VIMSX vs. VYM
Compare and contrast key facts about Vanguard Mid Cap Index Fund (VIMSX) and Vanguard High Dividend Yield ETF (VYM).
VIMSX is managed by Vanguard. It was launched on May 21, 1998. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIMSX or VYM.
Performance
VIMSX vs. VYM - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with VIMSX having a 22.45% return and VYM slightly lower at 22.22%. Both investments have delivered pretty close results over the past 10 years, with VIMSX having a 10.13% annualized return and VYM not far behind at 10.11%.
VIMSX
22.45%
5.99%
15.12%
32.73%
11.85%
10.13%
VYM
22.22%
3.01%
13.64%
30.40%
11.40%
10.11%
Key characteristics
| VIMSX | VYM | |
|---|---|---|
| Sharpe Ratio | 2.64 | 2.86 |
| Sortino Ratio | 3.61 | 4.06 |
| Omega Ratio | 1.46 | 1.52 |
| Calmar Ratio | 2.18 | 5.86 |
| Martin Ratio | 15.90 | 18.52 |
| Ulcer Index | 2.06% | 1.64% |
| Daily Std Dev | 12.39% | 10.63% |
| Max Drawdown | -58.96% | -56.98% |
| Current Drawdown | 0.00% | 0.00% |
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VIMSX vs. VYM - Expense Ratio Comparison
VIMSX has a 0.17% expense ratio, which is higher than VYM's 0.06% 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%.
Correlation
The correlation between VIMSX and VYM is 0.88, 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.
Risk-Adjusted Performance
VIMSX vs. VYM - Risk-Adjusted Performance 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.
Dividends
VIMSX vs. VYM - Dividend Comparison
VIMSX's dividend yield for the trailing twelve months is around 1.32%, less than VYM's 2.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIMSX Vanguard Mid Cap Index Fund | 1.32% | 1.40% | 1.46% | 1.00% | 1.34% | 1.37% | 1.68% | 1.24% | 1.34% | 1.33% | 1.14% | 1.03% |
VYM Vanguard High Dividend Yield ETF | 2.72% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
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. For additional features, visit the drawdowns tool.
Volatility
VIMSX vs. VYM - Volatility Comparison
Vanguard Mid Cap Index Fund (VIMSX) and Vanguard High Dividend Yield ETF (VYM) have volatilities of 4.01% and 3.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.