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VEXAX vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VEXAX vs. VYMI

Last updated Jun 9, 2026

VEXAX (Vanguard Extended Market Index Fund Admiral Shares) and VYMI (Vanguard International High Dividend Yield ETF) are both funds - VEXAX is a Mid Cap Blend Equities fund managed by Vanguard, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 10 years, VEXAX returned 11.69%/yr vs 10.62%/yr for VYMI. A 0.69 correlation means they provide meaningful diversification when combined. VEXAX charges 0.06%/yr vs 0.07%/yr for VYMI.

Performance

VEXAX vs. VYMI - Performance Comparison

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

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Returns By Period

In the year-to-date period, VEXAX achieves a 11.26% return, which is significantly higher than VYMI's 10.04% return. Over the past 10 years, VEXAX has outperformed VYMI with an annualized return of 11.69%, while VYMI has yielded a comparatively lower 10.62% annualized return.

VEXAX

1D
-3.30%
1M
1.02%
YTD
11.26%
6M
9.73%
1Y
24.34%
3Y*
18.43%
5Y*
6.07%
10Y*
11.69%

VYMI

1D
0.24%
1M
-1.37%
YTD
10.04%
6M
13.58%
1Y
27.88%
3Y*
20.99%
5Y*
11.79%
10Y*
10.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEXAX vs. VYMI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VEXAX
Vanguard Extended Market Index Fund Admiral Shares		11.26%11.42%15.47%26.95%-26.46%12.45%32.22%28.03%-9.37%18.11%
VYMI
Vanguard International High Dividend Yield ETF		10.04%38.05%7.06%17.07%-7.02%15.39%-1.11%18.43%-12.65%22.36%

Correlation

The correlation between VEXAX and VYMI is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.64

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

0.64

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

0.68

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

0.69

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2016

0.69

The correlation between VEXAX and VYMI has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.

VEXAX vs. VYMI - Sectors Allocation Comparison

Sectors
VEXAX
VYMI

Technology

19.8%
4.3%

Industrials

19.3%
6.6%

Financial Services

14.6%
41.9%

Healthcare

13.3%
6.6%

Consumer Cyclical

9.7%
6.5%

Real Estate

6.0%
1.3%

Energy

5.1%
9.5%

Basic Materials

4.2%
6.8%

Communication Services

3.3%
4.0%

Consumer Defensive

2.7%
7.0%

Utilities

2.0%
5.6%

Technology

VEXAX
19.8%
VYMI
4.3%

Industrials

VEXAX
19.3%
VYMI
6.6%

Financial Services

VEXAX
14.6%
VYMI
41.9%

Healthcare

VEXAX
13.3%
VYMI
6.6%

Consumer Cyclical

VEXAX
9.7%
VYMI
6.5%

Real Estate

VEXAX
6.0%
VYMI
1.3%

Energy

VEXAX
5.1%
VYMI
9.5%

Basic Materials

VEXAX
4.2%
VYMI
6.8%

Communication Services

VEXAX
3.3%
VYMI
4.0%

Consumer Defensive

VEXAX
2.7%
VYMI
7.0%

Utilities

VEXAX
2.0%
VYMI
5.6%

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Vanguard Extended Market Index Fund Admiral Shares

Vanguard International High Dividend Yield ETF

Often compared with VEXAX:
VEXAX vs. VIMAXVEXAX vs. VIEIXVEXAX vs. VOOVEXAX vs. VEMAXVEXAX vs. VTIVEXAX vs. VINIXVEXAX vs. VASVX
Often compared with VYMI:
VYMI vs. VYMVYMI vs. SCHYVYMI vs. SCHDVYMI vs. VIGIVYMI vs. VOOVYMI vs. IDEVVYMI vs. VT

Return for Risk

VEXAX vs. VYMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VEXAX
VEXAX Risk / Return Rank: 3535
Overall Rank
VEXAX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VEXAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
VEXAX Omega Ratio Rank: 2727
Omega Ratio Rank
VEXAX Calmar Ratio Rank: 4848
Calmar Ratio Rank
VEXAX Martin Ratio Rank: 4444
Martin Ratio Rank
VYMI
VYMI Risk / Return Rank: 6969
Overall Rank
VYMI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 7272
Sortino Ratio Rank
VYMI Omega Ratio Rank: 7272
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6161
Calmar Ratio Rank
VYMI Martin Ratio Rank: 6565
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.

VEXAX vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Admiral Shares (VEXAX) 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.

VEXAXVYMIDifference
Sharpe ratioReturn per unit of total volatility
1.49
2.14

-0.65

Sortino ratioReturn per unit of downside risk
2.10
2.91

-0.82

Omega ratioGain probability vs. loss probability

1.26

1.39

-0.13

Calmar ratioReturn relative to maximum drawdown

2.54

2.76

-0.22

Martin ratioReturn relative to average drawdown

8.96

10.83

-1.88

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VEXAX vs. VYMI - Sharpe Ratio Comparison

The current VEXAX Sharpe Ratio is 1.49, which is lower than the VYMI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of VEXAX 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

VEXAXVYMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

2.14

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.80

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.63

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.64

-0.27

Drawdowns

VEXAX vs. VYMI - Drawdown Comparison

The maximum VEXAX drawdown since its inception was -58.08%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for VEXAX and VYMI.

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Drawdown Indicators

VEXAXVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-58.08%

-40.00%

-18.08%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-10.14%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-26.84%

-12.84%

-14.00%

Max Drawdown (5Y)

Largest decline over 5 years

-36.33%

-24.05%

-12.28%

Max Drawdown (10Y)

Largest decline over 10 years

-41.62%

-40.00%

-1.62%

Current Drawdown

Current decline from peak

-3.30%

-2.52%

-0.78%

Average Drawdown

Average peak-to-trough decline

-12.18%

-6.31%

-5.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.58%

+0.32%

Volatility

VEXAX vs. VYMI - Volatility Comparison

Vanguard Extended Market Index Fund Admiral Shares (VEXAX) has a higher volatility of 5.84% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.69%. This indicates that VEXAX's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VEXAXVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

3.69%

+2.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.93%

10.94%

+1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

17.53%

13.13%

+4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.39%

14.87%

+7.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

16.88%

+5.50%

VEXAX vs. VYMI - Expense Ratio Comparison

VEXAX has a 0.06% expense ratio, which is lower than VYMI's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VEXAX vs. VYMI - Dividend Comparison

VEXAX's dividend yield for the trailing twelve months is around 1.04%, less than VYMI's 3.48% yield.

PositionTTM20252024202320222021202020192018201720162015
VEXAX
Vanguard Extended Market Index Fund Admiral Shares		1.04%1.14%1.09%1.25%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%
VYMI
Vanguard International High Dividend Yield ETF		3.48%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%

Frequently Asked Questions

VEXAX and VYMI have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEXAX has higher volatility (5.84%) compared to VYMI (3.69%). In terms of maximum drawdown, VEXAX dropped -58.08% vs VYMI's -40.00%.

VYMI currently has the higher Sharpe Ratio (2.14 vs 1.49), 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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