	1.10%	1.08%	0.80%	0.82%	4.59%
VYM Vanguard High Dividend Yield ETF	2.84%	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

Can I hold both ROST and VYM in my portfolio?

ROST and VYM have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROST or VYM?

ROST has higher volatility (11.15%) compared to VYM (3.06%). In terms of maximum drawdown, ROST dropped -82.23% vs VYM's -56.98%.

Which has better risk-adjusted returns?

ROST currently has the higher Sharpe Ratio (3.43 vs 2.44), 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.