VIMSX vs. VYM
VIMSX (Vanguard Mid Cap Index Fund) and VYM (Vanguard High Dividend Yield ETF) are both funds - VIMSX is a Mid Cap Blend Equities fund managed by Vanguard, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 10 years, VIMSX returned 11.82%/yr vs 11.98%/yr for VYM. Their correlation of 0.88 suggests significant overlap in exposure. VIMSX charges 0.17%/yr vs 0.04%/yr for VYM.
Performance
VIMSX vs. VYM - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with VIMSX having a 11.27% return and VYM slightly higher at 11.51%. Both investments have delivered pretty close results over the past 10 years, with VIMSX having a 11.82% annualized return and VYM not far ahead at 11.98%.
VIMSX
- 1D
- 0.41%
- 1M
- 3.04%
- YTD
- 11.27%
- 6M
- 9.95%
- 1Y
- 18.59%
- 3Y*
- 16.29%
- 5Y*
- 7.83%
- 10Y*
- 11.82%
VYM
- 1D
- -0.16%
- 1M
- 0.26%
- YTD
- 11.51%
- 6M
- 10.83%
- 1Y
- 24.08%
- 3Y*
- 18.41%
- 5Y*
- 11.88%
- 10Y*
- 11.98%
VIMSX vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIMSX Vanguard Mid Cap Index Fund | 11.27% | 11.08% | 14.52% | 16.40% | -18.80% | 24.36% | 18.04% | 30.85% | -9.35% | 19.12% |
VYM Vanguard High Dividend Yield ETF | 11.51% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Correlation
The correlation between VIMSX and VYM is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2006 | 0.88 |
The correlation between VIMSX and VYM has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.
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Return for Risk
VIMSX vs. VYM — Risk / Return Rank
VIMSX
VYM
VIMSX vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid Cap Index Fund (VIMSX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VIMSX | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.42 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 3.61 | -1.19 |
| Martin ratioReturn relative to average drawdown | 9.10 | 13.43 | -4.33 |
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Drawdowns
VIMSX vs. VYM - Drawdown Comparison
The maximum VIMSX drawdown since its inception was -58.96%, roughly equal to the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for VIMSX and VYM.
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Drawdown Indicators
| VIMSX | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.96% | -56.98% | -1.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.14% | -6.69% | -1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -14.46% | -4.85% |
Max Drawdown (5Y)Largest decline over 5 years | -27.63% | -15.84% | -11.79% |
Max Drawdown (10Y)Largest decline over 10 years | -39.29% | -35.21% | -4.08% |
Current DrawdownCurrent decline from peak | -0.43% | -1.28% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -7.18% | -0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.80% | +0.36% |
Volatility
VIMSX vs. VYM - Volatility Comparison
Vanguard Mid Cap Index Fund (VIMSX) has a higher volatility of 4.36% compared to Vanguard High Dividend Yield ETF (VYM) at 3.02%. This indicates that VIMSX'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.
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Volatility by Period
| VIMSX | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 3.02% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 7.64% | +2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.79% | 10.39% | +2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 13.93% | +3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.95% | 16.32% | +2.63% |
VIMSX vs. VYM - Expense Ratio Comparison
VIMSX has a 0.17% 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%.
Dividends
VIMSX vs. VYM - Dividend Comparison
VIMSX's dividend yield for the trailing twelve months is around 1.23%, less than VYM's 2.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIMSX Vanguard Mid Cap Index Fund | 1.23% | 1.03% | 1.37% | 1.39% | 1.46% | 1.00% | 1.34% | 1.37% | 1.68% | 1.24% | 1.34% | 1.33% |
VYM Vanguard High Dividend Yield ETF | 2.30% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
VIMSX and VYM have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIMSX has higher volatility (4.36%) compared to VYM (3.02%). In terms of maximum drawdown, VIMSX dropped -58.96% vs VYM's -56.98%.
VYM currently has the higher Sharpe Ratio (2.33 vs 1.54), 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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