VYM vs. BRK-B

Last updated Jun 6, 2026

VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, VYM returned 11.65%/yr vs 13.19%/yr for BRK-B. A 0.68 correlation means they provide meaningful diversification when combined.

Performance

VYM vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High Dividend Yield ETF (VYM) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VYM achieves a 10.90% return, which is significantly higher than BRK-B's -2.89% return. Over the past 10 years, VYM has underperformed BRK-B with an annualized return of 11.65%, while BRK-B has yielded a comparatively higher 13.19% annualized return.

VYM

• 1D: -1.35%
• 1M: 0.82%
• YTD: 10.90%
• 6M: 10.34%
• 1Y: 25.21%
• 3Y*: 18.37%
• 5Y*: 11.16%
• 10Y*: 11.65%

BRK-B

• 1D: 1.98%
• 1M: 3.90%
• YTD: -2.89%
• 6M: -3.21%
• 1Y: -0.12%
• 3Y*: 13.55%
• 5Y*: 10.78%
• 10Y*: 13.19%

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

VYM vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VYM Vanguard High Dividend Yield ETF	10.90%	15.42%	17.60%	6.57%	-0.43%	26.20%	1.15%	24.06%	-5.92%	16.42%
BRK-B Berkshire Hathaway Inc.	-2.89%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Correlation

The correlation between VYM and BRK-B is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (10Y) Calculated over the trailing 10-year period	0.73
Correlation (All Time) Calculated using the full available price history since Nov 17, 2006	0.68

Over the past year, the correlation between VYM and BRK-B has dropped to 0.34 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

Return for Risk

VYM vs. BRK-B — Risk / Return Rank

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

VYM

VYM Risk / Return Rank: 77
VYM Sharpe Ratio Rank: 77
VYM Sortino Ratio Rank: 79
VYM Omega Ratio Rank: 76
VYM Calmar Ratio Rank: 76
VYM Martin Ratio Rank: 76

BRK-B

BRK-B Risk / Return Rank: 38
BRK-B Sharpe Ratio Rank: 41
BRK-B Sortino Ratio Rank: 33
BRK-B Omega Ratio Rank: 32
BRK-B Calmar Ratio Rank: 41
BRK-B Martin Ratio Rank: 41

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.

VYM vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and Berkshire Hathaway Inc. (BRK-B). 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.

	VYM	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	2.45	-0.01	+2.46
Sortino ratio: Return per unit of downside risk	3.47	0.09	+3.38
Omega ratio: Gain probability vs. loss probability	1.44	1.01	+0.43
Calmar ratio: Return relative to maximum drawdown	3.78	-0.01	+3.80
Martin ratio: Return relative to average drawdown	14.19	-0.03	+14.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VYM vs. BRK-B - Sharpe Ratio Comparison

The current VYM Sharpe Ratio is 2.45, which is higher than the BRK-B Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of VYM and BRK-B, 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

	VYM	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	-0.01	+2.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.63	+0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	0.68	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.48	+0.02

Drawdowns

VYM vs. BRK-B - Drawdown Comparison

The maximum VYM drawdown since its inception was -56.98%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for VYM and BRK-B.

Drawdown Indicators

	VYM	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-56.98%	-53.86%	-3.12%
Max Drawdown (1Y) Largest decline over 1 year	-6.69%	-9.42%	+2.73%
Max Drawdown (3Y) Largest decline over 3 years	-14.46%	-14.95%	+0.49%
Max Drawdown (5Y) Largest decline over 5 years	-15.84%	-26.58%	+10.74%
Max Drawdown (10Y) Largest decline over 10 years	-35.21%	-29.57%	-5.64%
Current Drawdown Current decline from peak	-1.82%	-9.57%	+7.75%
Average Drawdown Average peak-to-trough decline	-7.19%	-11.07%	+3.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.78%	4.47%	-2.69%

Volatility

VYM vs. BRK-B - Volatility Comparison

The current volatility for Vanguard High Dividend Yield ETF (VYM) is 3.08%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.08%. This indicates that VYM experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VYM	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.08%	4.08%	-1.00%
Volatility (6M) Calculated over the trailing 6-month period	7.73%	10.87%	-3.14%
Volatility (1Y) Calculated over the trailing 1-year period	10.35%	14.39%	-4.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.97%	17.13%	-3.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.34%	19.43%	-3.09%

Dividends

VYM vs. BRK-B - Dividend Comparison

VYM's dividend yield for the trailing twelve months is around 2.22%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRK-B Berkshire Hathaway Inc.	0.00%	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	2.22%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%

Frequently Asked Questions

Can I hold both VYM and BRK-B in my portfolio?

VYM and BRK-B have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VYM or BRK-B?

BRK-B has higher volatility (4.08%) compared to VYM (3.08%). In terms of maximum drawdown, VYM dropped -56.98% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

VYM currently has the higher Sharpe Ratio (2.45 vs -0.01), 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.