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VITSX vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VITSX vs. VYMI

Last updated Jun 14, 2026

VITSX (Vanguard Total Stock Market Index Fund Institutional Shares) and VYMI (Vanguard International High Dividend Yield ETF) are both funds - VITSX is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past 10 years, VITSX returned 14.94%/yr vs 11.24%/yr for VYMI. A 0.73 correlation means they provide meaningful diversification when combined. VITSX charges 0.03%/yr vs 0.07%/yr for VYMI.

Performance

VITSX vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VITSX achieves a 9.11% return, which is significantly lower than VYMI's 12.90% return. Over the past 10 years, VITSX has outperformed VYMI with an annualized return of 14.94%, while VYMI has yielded a comparatively lower 11.24% annualized return.

VITSX

1D
1.88%
1M
-0.74%
YTD
9.11%
6M
9.18%
1Y
25.69%
3Y*
20.73%
5Y*
12.10%
10Y*
14.94%

VYMI

1D
0.54%
1M
1.28%
YTD
12.90%
6M
14.90%
1Y
31.26%
3Y*
21.73%
5Y*
12.29%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VITSX vs. VYMI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VITSX
Vanguard Total Stock Market Index Fund Institutional Shares		9.11%17.14%23.25%26.51%-19.51%25.74%20.99%30.80%-5.18%21.16%
VYMI
Vanguard International High Dividend Yield ETF		12.90%38.05%7.06%17.07%-7.02%15.39%-1.11%18.43%-12.65%22.36%

Correlation

The correlation between VITSX and VYMI is 0.70, 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

0.70

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

0.65

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

0.70

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

0.73

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2016

0.73

The correlation between VITSX and VYMI has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.

VITSX vs. VYMI - Sectors Allocation Comparison

Sectors
VITSX
VYMI

Technology

33.3%
4.3%

Financial Services

11.9%
41.9%

Communication Services

10.1%
4.0%

Consumer Cyclical

9.8%
6.5%

Industrials

9.5%
6.6%

Healthcare

9.1%
6.6%

Consumer Defensive

4.7%
7.0%

Energy

3.8%
9.5%

Utilities

2.7%
5.6%

Real Estate

2.4%
1.3%

Basic Materials

2.0%
6.8%

Technology

VITSX
33.3%
VYMI
4.3%

Financial Services

VITSX
11.9%
VYMI
41.9%

Communication Services

VITSX
10.1%
VYMI
4.0%

Consumer Cyclical

VITSX
9.8%
VYMI
6.5%

Industrials

VITSX
9.5%
VYMI
6.6%

Healthcare

VITSX
9.1%
VYMI
6.6%

Consumer Defensive

VITSX
4.7%
VYMI
7.0%

Energy

VITSX
3.8%
VYMI
9.5%

Utilities

VITSX
2.7%
VYMI
5.6%

Real Estate

VITSX
2.4%
VYMI
1.3%

Basic Materials

VITSX
2.0%
VYMI
6.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard Total Stock Market Index Fund Institutional Shares

Vanguard International High Dividend Yield ETF

Often compared with VITSX:
VITSX vs. VTSAXVITSX vs. VINIXVITSX vs. VTIVITSX vs. SWPPXVITSX vs. VTIAXVITSX vs. VOOVITSX vs. TRLGX
Often compared with VYMI:
VYMI vs. VYMVYMI vs. SCHYVYMI vs. SCHDVYMI vs. VIGIVYMI vs. VOOVYMI vs. IDEVVYMI vs. VT

Return for Risk

VITSX vs. VYMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VITSX
VITSX Risk / Return Rank: 7272
Overall Rank
VITSX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VITSX Sortino Ratio Rank: 6666
Sortino Ratio Rank
VITSX Omega Ratio Rank: 6666
Omega Ratio Rank
VITSX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VITSX Martin Ratio Rank: 8383
Martin Ratio Rank
VYMI
VYMI Risk / Return Rank: 7676
Overall Rank
VYMI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 8080
Sortino Ratio Rank
VYMI Omega Ratio Rank: 8080
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6868
Calmar Ratio Rank
VYMI Martin Ratio Rank: 7272
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.

VITSX vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) and Vanguard International High Dividend Yield ETF (VYMI). 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.

VITSXVYMIDifference
Sharpe ratioReturn per unit of total volatility
1.94
2.26

-0.31

Sortino ratioReturn per unit of downside risk
2.65
3.08

-0.44

Omega ratioGain probability vs. loss probability

1.35

1.41

-0.06

Calmar ratioReturn relative to maximum drawdown

2.77

2.96

-0.19

Martin ratioReturn relative to average drawdown

12.46

11.60

+0.87

VITSX vs. VYMI - Sharpe Ratio Comparison

The current VITSX Sharpe Ratio is 1.94, which is comparable to the VYMI Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of VITSX and VYMI, 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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Drawdowns

VITSX vs. VYMI - Drawdown Comparison

The maximum VITSX drawdown since its inception was -55.30%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for VITSX and VYMI.

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Drawdown Indicators

VITSXVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-55.30%

-40.00%

-15.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-10.14%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-19.36%

-12.84%

-6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-24.05%

-1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

-40.00%

+5.03%

Current Drawdown

Current decline from peak

-2.56%

0.00%

-2.56%

Average Drawdown

Average peak-to-trough decline

-10.06%

-6.30%

-3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.59%

-0.61%

Volatility

VITSX vs. VYMI - Volatility Comparison

Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 4.60% and 4.40%, 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.

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Volatility by Period

VITSXVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

4.40%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

11.15%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

12.72%

13.33%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

14.90%

+2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.44%

16.85%

+1.59%

VITSX vs. VYMI - Expense Ratio Comparison

VITSX has a 0.03% expense ratio, which is lower than VYMI's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VITSX vs. VYMI - Dividend Comparison

VITSX's dividend yield for the trailing twelve months is around 1.03%, less than VYMI's 3.39% yield.

PositionTTM20252024202320222021202020192018201720162015
VITSX
Vanguard Total Stock Market Index Fund Institutional Shares		1.03%1.12%1.27%1.43%1.66%1.21%1.42%1.77%2.04%1.71%1.93%1.99%
VYMI
Vanguard International High Dividend Yield ETF		3.39%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%

Frequently Asked Questions

VITSX and VYMI have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VITSX has higher volatility (4.60%) compared to VYMI (4.40%). In terms of maximum drawdown, VITSX dropped -55.30% vs VYMI's -40.00%.

VYMI currently has the higher Sharpe Ratio (2.26 vs 1.94), 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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