VYM vs. V

Last updated Jun 9, 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 11.70%/yr vs 15.64%/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 10.82% return, which is significantly higher than V's -8.47% return. Over the past 10 years, VYM has underperformed V with an annualized return of 11.70%, while V has yielded a comparatively higher 15.64% annualized return.

VYM

• 1D: -0.08%
• 1M: 1.71%
• YTD: 10.82%
• 6M: 10.58%
• 1Y: 24.30%
• 3Y*: 17.89%
• 5Y*: 11.33%
• 10Y*: 11.70%

V

• 1D: -1.21%
• 1M: 0.48%
• YTD: -8.47%
• 6M: -1.79%
• 1Y: -12.97%
• 3Y*: 13.52%
• 5Y*: 7.39%
• 10Y*: 15.64%

*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	10.82%	15.42%	17.60%	6.57%	-0.43%	26.20%	1.15%	24.06%	-5.92%	16.42%
V Visa Inc.	-8.47%	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 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
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 20, 2008	0.57

Over the past year, the correlation between VYM and V has dropped to 0.37 - 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: 80
VYM Sharpe Ratio Rank: 81
VYM Sortino Ratio Rank: 83
VYM Omega Ratio Rank: 80
VYM Calmar Ratio Rank: 78
VYM Martin Ratio Rank: 78

V

V Risk / Return Rank: 17
V Sharpe Ratio Rank: 16
V Sortino Ratio Rank: 16
V Omega Ratio Rank: 17
V Calmar Ratio Rank: 18
V Martin Ratio Rank: 16

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.

	VYM	V	Difference
Sharpe ratio: Return per unit of total volatility	2.36	-0.58	+2.95
Sortino ratio: Return per unit of downside risk	3.36	-0.72	+4.08
Omega ratio: Gain probability vs. loss probability	1.43	0.91	+0.51
Calmar ratio: Return relative to maximum drawdown	3.65	-0.64	+4.28
Martin ratio: Return relative to average drawdown	13.64	-1.18	+14.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VYM vs. V - Sharpe Ratio Comparison

The current VYM Sharpe Ratio is 2.36, which is higher than the V Sharpe Ratio of -0.58. 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.

Sharpe Ratios by Period

	VYM	V	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.36	-0.58	+2.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	0.33	+0.49
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	0.64	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.69	-0.18

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%	-20.38%	+13.69%
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	-1.89%	-13.69%	+11.80%
Average Drawdown Average peak-to-trough decline	-7.19%	-8.26%	+1.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.79%	11.03%	-9.24%

Volatility

VYM vs. V - Volatility Comparison

The current volatility for Vanguard High Dividend Yield ETF (VYM) is 2.82%, while Visa Inc. (V) has a volatility of 5.74%. 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	2.82%	5.74%	-2.92%
Volatility (6M) Calculated over the trailing 6-month period	7.73%	17.50%	-9.77%
Volatility (1Y) Calculated over the trailing 1-year period	10.35%	22.32%	-11.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.98%	22.80%	-8.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.35%	24.47%	-8.12%

Dividends

VYM vs. V - Dividend Comparison

VYM's dividend yield for the trailing twelve months is around 2.22%, more than V's 0.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
V Visa Inc.	0.81%	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	2.22%	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 0.37, 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 (5.74%) compared to VYM (2.82%). 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 (2.36 vs -0.58), 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.