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VYM vs. VGIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VYM vs. VGIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High Dividend Yield ETF (VYM) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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 VGIT's -0.29% return. Over the past 10 years, VYM has outperformed VGIT with an annualized return of 11.95%, while VGIT has yielded a comparatively lower 1.20% annualized return.


VYM

1D
0.80%
1M
1.97%
YTD
12.37%
6M
11.19%
1Y
25.94%
3Y*
18.06%
5Y*
11.59%
10Y*
11.95%

VGIT

1D
-0.12%
1M
0.16%
YTD
-0.29%
6M
0.04%
1Y
3.43%
3Y*
3.69%
5Y*
0.01%
10Y*
1.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYM vs. VGIT - 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%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.29%7.34%1.39%4.28%-10.53%-2.64%7.71%6.19%1.35%1.70%

Correlation

The correlation between VYM and VGIT is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.15

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

0.06

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

-0.11

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

-0.22

The correlation between VYM and VGIT shifts across timeframes, from -0.22 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VYM vs. VGIT — 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

VGIT
VGIT Risk / Return Rank: 2828
Overall Rank
VGIT Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 3131
Sortino Ratio Rank
VGIT Omega Ratio Rank: 2727
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2626
Calmar Ratio Rank
VGIT Martin Ratio Rank: 2626
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. VGIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.


VYMVGITDifference
Sharpe ratioReturn per unit of total volatility

+1.41

Sortino ratioReturn per unit of downside risk

+1.90

Omega ratioGain probability vs. loss probability

1.42

1.17

+0.26

Calmar ratioReturn relative to maximum drawdown

3.70

1.13

+2.58

Martin ratioReturn relative to average drawdown

13.81

3.18

+10.63

VYM vs. VGIT - Sharpe Ratio Comparison

The current VYM Sharpe Ratio is 2.37, which is higher than the VGIT Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of VYM and VGIT, 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. VGIT - Drawdown Comparison

The maximum VYM drawdown since its inception was -56.98%, which is greater than VGIT's maximum drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for VYM and VGIT.


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Drawdown Indicators


VYMVGITDifference

Max Drawdown

Largest peak-to-trough decline

-56.98%

-16.05%

-40.93%

Max Drawdown (1Y)

Largest decline over 1 year

-6.69%

-2.83%

-3.86%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

-4.34%

-10.12%

Max Drawdown (5Y)

Largest decline over 5 years

-15.84%

-15.02%

-0.82%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

-16.05%

-19.16%

Current Drawdown

Current decline from peak

-0.52%

-2.22%

+1.70%

Average Drawdown

Average peak-to-trough decline

-7.18%

-3.52%

-3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

1.01%

+0.79%

Volatility

VYM vs. VGIT - Volatility Comparison

Vanguard High Dividend Yield ETF (VYM) has a higher volatility of 3.31% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.15%. This indicates that VYM's price experiences larger fluctuations and is considered to be riskier than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VYMVGITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

1.15%

+2.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.81%

2.40%

+5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

10.47%

3.34%

+7.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.99%

5.38%

+8.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

4.50%

+11.85%

VYM vs. VGIT - Expense Ratio Comparison

VYM has a 0.04% expense ratio, which is higher than VGIT's 0.03% expense ratio. However, 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. VGIT - Dividend Comparison

VYM's dividend yield for the trailing twelve months is around 2.19%, less than VGIT's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
VGIT
Vanguard Intermediate-Term Treasury ETF
3.86%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%
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 VGIT have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VYM has higher volatility (3.31%) compared to VGIT (1.15%). In terms of maximum drawdown, VYM dropped -56.98% vs VGIT's -16.05%.

On 10-year performance, VYM leads with 11.95% vs 1.20% for VGIT. On fees, VGIT is cheaper at 0.03% per year. On volatility, VGIT has been the lower-risk option at 1.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VYM has performed better with a 11.95% return vs 1.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGIT is cheaper with a 0.03% expense ratio, compared with 0.04% for VYM.

VGIT has the higher dividend yield at 3.86%, compared with 2.19% for VYM.

VYM is categorized as Dividend, while VGIT is Government Bonds. VYM tracks FTSE High Dividend Yield Index, while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index. Their fees differ too: 0.04% for VYM and 0.03% for VGIT.

VYM currently has the higher Sharpe Ratio (2.37 vs 0.96), 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.

Portfolio Optimizer

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