V vs. VYM

Last updated Jun 9, 2026

V (Visa 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, V returned 15.64%/yr vs 11.70%/yr for VYM. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

V vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Visa Inc. (V) 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, V achieves a -8.47% return, which is significantly lower than VYM's 10.82% return. Over the past 10 years, V has outperformed VYM with an annualized return of 15.64%, while VYM has yielded a comparatively lower 11.70% annualized return.

V

• 1D: -1.21%
• 1M: 0.48%
• YTD: -8.47%
• 6M: -1.79%
• 1Y: -12.97%
• 3Y*: 13.52%
• 5Y*: 7.39%
• 10Y*: 15.64%

VYM

• 1D: -0.08%
• 1M: 1.71%
• YTD: 10.82%
• 6M: 10.58%
• 1Y: 24.30%
• 3Y*: 17.89%
• 5Y*: 11.33%
• 10Y*: 11.70%

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

V vs. VYM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
V Visa Inc.	-8.47%	11.76%	22.32%	26.31%	-3.40%	-0.31%	17.12%	43.33%	16.49%	47.18%
VYM Vanguard High Dividend Yield ETF	10.82%	15.42%	17.60%	6.57%	-0.43%	26.20%	1.15%	24.06%	-5.92%	16.42%

Correlation

The correlation between V and VYM is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
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	0.56
Correlation (All Time) Calculated using the full available price history since Mar 20, 2008	0.57

Over the past year, the correlation between V and VYM has dropped to 0.37 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

Return for Risk

V vs. VYM — Risk / Return Rank

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

V

V Risk / Return Rank: 17
V Sharpe Ratio Rank: 16
V Sortino Ratio Rank: 16
V Omega Ratio Rank: 17
V Calmar Ratio Rank: 18
V Martin Ratio Rank: 16

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: 78

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.

V vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Visa Inc. (V) 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.

	V	VYM	Difference
Sharpe ratio: Return per unit of total volatility	-0.58	2.36	-2.95
Sortino ratio: Return per unit of downside risk	-0.72	3.36	-4.08
Omega ratio: Gain probability vs. loss probability	0.91	1.43	-0.51
Calmar ratio: Return relative to maximum drawdown	-0.64	3.65	-4.28
Martin ratio: Return relative to average drawdown	-1.18	13.64	-14.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

V vs. VYM - Sharpe Ratio Comparison

The current V Sharpe Ratio is -0.58, which is lower than the VYM Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of V 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.

Sharpe Ratios by Period

	V	VYM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.58	2.36	-2.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.81	-0.49
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.72	-0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.50	+0.18

Drawdowns

V vs. VYM - Drawdown Comparison

The maximum V drawdown since its inception was -51.90%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for V and VYM.

Drawdown Indicators

	V	VYM	Difference
Max Drawdown Largest peak-to-trough decline	-51.90%	-56.98%	+5.08%
Max Drawdown (1Y) Largest decline over 1 year	-20.38%	-6.69%	-13.69%
Max Drawdown (3Y) Largest decline over 3 years	-20.38%	-14.46%	-5.92%
Max Drawdown (5Y) Largest decline over 5 years	-28.60%	-15.84%	-12.76%
Max Drawdown (10Y) Largest decline over 10 years	-36.36%	-35.21%	-1.15%
Current Drawdown Current decline from peak	-13.69%	-1.89%	-11.80%
Average Drawdown Average peak-to-trough decline	-8.26%	-7.19%	-1.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.03%	1.79%	+9.24%

Volatility

V vs. VYM - Volatility Comparison

Visa Inc. (V) has a higher volatility of 5.74% compared to Vanguard High Dividend Yield ETF (VYM) at 2.82%. This indicates that V'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

	V	VYM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.74%	2.82%	+2.92%
Volatility (6M) Calculated over the trailing 6-month period	17.50%	7.73%	+9.77%
Volatility (1Y) Calculated over the trailing 1-year period	22.32%	10.35%	+11.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.80%	13.98%	+8.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.47%	16.35%	+8.12%

Dividends

V vs. VYM - Dividend Comparison

V's dividend yield for the trailing twelve months is around 0.81%, less than VYM's 2.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
V Visa Inc.	0.81%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%
VYM Vanguard High Dividend Yield ETF	2.22%	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 V and VYM in my portfolio?

V and VYM have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, V or VYM?

V has higher volatility (5.74%) compared to VYM (2.82%). In terms of maximum drawdown, V dropped -51.90% vs VYM's -56.98%.

Which has better risk-adjusted returns?

VYM currently has the higher Sharpe Ratio (2.36 vs -0.58), 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.