VTI vs. VYM
Compare and contrast key facts about Vanguard Total Stock Market ETF (VTI) and Vanguard High Dividend Yield ETF (VYM).
VTI and VYM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. 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. Both VTI and VYM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTI or VYM.
Performance
VTI vs. VYM - Performance Comparison
Returns By Period
In the year-to-date period, VTI achieves a 24.77% return, which is significantly higher than VYM's 19.69% return. Over the past 10 years, VTI has outperformed VYM with an annualized return of 12.63%, while VYM has yielded a comparatively lower 9.87% annualized return.
VTI
24.77%
1.74%
12.48%
32.60%
14.96%
12.63%
VYM
19.69%
0.55%
10.19%
28.16%
10.95%
9.87%
Key characteristics
| VTI | VYM | |
|---|---|---|
| Sharpe Ratio | 2.58 | 2.65 |
| Sortino Ratio | 3.45 | 3.77 |
| Omega Ratio | 1.48 | 1.48 |
| Calmar Ratio | 3.76 | 5.38 |
| Martin Ratio | 16.48 | 17.01 |
| Ulcer Index | 1.96% | 1.64% |
| Daily Std Dev | 12.50% | 10.55% |
| Max Drawdown | -55.45% | -56.98% |
| Current Drawdown | -1.53% | -1.46% |
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VTI vs. VYM - Expense Ratio Comparison
VTI has a 0.03% expense ratio, which is lower than VYM's 0.06% 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%.
Correlation
The correlation between VTI and VYM is 0.90, 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
VTI vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) 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
VTI vs. VYM - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.28%, less than VYM's 2.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VYM Vanguard High Dividend Yield ETF | 2.77% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
VTI vs. VYM - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, roughly equal to the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for VTI and VYM. For additional features, visit the drawdowns tool.
Volatility
VTI vs. VYM - Volatility Comparison
Vanguard Total Stock Market ETF (VTI) has a higher volatility of 4.28% compared to Vanguard High Dividend Yield ETF (VYM) at 3.73%. This indicates that VTI'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.