TRU vs. VYM
TRU (TransUnion) 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, TRU returned 8.16%/yr vs 11.97%/yr for VYM. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
TRU vs. VYM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TRU achieves a -20.43% return, which is significantly lower than VYM's 11.42% return. Over the past 10 years, TRU has underperformed VYM with an annualized return of 8.16%, while VYM has yielded a comparatively higher 11.97% annualized return.
TRU
- 1D
- 3.09%
- 1M
- -3.59%
- YTD
- -20.43%
- 6M
- -21.31%
- 1Y
- -23.81%
- 3Y*
- -2.33%
- 5Y*
- -8.87%
- 10Y*
- 8.16%
VYM
- 1D
- -0.09%
- 1M
- 0.17%
- YTD
- 11.42%
- 6M
- 10.23%
- 1Y
- 23.03%
- 3Y*
- 18.38%
- 5Y*
- 11.73%
- 10Y*
- 11.97%
TRU vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRU TransUnion | -20.43% | -7.01% | 35.59% | 21.85% | -51.90% | 19.91% | 16.30% | 51.34% | 3.69% | 77.69% |
VYM Vanguard High Dividend Yield ETF | 11.42% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Correlation
The correlation between TRU and VYM is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2015 | 0.54 |
The correlation between TRU and VYM shifts across timeframes, from 0.44 (1 year) to 0.55 (5 years), 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
TRU vs. VYM — Risk / Return Rank
TRU
VYM
TRU vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TransUnion (TRU) 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.
| TRU | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.84 | ||
| Sortino ratioReturn per unit of downside risk | -3.85 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.40 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 3.45 | -4.14 |
| Martin ratioReturn relative to average drawdown | -1.16 | 12.83 | -13.99 |
Loading charts...
Drawdowns
TRU vs. VYM - Drawdown Comparison
The maximum TRU drawdown since its inception was -64.92%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for TRU and VYM.
Loading charts...
Drawdown Indicators
| TRU | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.92% | -56.98% | -7.94% |
Max Drawdown (1Y)Largest decline over 1 year | -34.66% | -6.69% | -27.97% |
Max Drawdown (3Y)Largest decline over 3 years | -47.27% | -14.46% | -32.81% |
Max Drawdown (5Y)Largest decline over 5 years | -64.92% | -15.84% | -49.08% |
Max Drawdown (10Y)Largest decline over 10 years | -64.92% | -35.21% | -29.71% |
Current DrawdownCurrent decline from peak | -44.04% | -1.37% | -42.67% |
Average DrawdownAverage peak-to-trough decline | -18.45% | -7.18% | -11.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.56% | 1.80% | +18.76% |
Volatility
TRU vs. VYM - Volatility Comparison
TransUnion (TRU) has a higher volatility of 12.41% compared to Vanguard High Dividend Yield ETF (VYM) at 2.89%. This indicates that TRU'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.
Loading charts...
Volatility by Period
| TRU | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.41% | 2.89% | +9.52% |
Volatility (6M)Calculated over the trailing 6-month period | 31.18% | 7.64% | +23.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.81% | 10.37% | +29.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.69% | 13.93% | +24.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.77% | 16.32% | +18.45% |
Dividends
TRU vs. VYM - Dividend Comparison
TRU's dividend yield for the trailing twelve months is around 0.71%, less than VYM's 2.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRU TransUnion | 0.71% | 0.54% | 0.45% | 0.61% | 0.70% | 0.30% | 0.30% | 0.35% | 0.40% | 0.00% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.30% | 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
TRU and VYM have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRU has higher volatility (12.41%) compared to VYM (2.89%). In terms of maximum drawdown, TRU dropped -64.92% vs VYM's -56.98%.
VYM currently has the higher Sharpe Ratio (2.23 vs -0.60), 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.
Find the right allocation for TRU and VYM
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