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TOUS vs. VYMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TOUS and VYMI is 0.91, 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.


-0.50.00.51.00.9

Performance

TOUS vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Equity ETF (TOUS) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
5.32%
4.81%
TOUS
VYMI

Key characteristics

Sharpe Ratio

TOUS:

0.98

VYMI:

1.23

Sortino Ratio

TOUS:

1.43

VYMI:

1.70

Omega Ratio

TOUS:

1.17

VYMI:

1.21

Calmar Ratio

TOUS:

1.36

VYMI:

1.81

Martin Ratio

TOUS:

3.16

VYMI:

4.48

Ulcer Index

TOUS:

4.07%

VYMI:

3.35%

Daily Std Dev

TOUS:

13.07%

VYMI:

12.19%

Max Drawdown

TOUS:

-12.91%

VYMI:

-40.00%

Current Drawdown

TOUS:

-0.42%

VYMI:

-0.44%

Returns By Period

In the year-to-date period, TOUS achieves a 10.17% return, which is significantly higher than VYMI's 7.12% return.


TOUS

YTD

10.17%

1M

5.94%

6M

5.33%

1Y

12.42%

5Y*

N/A

10Y*

N/A

VYMI

YTD

7.12%

1M

4.32%

6M

4.81%

1Y

14.21%

5Y*

8.06%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


TOUS vs. VYMI - Expense Ratio Comparison

TOUS has a 0.50% expense ratio, which is higher than VYMI's 0.22% expense ratio.


TOUS
T. Rowe Price International Equity ETF
Expense ratio chart for TOUS: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for VYMI: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

TOUS vs. VYMI — Risk-Adjusted Performance Rank

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

TOUS
The Risk-Adjusted Performance Rank of TOUS is 3939
Overall Rank
The Sharpe Ratio Rank of TOUS is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of TOUS is 3838
Sortino Ratio Rank
The Omega Ratio Rank of TOUS is 3636
Omega Ratio Rank
The Calmar Ratio Rank of TOUS is 5151
Calmar Ratio Rank
The Martin Ratio Rank of TOUS is 3434
Martin Ratio Rank

VYMI
The Risk-Adjusted Performance Rank of VYMI is 5050
Overall Rank
The Sharpe Ratio Rank of VYMI is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 4646
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.

TOUS vs. VYMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity ETF (TOUS) 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.


Sharpe ratio
The chart of Sharpe ratio for TOUS, currently valued at 0.98, compared to the broader market0.002.004.000.981.23
The chart of Sortino ratio for TOUS, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.0010.0012.001.431.70
The chart of Omega ratio for TOUS, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.21
The chart of Calmar ratio for TOUS, currently valued at 1.36, compared to the broader market0.005.0010.0015.0020.001.361.81
The chart of Martin ratio for TOUS, currently valued at 3.16, compared to the broader market0.0020.0040.0060.0080.00100.003.164.48
TOUS
VYMI

The current TOUS Sharpe Ratio is 0.98, which is comparable to the VYMI Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of TOUS and VYMI, 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.98
1.23
TOUS
VYMI

Dividends

TOUS vs. VYMI - Dividend Comparison

TOUS's dividend yield for the trailing twelve months is around 2.73%, less than VYMI's 4.52% yield.


TTM202420232022202120202019201820172016
TOUS
T. Rowe Price International Equity ETF
2.73%3.01%0.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYMI
Vanguard International High Dividend Yield ETF
4.52%4.84%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%

Drawdowns

TOUS vs. VYMI - Drawdown Comparison

The maximum TOUS drawdown since its inception was -12.91%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for TOUS and VYMI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.42%
-0.44%
TOUS
VYMI

Volatility

TOUS vs. VYMI - Volatility Comparison

T. Rowe Price International Equity ETF (TOUS) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 3.17% and 3.19%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.17%
3.19%
TOUS
VYMI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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