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VIHAX vs. VHYAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIHAX and VHYAX is 0.73, 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.


Performance

VIHAX vs. VHYAX - Performance Comparison

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

50.00%60.00%70.00%80.00%90.00%100.00%December2025FebruaryMarchAprilMay
68.22%
83.10%
VIHAX
VHYAX

Key characteristics

Sharpe Ratio

VIHAX:

1.08

VHYAX:

0.63

Sortino Ratio

VIHAX:

1.51

VHYAX:

0.98

Omega Ratio

VIHAX:

1.22

VHYAX:

1.14

Calmar Ratio

VIHAX:

1.29

VHYAX:

0.70

Martin Ratio

VIHAX:

4.40

VHYAX:

2.77

Ulcer Index

VIHAX:

3.60%

VHYAX:

3.63%

Daily Std Dev

VIHAX:

14.61%

VHYAX:

15.87%

Max Drawdown

VIHAX:

-39.72%

VHYAX:

-35.14%

Current Drawdown

VIHAX:

-0.16%

VHYAX:

-6.66%

Returns By Period

In the year-to-date period, VIHAX achieves a 13.61% return, which is significantly higher than VHYAX's -1.20% return.


VIHAX

YTD

13.61%

1M

14.80%

6M

10.01%

1Y

14.82%

5Y*

14.91%

10Y*

N/A

VHYAX

YTD

-1.20%

1M

7.70%

6M

-4.04%

1Y

9.09%

5Y*

13.64%

10Y*

N/A

*Annualized

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VIHAX vs. VHYAX - Expense Ratio Comparison

VIHAX has a 0.22% expense ratio, which is higher than VHYAX's 0.08% 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%.


Risk-Adjusted Performance

VIHAX vs. VHYAX — Risk-Adjusted Performance Rank

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

VIHAX
The Risk-Adjusted Performance Rank of VIHAX is 8080
Overall Rank
The Sharpe Ratio Rank of VIHAX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VIHAX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VIHAX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VIHAX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VIHAX is 8181
Martin Ratio Rank

VHYAX
The Risk-Adjusted Performance Rank of VHYAX is 6161
Overall Rank
The Sharpe Ratio Rank of VHYAX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VHYAX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of VHYAX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of VHYAX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VHYAX is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIHAX vs. VHYAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX). 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.


The current VIHAX Sharpe Ratio is 1.08, which is higher than the VHYAX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VIHAX and VHYAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.08
0.63
VIHAX
VHYAX

Dividends

VIHAX vs. VHYAX - Dividend Comparison

VIHAX's dividend yield for the trailing twelve months is around 4.28%, more than VHYAX's 2.93% yield.


TTM202420232022202120202019201820172016
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
4.28%4.85%4.58%4.70%4.30%3.22%4.21%4.28%3.16%2.37%
VHYAX
Vanguard High Dividend Yield Index Fund Admiral Shares
2.93%2.72%3.10%2.98%2.74%3.16%3.00%0.00%0.00%0.00%

Drawdowns

VIHAX vs. VHYAX - Drawdown Comparison

The maximum VIHAX drawdown since its inception was -39.72%, which is greater than VHYAX's maximum drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for VIHAX and VHYAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.16%
-6.66%
VIHAX
VHYAX

Volatility

VIHAX vs. VHYAX - Volatility Comparison

The current volatility for Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) is 5.82%, while Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) has a volatility of 8.50%. This indicates that VIHAX experiences smaller price fluctuations and is considered to be less risky than VHYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
5.82%
8.50%
VIHAX
VHYAX