PortfoliosLab logoPortfoliosLab logo
VFIFX vs. VYM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFIFX vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2050 Fund (VFIFX) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VFIFX vs. VYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFIFX
Vanguard Target Retirement 2050 Fund
-3.95%21.42%14.45%20.39%-17.48%16.42%16.40%24.99%-7.89%19.15%
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, VFIFX achieves a -3.95% return, which is significantly lower than VYM's 3.80% return. Over the past 10 years, VFIFX has underperformed VYM with an annualized return of 10.29%, while VYM has yielded a comparatively higher 11.24% annualized return.


VFIFX

1D
-0.28%
1M
-8.41%
YTD
-3.95%
6M
-1.01%
1Y
17.29%
3Y*
14.65%
5Y*
8.11%
10Y*
10.29%

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VFIFX vs. VYM - Expense Ratio Comparison

VFIFX has a 0.08% 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

VFIFX vs. VYM — Risk / Return Rank

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

VFIFX
VFIFX Risk / Return Rank: 6969
Overall Rank
VFIFX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VFIFX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VFIFX Omega Ratio Rank: 6868
Omega Ratio Rank
VFIFX Calmar Ratio Rank: 6666
Calmar Ratio Rank
VFIFX Martin Ratio Rank: 7373
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.

VFIFX vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2050 Fund (VFIFX) 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.


VFIFXVYMDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.18

0.00

Sortino ratio

Return per unit of downside risk

1.70

1.69

+0.01

Omega ratio

Gain probability vs. loss probability

1.25

1.26

-0.01

Calmar ratio

Return relative to maximum drawdown

1.48

1.68

-0.20

Martin ratio

Return relative to average drawdown

6.86

7.46

-0.60

VFIFX vs. VYM - Sharpe Ratio Comparison

The current VFIFX Sharpe Ratio is 1.17, which is comparable to the VYM Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of VFIFX 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.


Loading graphics...

Sharpe Ratios by Period


VFIFXVYMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.18

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.79

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.69

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.49

-0.02

Correlation

The correlation between VFIFX and VYM is 0.89, 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

VFIFX vs. VYM - Dividend Comparison

VFIFX's dividend yield for the trailing twelve months is around 2.18%, less than VYM's 2.37% yield.


TTM20252024202320222021202020192018201720162015
VFIFX
Vanguard Target Retirement 2050 Fund
2.18%2.09%2.26%2.21%2.38%12.83%1.84%2.20%2.51%0.03%2.04%2.36%
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

VFIFX vs. VYM - Drawdown Comparison

The maximum VFIFX drawdown since its inception was -51.68%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for VFIFX and VYM.


Loading graphics...

Drawdown Indicators


VFIFXVYMDifference

Max Drawdown

Largest peak-to-trough decline

-51.68%

-56.98%

+5.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-11.32%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-25.40%

-15.84%

-9.56%

Max Drawdown (10Y)

Largest decline over 10 years

-31.36%

-35.21%

+3.85%

Current Drawdown

Current decline from peak

-8.87%

-4.81%

-4.06%

Average Drawdown

Average peak-to-trough decline

-6.93%

-7.25%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

2.55%

-0.28%

Volatility

VFIFX vs. VYM - Volatility Comparison

Vanguard Target Retirement 2050 Fund (VFIFX) has a higher volatility of 4.70% compared to Vanguard High Dividend Yield ETF (VYM) at 3.74%. This indicates that VFIFX'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.


Loading graphics...

Volatility by Period


VFIFXVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

3.74%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

7.96%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

15.17%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.07%

13.97%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.05%

16.33%

-1.28%