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VYM vs. META
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VYM vs. META

Last updated Jun 13, 2026

VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index, while META (Meta Platforms, Inc.) is a stock. Over the past 10 years, VYM returned 11.95%/yr vs 17.39%/yr for META. At a 0.36 correlation, their price movements are largely independent.

Performance

VYM vs. META - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High Dividend Yield ETF (VYM) and Meta Platforms, Inc. (META). 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 12.37% return, which is significantly higher than META's -14.03% return. Over the past 10 years, VYM has underperformed META with an annualized return of 11.95%, while META has yielded a comparatively higher 17.39% annualized return.

VYM

1D
0.80%
1M
3.01%
YTD
12.37%
6M
11.19%
1Y
24.69%
3Y*
18.06%
5Y*
11.59%
10Y*
11.95%

META

1D
-0.26%
1M
-8.05%
YTD
-14.03%
6M
-11.84%
1Y
-17.97%
3Y*
28.18%
5Y*
11.52%
10Y*
17.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYM vs. META - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VYM
Vanguard High Dividend Yield ETF		12.37%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%
META
Meta Platforms, Inc.		-14.03%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%53.38%

Correlation

The correlation between VYM and META is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

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

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since May 18, 2012

0.36

The correlation between VYM and META shifts across timeframes, from 0.25 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.

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Vanguard High Dividend Yield ETF

Meta Platforms, Inc.

Often compared with VYM:
VYM vs. SCHDVYM vs. VIGVYM vs. VYMIVYM vs. FDVVVYM vs. VOOVYM vs. VTIVYM vs. DGRO
Often compared with META:
META vs. MSFTMETA vs. GOOGMETA vs. AMZNMETA vs. AAPLMETA vs. TSLAMETA vs. SPYMETA vs. NVDA

Return for Risk

VYM vs. META — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VYM
VYM Risk / Return Rank: 8383
Overall Rank
VYM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8686
Sortino Ratio Rank
VYM Omega Ratio Rank: 8383
Omega Ratio Rank
VYM Calmar Ratio Rank: 8181
Calmar Ratio Rank
VYM Martin Ratio Rank: 8181
Martin Ratio Rank
META
META Risk / Return Rank: 2121
Overall Rank
META Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
META Sortino Ratio Rank: 2020
Sortino Ratio Rank
META Omega Ratio Rank: 2020
Omega Ratio Rank
META Calmar Ratio Rank: 2424
Calmar Ratio Rank
META Martin Ratio Rank: 1818
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. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and Meta Platforms, Inc. (META). 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.

VYMMETADifference
Sharpe ratioReturn per unit of total volatility
2.37
-0.51

+2.88

Sortino ratioReturn per unit of downside risk
3.37
-0.54

+3.91

Omega ratioGain probability vs. loss probability

1.42

0.93

+0.49

Calmar ratioReturn relative to maximum drawdown

3.70

-0.54

+4.25

Martin ratioReturn relative to average drawdown

13.81

-1.12

+14.93

VYM vs. META - Sharpe Ratio Comparison

The current VYM Sharpe Ratio is 2.37, which is higher than the META Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of VYM and META, 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. META - Drawdown Comparison

The maximum VYM drawdown since its inception was -56.98%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for VYM and META.

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Drawdown Indicators

VYMMETADifference

Max Drawdown

Largest peak-to-trough decline

-56.98%

-76.74%

+19.76%

Max Drawdown (1Y)

Largest decline over 1 year

-6.69%

-33.30%

+26.61%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

-34.15%

+19.69%

Max Drawdown (5Y)

Largest decline over 5 years

-15.84%

-76.74%

+60.90%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

-76.74%

+41.53%

Current Drawdown

Current decline from peak

-0.52%

-28.06%

+27.54%

Average Drawdown

Average peak-to-trough decline

-7.18%

-15.83%

+8.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

16.06%

-14.26%

Volatility

VYM vs. META - Volatility Comparison

The current volatility for Vanguard High Dividend Yield ETF (VYM) is 3.31%, while Meta Platforms, Inc. (META) has a volatility of 10.17%. This indicates that VYM experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VYMMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

10.17%

-6.86%

Volatility (6M)

Calculated over the trailing 6-month period

7.81%

26.91%

-19.10%

Volatility (1Y)

Calculated over the trailing 1-year period

10.47%

35.52%

-25.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.99%

44.04%

-30.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

38.67%

-22.32%

Dividends

VYM vs. META - Dividend Comparison

VYM's dividend yield for the trailing twelve months is around 2.19%, more than META's 0.37% yield.

PositionTTM20252024202320222021202020192018201720162015
META
Meta Platforms, Inc.		0.37%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF		2.19%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 META have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

META has higher volatility (10.17%) compared to VYM (3.31%). In terms of maximum drawdown, VYM dropped -56.98% vs META's -76.74%.

VYM currently has the higher Sharpe Ratio (2.37 vs -0.51), 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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