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VIHAX vs. VMFVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIHAX vs. VMFVX - 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 S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIHAX achieves a 12.57% return, which is significantly higher than VMFVX's 9.39% return. Both investments have delivered pretty close results over the past 10 years, with VIHAX having a 10.82% annualized return and VMFVX not far behind at 10.55%.


VIHAX

1D
0.64%
1M
2.92%
YTD
12.57%
6M
16.00%
1Y
31.59%
3Y*
22.45%
5Y*
12.36%
10Y*
10.82%

VMFVX

1D
1.05%
1M
2.15%
YTD
9.39%
6M
9.65%
1Y
21.23%
3Y*
14.13%
5Y*
7.70%
10Y*
10.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIHAX vs. VMFVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
12.57%38.01%6.96%16.81%-6.88%15.01%-0.73%20.03%-12.38%22.40%
VMFVX
Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares
9.39%7.57%10.59%16.49%-7.03%30.54%3.68%26.18%-11.90%12.27%

Correlation

The correlation between VIHAX and VMFVX is 0.62, 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

0.62

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

0.65

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

0.71

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

0.71

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2016

0.72

The correlation between VIHAX and VMFVX has been stable across timeframes, ranging from 0.62 to 0.72 - a consistent structural relationship.

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Return for Risk

VIHAX vs. VMFVX — Risk / Return Rank

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

VIHAX
VIHAX Risk / Return Rank: 7373
Overall Rank
VIHAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 7474
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 7373
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 7171
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 6464
Martin Ratio Rank

VMFVX
VMFVX Risk / Return Rank: 3030
Overall Rank
VMFVX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VMFVX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VMFVX Omega Ratio Rank: 2626
Omega Ratio Rank
VMFVX Calmar Ratio Rank: 3434
Calmar Ratio Rank
VMFVX Martin Ratio Rank: 3333
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.

VIHAX vs. VMFVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) and Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX). 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.


VIHAXVMFVXDifference
Sharpe ratioReturn per unit of total volatility

+1.11

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.48

1.27

+0.22

Calmar ratioReturn relative to maximum drawdown

3.27

2.18

+1.09

Martin ratioReturn relative to average drawdown

12.49

7.51

+4.99

VIHAX vs. VMFVX - Sharpe Ratio Comparison

The current VIHAX Sharpe Ratio is 2.63, which is higher than the VMFVX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of VIHAX and VMFVX, 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


VIHAXVMFVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

1.51

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.40

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.48

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.52

+0.17

Drawdowns

VIHAX vs. VMFVX - Drawdown Comparison

The maximum VIHAX drawdown since its inception was -38.80%, smaller than the maximum VMFVX drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for VIHAX and VMFVX.


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Drawdown Indicators


VIHAXVMFVXDifference

Max Drawdown

Largest peak-to-trough decline

-38.80%

-45.79%

+6.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.53%

-10.52%

+0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-12.29%

-22.46%

+10.17%

Max Drawdown (5Y)

Largest decline over 5 years

-23.92%

-22.46%

-1.46%

Max Drawdown (10Y)

Largest decline over 10 years

-38.80%

-45.79%

+6.99%

Current Drawdown

Current decline from peak

-0.33%

0.00%

-0.33%

Average Drawdown

Average peak-to-trough decline

-6.02%

-5.48%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

3.05%

-0.56%

Volatility

VIHAX vs. VMFVX - Volatility Comparison

The current volatility for Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) is 3.46%, while Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) has a volatility of 4.02%. This indicates that VIHAX experiences smaller price fluctuations and is considered to be less risky than VMFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIHAXVMFVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

4.02%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.63%

10.50%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

11.89%

15.14%

-3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.75%

19.47%

-5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

21.88%

-5.98%

VIHAX vs. VMFVX - Expense Ratio Comparison

VIHAX has a 0.22% expense ratio, which is higher than VMFVX'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%.


Dividends

VIHAX vs. VMFVX - Dividend Comparison

VIHAX's dividend yield for the trailing twelve months is around 3.39%, more than VMFVX's 1.72% yield.


PositionTTM20252024202320222021202020192018201720162015
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.39%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%0.00%
VMFVX
Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares
1.72%1.88%1.81%1.58%2.04%1.81%2.48%1.94%2.01%1.56%1.42%1.73%

Frequently Asked Questions


VIHAX and VMFVX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VMFVX has higher volatility (4.02%) compared to VIHAX (3.46%). In terms of maximum drawdown, VIHAX dropped -38.80% vs VMFVX's -45.79%.

VIHAX currently has the higher Sharpe Ratio (2.63 vs 1.51), 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.

Portfolio Optimizer

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