VIPS vs. VYM
Compare and contrast key facts about Vipshop Holdings Limited (VIPS) and Vanguard High Dividend Yield ETF (VYM).
VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Feb 7, 2019.
Performance
VIPS vs. VYM - Performance Comparison
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VIPS vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIPS Vipshop Holdings Limited | -11.14% | 36.31% | -22.25% | 30.21% | 62.38% | -70.12% | 98.38% | 159.52% | -53.41% | 6.45% |
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, VIPS achieves a -11.14% return, which is significantly lower than VYM's 3.80% return. Over the past 10 years, VIPS has underperformed VYM with an annualized return of 2.49%, while VYM has yielded a comparatively higher 11.24% annualized return.
VIPS
- 1D
- -1.75%
- 1M
- -9.76%
- YTD
- -11.14%
- 6M
- -19.96%
- 1Y
- 4.06%
- 3Y*
- 3.29%
- 5Y*
- -11.11%
- 10Y*
- 2.49%
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%
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Return for Risk
VIPS vs. VYM — Risk / Return Rank
VIPS
VYM
VIPS vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vipshop Holdings Limited (VIPS) 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.
| VIPS | VYM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.12 | 1.18 | -1.06 |
Sortino ratioReturn per unit of downside risk | 0.40 | 1.69 | -1.29 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.26 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.05 | 1.68 | -1.64 |
Martin ratioReturn relative to average drawdown | 0.10 | 7.46 | -7.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VIPS | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 1.18 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.79 | -1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.69 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.49 | -0.02 |
Correlation
The correlation between VIPS and VYM is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VIPS vs. VYM - Dividend Comparison
VIPS's dividend yield for the trailing twelve months is around 3.05%, more than VYM's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIPS Vipshop Holdings Limited | 3.05% | 2.71% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
VIPS vs. VYM - Drawdown Comparison
The maximum VIPS drawdown since its inception was -86.75%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for VIPS and VYM.
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Drawdown Indicators
| VIPS | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.75% | -56.98% | -29.77% |
Max Drawdown (1Y)Largest decline over 1 year | -25.58% | -11.32% | -14.26% |
Max Drawdown (5Y)Largest decline over 5 years | -81.75% | -15.84% | -65.91% |
Max Drawdown (10Y)Largest decline over 10 years | -86.75% | -35.21% | -51.54% |
Current DrawdownCurrent decline from peak | -63.30% | -4.81% | -58.49% |
Average DrawdownAverage peak-to-trough decline | -48.13% | -7.25% | -40.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.08% | 2.55% | +8.53% |
Volatility
VIPS vs. VYM - Volatility Comparison
Vipshop Holdings Limited (VIPS) has a higher volatility of 10.40% compared to Vanguard High Dividend Yield ETF (VYM) at 3.74%. This indicates that VIPS'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
| VIPS | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.40% | 3.74% | +6.66% |
Volatility (6M)Calculated over the trailing 6-month period | 25.99% | 7.96% | +18.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.30% | 15.17% | +20.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.05% | 13.97% | +40.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.61% | 16.33% | +39.28% |