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

Correlation

The correlation between SPYD and VYM is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

SPYD vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 500 High Dividend ETF (SPYD) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
113.89%
146.24%
SPYD
VYM

Key characteristics

Sharpe Ratio

SPYD:

0.72

VYM:

0.55

Sortino Ratio

SPYD:

1.05

VYM:

0.86

Omega Ratio

SPYD:

1.15

VYM:

1.12

Calmar Ratio

SPYD:

0.69

VYM:

0.60

Martin Ratio

SPYD:

2.41

VYM:

2.57

Ulcer Index

SPYD:

4.60%

VYM:

3.38%

Daily Std Dev

SPYD:

15.51%

VYM:

15.84%

Max Drawdown

SPYD:

-46.42%

VYM:

-56.98%

Current Drawdown

SPYD:

-9.58%

VYM:

-8.02%

Returns By Period

In the year-to-date period, SPYD achieves a -2.31% return, which is significantly higher than VYM's -2.63% return.


SPYD

YTD

-2.31%

1M

-4.01%

6M

-6.42%

1Y

9.71%

5Y*

15.16%

10Y*

N/A

VYM

YTD

-2.63%

1M

-4.46%

6M

-3.32%

1Y

7.77%

5Y*

13.55%

10Y*

9.28%

*Annualized

Compare stocks, funds, or ETFs

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SPYD vs. VYM - Expense Ratio Comparison

SPYD has a 0.07% expense ratio, which is higher than VYM's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for SPYD: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYD: 0.07%
Expense ratio chart for VYM: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VYM: 0.06%

Risk-Adjusted Performance

SPYD vs. VYM — Risk-Adjusted Performance Rank

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

SPYD
The Risk-Adjusted Performance Rank of SPYD is 7171
Overall Rank
The Sharpe Ratio Rank of SPYD is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYD is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPYD is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SPYD is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SPYD is 6767
Martin Ratio Rank

VYM
The Risk-Adjusted Performance Rank of VYM is 6565
Overall Rank
The Sharpe Ratio Rank of VYM is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 6969
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.

SPYD vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 High Dividend ETF (SPYD) 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.


The chart of Sharpe ratio for SPYD, currently valued at 0.72, compared to the broader market-1.000.001.002.003.004.00
SPYD: 0.72
VYM: 0.55
The chart of Sortino ratio for SPYD, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.00
SPYD: 1.05
VYM: 0.86
The chart of Omega ratio for SPYD, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
SPYD: 1.15
VYM: 1.12
The chart of Calmar ratio for SPYD, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.0012.00
SPYD: 0.69
VYM: 0.60
The chart of Martin ratio for SPYD, currently valued at 2.41, compared to the broader market0.0020.0040.0060.00
SPYD: 2.41
VYM: 2.57

The current SPYD Sharpe Ratio is 0.72, which is higher than the VYM Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of SPYD and VYM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.72
0.55
SPYD
VYM

Dividends

SPYD vs. VYM - Dividend Comparison

SPYD's dividend yield for the trailing twelve months is around 4.57%, more than VYM's 2.99% yield.


TTM20242023202220212020201920182017201620152014
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.57%4.31%4.66%5.01%3.69%4.96%4.42%4.75%4.64%4.34%1.13%0.00%
VYM
Vanguard High Dividend Yield ETF
2.99%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

Drawdowns

SPYD vs. VYM - Drawdown Comparison

The maximum SPYD drawdown since its inception was -46.42%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for SPYD and VYM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.58%
-8.02%
SPYD
VYM

Volatility

SPYD vs. VYM - Volatility Comparison

The current volatility for SPDR Portfolio S&P 500 High Dividend ETF (SPYD) is 10.55%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 11.36%. This indicates that SPYD experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.55%
11.36%
SPYD
VYM