VTRIX vs. VYMI

Last updated Jun 4, 2026

VTRIX (Vanguard International Value Fund) and VYMI (Vanguard International High Dividend Yield ETF) are both funds - VTRIX is a Foreign Large Cap Equities fund managed by Vanguard, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 10 years, VTRIX returned 9.48%/yr vs 10.49%/yr for VYMI. Their correlation of 0.94 suggests significant overlap in exposure. VTRIX charges 0.36%/yr vs 0.07%/yr for VYMI.

Performance

VTRIX vs. VYMI - Performance Comparison

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

Returns By Period

In the year-to-date period, VTRIX achieves a 14.92% return, which is significantly higher than VYMI's 11.31% return. Over the past 10 years, VTRIX has underperformed VYMI with an annualized return of 9.48%, while VYMI has yielded a comparatively higher 10.49% annualized return.

VTRIX

• 1D: 0.55%
• 1M: 6.52%
• YTD: 14.92%
• 6M: 17.43%
• 1Y: 33.00%
• 3Y*: 16.81%
• 5Y*: 7.98%
• 10Y*: 9.48%

VYMI

• 1D: -1.01%
• 1M: 2.05%
• YTD: 11.31%
• 6M: 14.77%
• 1Y: 30.23%
• 3Y*: 21.88%
• 5Y*: 11.95%
• 10Y*: 10.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VTRIX vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VTRIX Vanguard International Value Fund	14.92%	29.87%	0.86%	16.13%	-11.67%	7.93%	8.96%	20.39%	-14.52%	27.98%
VYMI Vanguard International High Dividend Yield ETF	11.31%	38.05%	7.06%	17.07%	-7.02%	15.39%	-1.11%	18.43%	-12.65%	22.36%

Correlation

The correlation between VTRIX and VYMI is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Mar 3, 2016	0.94

The correlation between VTRIX and VYMI has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

VTRIX vs. VYMI - Sectors Allocation Comparison

Sectors	VTRIX	VYMI
Financial Services	26.4%	41.9%
Technology	14.7%	4.3%
Consumer Cyclical	13.3%	6.5%
Industrials	13.3%	6.6%
Healthcare	9.0%	6.6%
Consumer Defensive	8.0%	7.0%
Basic Materials	6.3%	6.8%
Energy	4.6%	9.5%
Communication Services	2.6%	4.0%
Real Estate	1.5%	1.3%
Utilities	0.3%	5.6%

Return for Risk

VTRIX vs. VYMI — Risk / Return Rank

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

VTRIX

VTRIX Risk / Return Rank: 57
VTRIX Sharpe Ratio Rank: 64
VTRIX Sortino Ratio Rank: 58
VTRIX Omega Ratio Rank: 57
VTRIX Calmar Ratio Rank: 55
VTRIX Martin Ratio Rank: 52

VYMI

VYMI Risk / Return Rank: 66
VYMI Sharpe Ratio Rank: 70
VYMI Sortino Ratio Rank: 68
VYMI Omega Ratio Rank: 69
VYMI Calmar Ratio Rank: 59
VYMI Martin Ratio Rank: 64

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.

VTRIX vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Value Fund (VTRIX) 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.

	VTRIX	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	2.35	2.35	0.00
Sortino ratio: Return per unit of downside risk	3.22	3.20	+0.02
Omega ratio: Gain probability vs. loss probability	1.42	1.43	0.00
Calmar ratio: Return relative to maximum drawdown	2.85	2.99	-0.15
Martin ratio: Return relative to average drawdown	10.58	11.80	-1.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VTRIX vs. VYMI - Sharpe Ratio Comparison

The current VTRIX Sharpe Ratio is 2.35, which is comparable to the VYMI Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of VTRIX 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.

Sharpe Ratios by Period

	VTRIX	VYMI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	2.35	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.81	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.62	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.65	-0.29

Drawdowns

VTRIX vs. VYMI - Drawdown Comparison

The maximum VTRIX drawdown since its inception was -59.39%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for VTRIX and VYMI.

Drawdown Indicators

	VTRIX	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-59.39%	-40.00%	-19.39%
Max Drawdown (1Y) Largest decline over 1 year	-11.42%	-10.14%	-1.28%
Max Drawdown (3Y) Largest decline over 3 years	-16.78%	-12.84%	-3.94%
Max Drawdown (5Y) Largest decline over 5 years	-28.13%	-24.05%	-4.08%
Max Drawdown (10Y) Largest decline over 10 years	-38.26%	-40.00%	+1.74%
Current Drawdown Current decline from peak	0.00%	-1.40%	+1.40%
Average Drawdown Average peak-to-trough decline	-13.88%	-6.31%	-7.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.06%	2.57%	+0.49%

Volatility

VTRIX vs. VYMI - Volatility Comparison

Vanguard International Value Fund (VTRIX) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 4.18% and 4.04%, 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.

Volatility by Period

	VTRIX	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.18%	4.04%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	10.90%	10.73%	+0.17%
Volatility (1Y) Calculated over the trailing 1-year period	13.87%	12.94%	+0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.84%	14.84%	+1.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.56%	16.87%	-0.31%

VTRIX vs. VYMI - Expense Ratio Comparison

VTRIX has a 0.36% expense ratio, which is higher than VYMI's 0.07% expense ratio.

Dividends

VTRIX vs. VYMI - Dividend Comparison

VTRIX's dividend yield for the trailing twelve months is around 15.75%, more than VYMI's 3.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTRIX Vanguard International Value Fund	15.75%	18.10%	8.53%	2.78%	2.75%	4.35%	1.58%	2.96%	6.24%	1.86%	2.29%	2.13%
VYMI Vanguard International High Dividend Yield ETF	3.44%	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

Can I hold both VTRIX and VYMI in my portfolio?

VTRIX and VYMI have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VTRIX or VYMI?

VTRIX has higher volatility (4.18%) compared to VYMI (4.04%). In terms of maximum drawdown, VTRIX dropped -59.39% vs VYMI's -40.00%.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.35 vs 2.35), 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.