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VDADX vs. VYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VDADX vs. VYM

Last updated Jun 24, 2026

VDADX (Vanguard Dividend Appreciation Index Fund Admiral Shares) and VYM (Vanguard High Dividend Yield ETF) are both Dividend funds from Vanguard - VDADX tracks the S&P U.S. Dividend Growers Index while VYM tracks the FTSE High Dividend Yield Index. Both are passively managed. Over the past 10 years, VDADX returned 13.36%/yr vs 11.98%/yr for VYM. Their correlation of 0.91 suggests significant overlap in exposure. VDADX charges 0.07%/yr vs 0.04%/yr for VYM.

Performance

VDADX vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VDADX achieves a 7.47% return, which is significantly lower than VYM's 11.51% return. Over the past 10 years, VDADX has outperformed VYM with an annualized return of 13.36%, while VYM has yielded a comparatively lower 11.98% annualized return.

VDADX

1D
0.13%
1M
0.98%
YTD
7.47%
6M
6.75%
1Y
18.93%
3Y*
16.01%
5Y*
11.03%
10Y*
13.36%

VYM

1D
-0.16%
1M
0.26%
YTD
11.51%
6M
10.83%
1Y
24.08%
3Y*
18.41%
5Y*
11.88%
10Y*
11.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDADX vs. VYM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares		7.47%14.17%16.99%14.44%-9.80%23.59%15.47%29.68%-2.06%22.22%
VYM
Vanguard High Dividend Yield ETF		11.51%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%

Correlation

The correlation between VDADX and VYM is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2013

0.91

The correlation between VDADX and VYM has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

VDADX vs. VYM - Sectors Allocation Comparison

Sectors
VDADX
VYM

Technology

29.0%
20.3%

Financial Services

19.9%
19.9%

Healthcare

16.6%
12.2%

Industrials

11.3%
11.8%

Consumer Defensive

9.3%
8.0%

Consumer Cyclical

4.4%
6.6%

Basic Materials

3.3%
3.4%

Energy

3.2%
9.1%

Utilities

2.9%
5.4%

Communication Services

0.5%
3.4%

Real Estate

-

0.0%

Technology

VDADX
29.0%
VYM
20.3%

Financial Services

VDADX
19.9%
VYM
19.9%

Healthcare

VDADX
16.6%
VYM
12.2%

Industrials

VDADX
11.3%
VYM
11.8%

Consumer Defensive

VDADX
9.3%
VYM
8.0%

Consumer Cyclical

VDADX
4.4%
VYM
6.6%

Basic Materials

VDADX
3.3%
VYM
3.4%

Energy

VDADX
3.2%
VYM
9.1%

Utilities

VDADX
2.9%
VYM
5.4%

Communication Services

VDADX
0.5%
VYM
3.4%

Real Estate

VDADX

-

VYM
0.0%

Compare stocks, funds, or ETFs

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Vanguard Dividend Appreciation Index Fund Admiral Shares

Vanguard High Dividend Yield ETF

Often compared with VDADX:
VDADX vs. VIGVDADX vs. VDIGXVDADX vs. VFIAXVDADX vs. SCHDVDADX vs. VVIAXVDADX vs. VTSAXVDADX vs. VEIRX
Often compared with VYM:
VYM vs. SCHDVYM vs. VIGVYM vs. VYMIVYM vs. FDVVVYM vs. VOOVYM vs. VTIVYM vs. DGRO

Return for Risk

VDADX vs. VYM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VDADX
VDADX Risk / Return Rank: 5252
Overall Rank
VDADX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VDADX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VDADX Omega Ratio Rank: 5050
Omega Ratio Rank
VDADX Calmar Ratio Rank: 4949
Calmar Ratio Rank
VDADX Martin Ratio Rank: 5454
Martin Ratio Rank
VYM
VYM Risk / Return Rank: 7575
Overall Rank
VYM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 7979
Sortino Ratio Rank
VYM Omega Ratio Rank: 7575
Omega Ratio Rank
VYM Calmar Ratio Rank: 7373
Calmar Ratio Rank
VYM Martin Ratio Rank: 7474
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.

VDADX vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) 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.

VDADXVYMDifference
Sharpe ratioReturn per unit of total volatility
1.99
2.33

-0.34

Sortino ratioReturn per unit of downside risk
2.87
3.33

-0.46

Omega ratioGain probability vs. loss probability

1.35

1.42

-0.07

Calmar ratioReturn relative to maximum drawdown

2.56

3.61

-1.06

Martin ratioReturn relative to average drawdown

10.31

13.43

-3.12

VDADX vs. VYM - Sharpe Ratio Comparison

The current VDADX Sharpe Ratio is 1.99, which is comparable to the VYM Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of VDADX 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.

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Drawdowns

VDADX vs. VYM - Drawdown Comparison

The maximum VDADX drawdown since its inception was -31.70%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for VDADX and VYM.

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Drawdown Indicators

VDADXVYMDifference

Max Drawdown

Largest peak-to-trough decline

-31.70%

-56.98%

+25.28%

Max Drawdown (1Y)

Largest decline over 1 year

-7.93%

-6.69%

-1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-14.46%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-20.42%

-15.84%

-4.58%

Max Drawdown (10Y)

Largest decline over 10 years

-31.70%

-35.21%

+3.51%

Current Drawdown

Current decline from peak

-0.62%

-1.28%

+0.66%

Average Drawdown

Average peak-to-trough decline

-3.39%

-7.18%

+3.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.80%

+0.16%

Volatility

VDADX vs. VYM - Volatility Comparison

Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and Vanguard High Dividend Yield ETF (VYM) have volatilities of 2.88% and 3.02%, 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.

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Volatility by Period

VDADXVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

3.02%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.72%

7.64%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

10.21%

10.39%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.27%

13.93%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

16.32%

-0.11%

VDADX vs. VYM - Expense Ratio Comparison

VDADX has a 0.07% 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%.

Dividends

VDADX vs. VYM - Dividend Comparison

VDADX's dividend yield for the trailing twelve months is around 1.45%, less than VYM's 2.30% yield.

PositionTTM20252024202320222021202020192018201720162015
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares		1.45%1.60%1.71%1.86%1.94%1.53%1.61%1.69%2.07%1.88%2.14%2.34%
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

With a correlation of 0.92, VDADX and VYM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VYM has higher volatility (3.02%) compared to VDADX (2.88%). In terms of maximum drawdown, VDADX dropped -31.70% vs VYM's -56.98%.

VYM currently has the higher Sharpe Ratio (2.33 vs 1.99), 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.

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