PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VSDA vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSDA and VYM is 0.80, 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.


-0.50.00.51.00.8

Performance

VSDA vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Dividend Accelerator ETF (VSDA) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.10%
9.11%
VSDA
VYM

Key characteristics

Sharpe Ratio

VSDA:

1.28

VYM:

2.11

Sortino Ratio

VSDA:

1.81

VYM:

2.94

Omega Ratio

VSDA:

1.22

VYM:

1.38

Calmar Ratio

VSDA:

1.46

VYM:

3.88

Martin Ratio

VSDA:

4.67

VYM:

11.19

Ulcer Index

VSDA:

2.86%

VYM:

2.07%

Daily Std Dev

VSDA:

10.44%

VYM:

11.00%

Max Drawdown

VSDA:

-32.12%

VYM:

-56.98%

Current Drawdown

VSDA:

-5.84%

VYM:

-1.51%

Returns By Period

In the year-to-date period, VSDA achieves a 1.61% return, which is significantly lower than VYM's 3.21% return.


VSDA

YTD

1.61%

1M

1.39%

6M

5.10%

1Y

12.45%

5Y*

9.24%

10Y*

N/A

VYM

YTD

3.21%

1M

4.35%

6M

9.11%

1Y

22.75%

5Y*

10.23%

10Y*

10.24%

*Annualized

Compare stocks, funds, or ETFs

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


VSDA vs. VYM - Expense Ratio Comparison

VSDA has a 0.35% expense ratio, which is higher than VYM's 0.06% expense ratio.


VSDA
VictoryShares Dividend Accelerator ETF
Expense ratio chart for VSDA: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VSDA vs. VYM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSDA
The Risk-Adjusted Performance Rank of VSDA is 4848
Overall Rank
The Sharpe Ratio Rank of VSDA is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of VSDA is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VSDA is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VSDA is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VSDA is 4444
Martin Ratio Rank

VYM
The Risk-Adjusted Performance Rank of VYM is 8181
Overall Rank
The Sharpe Ratio Rank of VYM is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VSDA vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Dividend Accelerator ETF (VSDA) 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.


Sharpe ratio
The chart of Sharpe ratio for VSDA, currently valued at 1.28, compared to the broader market0.002.004.001.282.11
The chart of Sortino ratio for VSDA, currently valued at 1.81, compared to the broader market0.005.0010.001.812.94
The chart of Omega ratio for VSDA, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.38
The chart of Calmar ratio for VSDA, currently valued at 1.46, compared to the broader market0.005.0010.0015.001.463.88
The chart of Martin ratio for VSDA, currently valued at 4.67, compared to the broader market0.0020.0040.0060.0080.00100.004.6711.19
VSDA
VYM

The current VSDA Sharpe Ratio is 1.28, which is lower than the VYM Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of VSDA and VYM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.28
2.11
VSDA
VYM

Dividends

VSDA vs. VYM - Dividend Comparison

VSDA's dividend yield for the trailing twelve months is around 2.39%, less than VYM's 2.65% yield.


TTM20242023202220212020201920182017201620152014
VSDA
VictoryShares Dividend Accelerator ETF
2.39%2.36%1.93%1.83%1.40%1.49%1.36%1.69%1.23%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.65%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

Drawdowns

VSDA vs. VYM - Drawdown Comparison

The maximum VSDA drawdown since its inception was -32.12%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for VSDA and VYM. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.84%
-1.51%
VSDA
VYM

Volatility

VSDA vs. VYM - Volatility Comparison

The current volatility for VictoryShares Dividend Accelerator ETF (VSDA) is 4.09%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 4.52%. This indicates that VSDA experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%AugustSeptemberOctoberNovemberDecember2025
4.09%
4.52%
VSDA
VYM
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab