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VDHG.AX vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDHG.AX vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Vanguard Diversified High Growth INDEX ETF (VDHG.AX) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VDHG.AX is traded in AUD, while VYMI is traded in USD. To make them comparable, the VYMI values have been converted to AUD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with VDHG.AX having a 4.28% return and VYMI slightly lower at 4.19%.


VDHG.AX

1D
0.66%
1M
3.58%
YTD
4.28%
6M
5.37%
1Y
14.57%
3Y*
14.42%
5Y*
8.71%
10Y*

VYMI

1D
-0.55%
1M
2.60%
YTD
4.19%
6M
6.27%
1Y
18.11%
3Y*
18.82%
5Y*
13.82%
10Y*
10.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDHG.AX vs. VYMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDHG.AX
Vanguard Diversified High Growth INDEX ETF
4.28%12.88%17.84%15.49%-9.55%13.42%7.74%23.67%-2.22%1.42%
VYMI
Vanguard International High Dividend Yield ETF
4.19%28.03%17.83%17.16%-0.88%22.16%-9.79%18.98%-3.28%0.08%

Correlation

The correlation between VDHG.AX and VYMI is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.08

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

0.06

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2017

0.11

The correlation between VDHG.AX and VYMI shifts across timeframes, from -0.01 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VDHG.AX vs. VYMI — Risk / Return Rank

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

VDHG.AX
VDHG.AX Risk / Return Rank: 4343
Overall Rank
VDHG.AX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VDHG.AX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VDHG.AX Omega Ratio Rank: 4646
Omega Ratio Rank
VDHG.AX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VDHG.AX Martin Ratio Rank: 4545
Martin Ratio Rank

VYMI
VYMI Risk / Return Rank: 6666
Overall Rank
VYMI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VYMI Omega Ratio Rank: 6969
Omega Ratio Rank
VYMI Calmar Ratio Rank: 5959
Calmar Ratio Rank
VYMI Martin Ratio Rank: 6464
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.

VDHG.AX vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Diversified High Growth INDEX ETF (VDHG.AX) 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.


VDHG.AXVYMIDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.29

1.36

-0.07

Calmar ratioReturn relative to maximum drawdown

1.97

2.06

-0.08

Martin ratioReturn relative to average drawdown

7.48

8.09

-0.61

VDHG.AX vs. VYMI - Sharpe Ratio Comparison

The current VDHG.AX Sharpe Ratio is 1.52, which is comparable to the VYMI Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of VDHG.AX and VYMI, 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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Sharpe Ratios by Period


VDHG.AXVYMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.94

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

1.34

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.84

-0.03

Drawdowns

VDHG.AX vs. VYMI - Drawdown Comparison

The maximum VDHG.AX drawdown since its inception was -28.34%, which is greater than VYMI's maximum drawdown of -26.97%. Use the drawdown chart below to compare losses from any high point for VDHG.AX and VYMI.


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Drawdown Indicators


VDHG.AXVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-28.34%

-26.97%

-1.37%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

-8.84%

+1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-12.49%

-8.84%

-3.65%

Max Drawdown (5Y)

Largest decline over 5 years

-17.16%

-15.60%

-1.56%

Max Drawdown (10Y)

Largest decline over 10 years

-26.97%

Current Drawdown

Current decline from peak

0.00%

-1.48%

+1.48%

Average Drawdown

Average peak-to-trough decline

-3.66%

-3.95%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.24%

-0.30%

Volatility

VDHG.AX vs. VYMI - Volatility Comparison

Vanguard Diversified High Growth INDEX ETF (VDHG.AX) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 2.71% and 2.60%, 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


VDHG.AXVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

2.60%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.69%

7.82%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

9.54%

9.40%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.81%

10.38%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.84%

13.41%

-1.57%

VDHG.AX vs. VYMI - Expense Ratio Comparison

VDHG.AX has a 0.27% expense ratio, which is higher than VYMI's 0.07% 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

VDHG.AX vs. VYMI - Dividend Comparison

VDHG.AX's dividend yield for the trailing twelve months is around 3.23%, less than VYMI's 3.44% yield.


PositionTTM2025202420232022202120202019201820172016
VDHG.AX
Vanguard Diversified High Growth INDEX ETF
3.23%3.94%3.15%2.68%4.94%5.52%5.09%3.87%2.48%0.00%0.00%
VYMI
Vanguard International High Dividend Yield ETF
3.44%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Frequently Asked Questions


VDHG.AX and VYMI have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VYMI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VYMI is cheaper with a 0.07% expense ratio, compared with 0.27% for VDHG.AX.

VDHG.AX is categorized as Large Cap Growth Equities, while VYMI is Dividend. Their fees differ too: 0.27% for VDHG.AX and 0.07% for VYMI.

Portfolio Optimizer

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