VYM vs. V

Last updated Jun 30, 2026

VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index, while V (Visa Inc.) is a stock. Over the past 10 years, VYM returned 11.63%/yr vs 17.28%/yr for V. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

VYM vs. V - Performance Comparison

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

Returns By Period

In the year-to-date period, VYM achieves a 11.74% return, which is significantly higher than V's -2.18% return. Over the past 10 years, VYM has underperformed V with an annualized return of 11.63%, while V has yielded a comparatively higher 17.28% annualized return.

VYM

• 1D: 0.15%
• 1M: 0.15%
• YTD: 11.74%
• 6M: 10.83%
• 1Y: 22.55%
• 3Y*: 17.54%
• 5Y*: 11.83%
• 10Y*: 11.63%

V

• 1D: 1.61%
• 1M: 4.69%
• YTD: -2.18%
• 6M: -3.26%
• 1Y: -1.22%
• 3Y*: 13.75%
• 5Y*: 8.69%
• 10Y*: 17.28%

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

VYM vs. V - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VYM Vanguard High Dividend Yield ETF	11.74%	15.42%	17.60%	6.57%	-0.43%	26.20%	1.15%	24.06%	-5.92%	16.42%
V Visa Inc.	-2.18%	11.76%	22.32%	26.31%	-3.40%	-0.31%	17.12%	43.33%	16.49%	47.18%

Correlation

The correlation between VYM and V is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (10Y) Calculated over the trailing 10-year period	0.56
Correlation (All Time) Calculated using the full available price history since Mar 19, 2008	0.57

Over the past year, the correlation between VYM and V has dropped to 0.33 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

Return for Risk

VYM vs. V — Risk / Return Rank

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

VYM

VYM Risk / Return Rank: 79
VYM Sharpe Ratio Rank: 81
VYM Sortino Ratio Rank: 83
VYM Omega Ratio Rank: 79
VYM Calmar Ratio Rank: 77
VYM Martin Ratio Rank: 77

V

V Risk / Return Rank: 39
V Sharpe Ratio Rank: 41
V Sortino Ratio Rank: 35
V Omega Ratio Rank: 35
V Calmar Ratio Rank: 42
V 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. V - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and Visa Inc. (V). 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	V	Difference
Sharpe ratio: Return per unit of total volatility	2.19	-0.06	+2.25
Sortino ratio: Return per unit of downside risk	3.15	0.07	+3.07
Omega ratio: Gain probability vs. loss probability	1.40	1.01	+0.39
Calmar ratio: Return relative to maximum drawdown	3.38	-0.07	+3.45
Martin ratio: Return relative to average drawdown	12.54	-0.15	+12.69

VYM vs. V - Sharpe Ratio Comparison

The current VYM Sharpe Ratio is 2.19, which is higher than the V Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of VYM and V, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VYM vs. V - Drawdown Comparison

The maximum VYM drawdown since its inception was -56.98%, which is greater than V's maximum drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for VYM and V.

Drawdown Indicators

	VYM	V	Difference
Max Drawdown Largest peak-to-trough decline	-56.98%	-51.90%	-5.08%
Max Drawdown (1Y) Largest decline over 1 year	-6.69%	-17.18%	+10.49%
Max Drawdown (3Y) Largest decline over 3 years	-14.46%	-20.38%	+5.92%
Max Drawdown (5Y) Largest decline over 5 years	-15.84%	-28.60%	+12.76%
Max Drawdown (10Y) Largest decline over 10 years	-35.21%	-36.36%	+1.15%
Current Drawdown Current decline from peak	-1.08%	-7.76%	+6.68%
Average Drawdown Average peak-to-trough decline	-7.17%	-8.27%	+1.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	8.09%	-6.29%

Volatility

VYM vs. V - Volatility Comparison

The current volatility for Vanguard High Dividend Yield ETF (VYM) is 2.98%, while Visa Inc. (V) has a volatility of 6.25%. This indicates that VYM experiences smaller price fluctuations and is considered to be less risky than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VYM	V	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.98%	6.25%	-3.27%
Volatility (6M) Calculated over the trailing 6-month period	7.65%	16.96%	-9.31%
Volatility (1Y) Calculated over the trailing 1-year period	10.35%	21.39%	-11.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.93%	22.86%	-8.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.29%	24.39%	-8.10%

Dividends

VYM vs. V - Dividend Comparison

VYM's dividend yield for the trailing twelve months is around 2.29%, more than V's 0.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
V Visa Inc.	0.76%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%
VYM Vanguard High Dividend Yield ETF	2.29%	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 V in my portfolio?

VYM and V have a correlation of 0.33, 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 V?

V has higher volatility (6.25%) compared to VYM (2.98%). In terms of maximum drawdown, VYM dropped -56.98% vs V's -51.90%.

Which has better risk-adjusted returns?

VYM currently has the higher Sharpe Ratio (2.19 vs -0.06), 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.