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VYM vs. VDADX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VYM vs. VDADX

Last updated Jun 24, 2026

VYM (Vanguard High Dividend Yield ETF) and VDADX (Vanguard Dividend Appreciation Index Fund Admiral Shares) are both Dividend funds from Vanguard - VYM tracks the FTSE High Dividend Yield Index while VDADX tracks the S&P U.S. Dividend Growers Index. Both are passively managed. Over the past 10 years, VYM returned 11.98%/yr vs 13.36%/yr for VDADX. Their correlation of 0.91 suggests significant overlap in exposure. VYM charges 0.04%/yr vs 0.07%/yr for VDADX.

Performance

VYM vs. VDADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High Dividend Yield ETF (VYM) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). 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 11.51% return, which is significantly higher than VDADX's 7.47% return. Over the past 10 years, VYM has underperformed VDADX with an annualized return of 11.98%, while VDADX has yielded a comparatively higher 13.36% annualized return.

VYM

1D
-0.16%
1M
0.26%
YTD
11.51%
6M
10.83%
1Y
24.08%
3Y*
18.41%
5Y*
11.88%
10Y*
11.98%

VDADX

1D
0.13%
1M
0.98%
YTD
7.47%
6M
6.75%
1Y
18.93%
3Y*
16.01%
5Y*
11.03%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYM vs. VDADX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VYM
Vanguard High Dividend Yield ETF		11.51%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares		7.47%14.17%16.99%14.44%-9.80%23.59%15.47%29.68%-2.06%22.22%

Correlation

The correlation between VYM and VDADX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.92

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

0.91

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

0.91

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

0.90

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2013

0.91

The correlation between VYM and VDADX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

VYM vs. VDADX - Sectors Allocation Comparison

Sectors
VYM
VDADX

Technology

20.3%
29.0%

Financial Services

19.9%
19.9%

Healthcare

12.2%
16.6%

Industrials

11.8%
11.3%

Energy

9.1%
3.2%

Consumer Defensive

8.0%
9.3%

Consumer Cyclical

6.6%
4.4%

Utilities

5.4%
2.9%

Basic Materials

3.4%
3.3%

Communication Services

3.4%
0.5%

Real Estate

0.0%

-

Technology

VYM
20.3%
VDADX
29.0%

Financial Services

VYM
19.9%
VDADX
19.9%

Healthcare

VYM
12.2%
VDADX
16.6%

Industrials

VYM
11.8%
VDADX
11.3%

Energy

VYM
9.1%
VDADX
3.2%

Consumer Defensive

VYM
8.0%
VDADX
9.3%

Consumer Cyclical

VYM
6.6%
VDADX
4.4%

Utilities

VYM
5.4%
VDADX
2.9%

Basic Materials

VYM
3.4%
VDADX
3.3%

Communication Services

VYM
3.4%
VDADX
0.5%

Real Estate

VYM
0.0%
VDADX

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard High Dividend Yield ETF

Vanguard Dividend Appreciation Index Fund Admiral Shares

Often compared with VYM:
VYM vs. SCHDVYM vs. VIGVYM vs. VYMIVYM vs. FDVVVYM vs. VOOVYM vs. VTIVYM vs. DGRO
Often compared with VDADX:
VDADX vs. VIGVDADX vs. VDIGXVDADX vs. VFIAXVDADX vs. SCHDVDADX vs. VVIAXVDADX vs. VTSAXVDADX vs. VEIRX

Return for Risk

VYM vs. VDADX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VYM
VYM Risk / Return Rank: 7575
Overall Rank
VYM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 7979
Sortino Ratio Rank
VYM Omega Ratio Rank: 7575
Omega Ratio Rank
VYM Calmar Ratio Rank: 7373
Calmar Ratio Rank
VYM Martin Ratio Rank: 7474
Martin Ratio Rank
VDADX
VDADX Risk / Return Rank: 5252
Overall Rank
VDADX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VDADX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VDADX Omega Ratio Rank: 5050
Omega Ratio Rank
VDADX Calmar Ratio Rank: 4949
Calmar Ratio Rank
VDADX Martin Ratio Rank: 5454
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. VDADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). 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.

VYMVDADXDifference
Sharpe ratioReturn per unit of total volatility
2.33
1.99

+0.34

Sortino ratioReturn per unit of downside risk
3.33
2.87

+0.46

Omega ratioGain probability vs. loss probability

1.42

1.35

+0.07

Calmar ratioReturn relative to maximum drawdown

3.61

2.56

+1.06

Martin ratioReturn relative to average drawdown

13.43

10.31

+3.12

VYM vs. VDADX - Sharpe Ratio Comparison

The current VYM Sharpe Ratio is 2.33, which is comparable to the VDADX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of VYM and VDADX, 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. VDADX - Drawdown Comparison

The maximum VYM drawdown since its inception was -56.98%, which is greater than VDADX's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for VYM and VDADX.

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Drawdown Indicators

VYMVDADXDifference

Max Drawdown

Largest peak-to-trough decline

-56.98%

-31.70%

-25.28%

Max Drawdown (1Y)

Largest decline over 1 year

-6.69%

-7.93%

+1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

-14.95%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-15.84%

-20.42%

+4.58%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

-31.70%

-3.51%

Current Drawdown

Current decline from peak

-1.28%

-0.62%

-0.66%

Average Drawdown

Average peak-to-trough decline

-7.18%

-3.39%

-3.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

1.96%

-0.16%

Volatility

VYM vs. VDADX - Volatility Comparison

Vanguard High Dividend Yield ETF (VYM) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) have volatilities of 3.02% and 2.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VYMVDADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

2.88%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.64%

7.72%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

10.39%

10.21%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

14.27%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.32%

16.21%

+0.11%

VYM vs. VDADX - Expense Ratio Comparison

VYM has a 0.04% expense ratio, which is lower than VDADX's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VYM vs. VDADX - Dividend Comparison

VYM's dividend yield for the trailing twelve months is around 2.30%, more than VDADX's 1.45% yield.

PositionTTM20252024202320222021202020192018201720162015
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares		1.45%1.60%1.71%1.86%1.94%1.53%1.61%1.69%2.07%1.88%2.14%2.34%
VYM
Vanguard High Dividend Yield ETF		2.30%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

With a correlation of 0.92, VYM and VDADX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VYM has higher volatility (3.02%) compared to VDADX (2.88%). In terms of maximum drawdown, VYM dropped -56.98% vs VDADX's -31.70%.

VYM currently has the higher Sharpe Ratio (2.33 vs 1.99), 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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