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UDIV vs. VYM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UDIV vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin U.S. Core Dividend Tilt Index ETF (UDIV) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

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UDIV vs. VYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UDIV
Franklin U.S. Core Dividend Tilt Index ETF
-2.52%19.00%25.61%25.21%-15.00%19.66%5.54%24.60%-8.83%17.44%
VYM
Vanguard High Dividend Yield ETF
3.80%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%

Returns By Period

In the year-to-date period, UDIV achieves a -2.52% return, which is significantly lower than VYM's 3.80% return.


UDIV

1D
2.84%
1M
-4.47%
YTD
-2.52%
6M
-0.60%
1Y
20.03%
3Y*
19.35%
5Y*
11.73%
10Y*

VYM

1D
1.80%
1M
-3.92%
YTD
3.80%
6M
6.39%
1Y
17.76%
3Y*
15.21%
5Y*
11.04%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UDIV vs. VYM - Expense Ratio Comparison

UDIV has a 0.06% expense ratio, which is higher than VYM's 0.04% 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%.


Return for Risk

UDIV vs. VYM — Risk / Return Rank

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

UDIV
UDIV Risk / Return Rank: 6767
Overall Rank
UDIV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
UDIV Sortino Ratio Rank: 6464
Sortino Ratio Rank
UDIV Omega Ratio Rank: 6969
Omega Ratio Rank
UDIV Calmar Ratio Rank: 6464
Calmar Ratio Rank
UDIV Martin Ratio Rank: 7575
Martin Ratio Rank

VYM
VYM Risk / Return Rank: 7272
Overall Rank
VYM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 7171
Sortino Ratio Rank
VYM Omega Ratio Rank: 7272
Omega Ratio Rank
VYM Calmar Ratio Rank: 7171
Calmar Ratio Rank
VYM Martin Ratio Rank: 7676
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.

UDIV vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Core Dividend Tilt Index ETF (UDIV) 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.


UDIVVYMDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.18

-0.10

Sortino ratio

Return per unit of downside risk

1.62

1.69

-0.07

Omega ratio

Gain probability vs. loss probability

1.25

1.26

0.00

Calmar ratio

Return relative to maximum drawdown

1.60

1.68

-0.08

Martin ratio

Return relative to average drawdown

7.86

7.46

+0.40

UDIV vs. VYM - Sharpe Ratio Comparison

The current UDIV Sharpe Ratio is 1.08, which is comparable to the VYM Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of UDIV 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.


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Sharpe Ratios by Period


UDIVVYMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.18

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.79

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.49

+0.15

Correlation

The correlation between UDIV and VYM is 0.78, 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.


Dividends

UDIV vs. VYM - Dividend Comparison

UDIV's dividend yield for the trailing twelve months is around 1.66%, less than VYM's 2.37% yield.


TTM20252024202320222021202020192018201720162015
UDIV
Franklin U.S. Core Dividend Tilt Index ETF
1.66%1.53%2.05%1.91%3.20%2.97%2.90%3.40%3.74%3.47%1.63%0.00%
VYM
Vanguard High Dividend Yield ETF
2.37%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Drawdowns

UDIV vs. VYM - Drawdown Comparison

The maximum UDIV drawdown since its inception was -35.21%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for UDIV and VYM.


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Drawdown Indicators


UDIVVYMDifference

Max Drawdown

Largest peak-to-trough decline

-35.21%

-56.98%

+21.77%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-11.32%

-1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-23.18%

-15.84%

-7.34%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

Current Drawdown

Current decline from peak

-5.84%

-4.81%

-1.03%

Average Drawdown

Average peak-to-trough decline

-4.71%

-7.25%

+2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.55%

+0.09%

Volatility

UDIV vs. VYM - Volatility Comparison

Franklin U.S. Core Dividend Tilt Index ETF (UDIV) has a higher volatility of 5.29% compared to Vanguard High Dividend Yield ETF (VYM) at 3.74%. This indicates that UDIV'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.


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Volatility by Period


UDIVVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

3.74%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

9.60%

7.96%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

18.59%

15.17%

+3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

13.97%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

16.33%

+0.01%