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 Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIPS or VYM.
Key characteristics
| VIPS | VYM | |
|---|---|---|
| YTD Return | -19.36% | 21.47% |
| 1Y Return | 0.22% | 33.41% |
| 3Y Return (Ann) | 3.54% | 9.71% |
| 5Y Return (Ann) | 4.68% | 11.32% |
| 10Y Return (Ann) | -5.23% | 10.17% |
| Sharpe Ratio | 0.03 | 3.25 |
| Sortino Ratio | 0.39 | 4.61 |
| Omega Ratio | 1.05 | 1.60 |
| Calmar Ratio | 0.02 | 5.38 |
| Martin Ratio | 0.06 | 21.37 |
| Ulcer Index | 19.45% | 1.63% |
| Daily Std Dev | 47.53% | 10.68% |
| Max Drawdown | -86.75% | -56.98% |
| Current Drawdown | -68.58% | 0.00% |
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.
Performance
VIPS vs. VYM - Performance Comparison
In the year-to-date period, VIPS achieves a -19.36% return, which is significantly lower than VYM's 21.47% return. Over the past 10 years, VIPS has underperformed VYM with an annualized return of -5.23%, while VYM has yielded a comparatively higher 10.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VIPS vs. VYM - Risk-Adjusted Performance 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.
Dividends
VIPS vs. VYM - Dividend Comparison
VIPS's dividend yield for the trailing twelve months is around 3.08%, more than VYM's 2.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIPS Vipshop Holdings Limited | 3.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.73% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
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. For additional features, visit the drawdowns tool.
Volatility
VIPS vs. VYM - Volatility Comparison
Vipshop Holdings Limited (VIPS) has a higher volatility of 12.10% compared to Vanguard High Dividend Yield ETF (VYM) at 3.80%. 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.