VYM vs. F
VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index, while F (Ford Motor Company) is a stock. Over the past 10 years, VYM returned 11.86%/yr vs 6.72%/yr for F. Their 0.58 correlation means they have sometimes moved together and sometimes differently.
Performance
VYM vs. F - Performance Comparison
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Returns By Period
In the year-to-date period, VYM achieves a 16.57% return, which is significantly higher than F's 14.22% return. Over the past 10 years, VYM has outperformed F with an annualized return of 11.86%, while F has yielded a comparatively lower 6.72% annualized return.
VYM
- 1D
- 1.54%
- 1M
- 3.65%
- 6M
- 10.11%
- YTD
- 16.57%
- 1Y
- 25.99%
- 3Y*
- 18.31%
- 5Y*
- 12.56%
- 10Y*
- 11.86%
- ALL TIME*
- 9.48%
F
- 1D
- -1.32%
- 1M
- 9.58%
- 6M
- 9.14%
- YTD
- 14.22%
- 1Y
- 40.29%
- 3Y*
- 10.71%
- 5Y*
- 6.50%
- 10Y*
- 6.72%
- ALL TIME*
- 5.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $948.77M | $779.20M | $935.98M | |
| $218.18M | $204.80M | $205.80M |
VYM vs. F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 16.57% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
F Ford Motor Company | 14.22% | 42.35% | -13.10% | 10.18% | -42.18% | 137.48% | -3.88% | 29.64% | -34.35% | 8.73% |
Correlation
The correlation between VYM and F is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2006 | 0.58 |
The correlation between VYM and F shifts across timeframes, from 0.45 (1 year) to 0.59 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VYM vs. F — Risk / Return Rank
VYM
F
VYM vs. F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and Ford Motor Company (F). 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.
| VYM | F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.47 | ||
| Sortino ratioReturn per unit of downside risk | +1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.22 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | 1.73 | +2.17 |
| Martin ratioReturn relative to average drawdown | 14.66 | 3.68 | +10.98 |
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Drawdowns
VYM vs. F - Drawdown Comparison
The maximum VYM drawdown since its inception was -56.98%, smaller than the maximum F drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for VYM and F.
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Drawdown Indicators
| VYM | F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.98% | -97.07% | +40.09% |
Max Drawdown (1Y)Largest decline over 1 year | -6.69% | -23.39% | +16.70% |
Max Drawdown (3Y)Largest decline over 3 years | -14.46% | -36.51% | +22.05% |
Max Drawdown (5Y)Largest decline over 5 years | -15.84% | -58.62% | +42.78% |
Max Drawdown (10Y)Largest decline over 10 years | -35.21% | -64.77% | +29.56% |
Current DrawdownCurrent decline from peak | 0.00% | -35.40% | +35.40% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -44.68% | +37.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 10.98% | -9.20% |
Volatility
VYM vs. F - Volatility Comparison
The current volatility for Vanguard High Dividend Yield ETF (VYM) is 2.79%, while Ford Motor Company (F) has a volatility of 7.74%. This indicates that VYM experiences smaller price fluctuations and is considered to be less risky than F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYM | F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 7.74% | -4.95% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 29.83% | -22.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.28% | 37.34% | -27.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 39.31% | -25.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 37.41% | -21.10% |
Dividends
VYM vs. F - Dividend Comparison
VYM's dividend yield for the trailing twelve months is around 2.20%, less than F's 7.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 7.07% | 5.72% | 7.88% | 4.92% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% |
VYM Vanguard High Dividend Yield ETF | 2.20% | 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
VYM and F have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
F has higher volatility (7.74%) compared to VYM (2.79%). In terms of maximum drawdown, VYM dropped -56.98% vs F's -97.07%.
VYM currently has the higher Sharpe Ratio (2.55 vs 1.08), 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.
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