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VYM vs. DIVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VYM vs. DIVB - Performance Comparison

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

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Returns By Period

In the year-to-date period, VYM achieves a 11.51% return, which is significantly lower than DIVB's 17.14% return.


VYM

1D
-0.16%
1M
0.26%
YTD
11.51%
6M
10.83%
1Y
24.08%
3Y*
18.41%
5Y*
11.88%
10Y*
11.98%

DIVB

1D
1.02%
1M
1.64%
YTD
17.14%
6M
16.48%
1Y
27.72%
3Y*
21.75%
5Y*
12.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYM vs. DIVB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VYM
Vanguard High Dividend Yield ETF
11.51%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%4.07%
DIVB
iShares Core Dividend ETF
17.14%15.09%18.59%13.27%-10.51%31.29%10.78%32.72%-8.16%5.95%

Correlation

The correlation between VYM and DIVB 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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.92

The correlation between VYM and DIVB has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

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Return for Risk

VYM vs. DIVB — Risk / Return Rank

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

VYM
VYM Risk / Return Rank: 7575
Overall Rank
VYM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 7979
Sortino Ratio Rank
VYM Omega Ratio Rank: 7575
Omega Ratio Rank
VYM Calmar Ratio Rank: 7373
Calmar Ratio Rank
VYM Martin Ratio Rank: 7474
Martin Ratio Rank

DIVB
DIVB Risk / Return Rank: 7878
Overall Rank
DIVB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 7979
Sortino Ratio Rank
DIVB Omega Ratio Rank: 7676
Omega Ratio Rank
DIVB Calmar Ratio Rank: 8181
Calmar Ratio Rank
DIVB Martin Ratio Rank: 7575
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.

VYM vs. DIVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and iShares Core Dividend ETF (DIVB). 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.


VYMDIVBDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.42

1.42

0.00

Calmar ratioReturn relative to maximum drawdown

3.61

4.08

-0.47

Martin ratioReturn relative to average drawdown

13.43

13.64

-0.21

VYM vs. DIVB - Sharpe Ratio Comparison

The current VYM Sharpe Ratio is 2.33, which is comparable to the DIVB Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of VYM and DIVB, 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

VYM vs. DIVB - Drawdown Comparison

The maximum VYM drawdown since its inception was -56.98%, which is greater than DIVB's maximum drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for VYM and DIVB.


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Drawdown Indicators


VYMDIVBDifference

Max Drawdown

Largest peak-to-trough decline

-56.98%

-36.93%

-20.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.69%

-6.82%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

-15.45%

+0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-15.84%

-21.08%

+5.24%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

Current Drawdown

Current decline from peak

-1.28%

-1.10%

-0.18%

Average Drawdown

Average peak-to-trough decline

-7.18%

-4.97%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

2.04%

-0.24%

Volatility

VYM vs. DIVB - Volatility Comparison

The current volatility for Vanguard High Dividend Yield ETF (VYM) is 3.02%, while iShares Core Dividend ETF (DIVB) has a volatility of 4.61%. This indicates that VYM experiences smaller price fluctuations and is considered to be less risky than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VYMDIVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

4.61%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.64%

8.84%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

10.39%

11.70%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

15.26%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.32%

18.36%

-2.04%

VYM vs. DIVB - Expense Ratio Comparison

VYM has a 0.04% expense ratio, which is lower than DIVB's 0.05% 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

VYM vs. DIVB - Dividend Comparison

VYM's dividend yield for the trailing twelve months is around 2.30%, more than DIVB's 2.27% yield.


PositionTTM20252024202320222021202020192018201720162015
DIVB
iShares Core Dividend ETF
2.27%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.30%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


With a correlation of 0.90, VYM and DIVB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DIVB has higher volatility (4.61%) compared to VYM (3.02%). In terms of maximum drawdown, VYM dropped -56.98% vs DIVB's -36.93%.

On 5-year performance, DIVB leads with 12.39% vs 11.88% for VYM. On fees, VYM is cheaper at 0.04% per year. On volatility, VYM has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DIVB has performed better with a 12.39% return vs 11.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VYM is cheaper with a 0.04% expense ratio, compared with 0.05% for DIVB.

VYM has the higher dividend yield at 2.30%, compared with 2.27% for DIVB.

VYM tracks FTSE High Dividend Yield Index, while DIVB tracks Morningstar US Dividend and Buyback Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.04% for VYM and 0.05% for DIVB.

DIVB currently has the higher Sharpe Ratio (2.38 vs 2.33), 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.

Portfolio Optimizer

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