VYM vs. USD=X
VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index, while USD=X (USD Cash) is a currency. Over the past 10 years, VYM returned 11.43%/yr vs 0.00%/yr for USD=X.
Performance
VYM vs. USD=X - Performance Comparison
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Returns By Period
VYM
- 1D
- 0.68%
- 1M
- 1.45%
- 6M
- 10.83%
- YTD
- 13.19%
- 1Y
- 22.20%
- 3Y*
- 16.77%
- 5Y*
- 12.25%
- 10Y*
- 11.43%
- ALL TIME*
- 9.34%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
- ALL TIME*
- 0.00%
VYM vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 13.19% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
VYM vs. USD=X — Risk / Return Rank
VYM
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VYM vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.40 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | — | — |
| Martin ratioReturn relative to average drawdown | 12.37 | — | — |
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Drawdowns
VYM vs. USD=X - Drawdown Comparison
The maximum VYM drawdown since its inception was -56.98%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VYM and USD=X.
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Drawdown Indicators
| VYM | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.98% | 0.00% | -56.98% |
Max Drawdown (1Y)Largest decline over 1 year | -6.69% | 0.00% | -6.69% |
Max Drawdown (3Y)Largest decline over 3 years | -14.46% | 0.00% | -14.46% |
Max Drawdown (5Y)Largest decline over 5 years | -15.84% | 0.00% | -15.84% |
Max Drawdown (10Y)Largest decline over 10 years | -35.21% | 0.00% | -35.21% |
Current DrawdownCurrent decline from peak | -0.35% | 0.00% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -7.15% | 0.00% | -7.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 0.00% | +1.80% |
Volatility
VYM vs. USD=X - Volatility Comparison
Vanguard High Dividend Yield ETF (VYM) has a higher volatility of 1.89% compared to USD Cash (USD=X) at 0.00%. This indicates that VYM's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYM | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.89% | 0.00% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 7.52% | 0.00% | +7.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.22% | 0.00% | +10.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.86% | 0.00% | +13.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 0.00% | +16.29% |
Frequently Asked Questions
VYM has higher volatility (1.89%) compared to USD=X (0.00%). In terms of maximum drawdown, VYM dropped -56.98% vs USD=X's 0.00%.
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