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VYM vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VYM and VIG is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

VYM vs. VIG - 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 ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%AugustSeptemberOctoberNovemberDecember2025
362.38%
442.74%
VYM
VIG

Key characteristics

Sharpe Ratio

VYM:

2.11

VIG:

1.89

Sortino Ratio

VYM:

2.94

VIG:

2.62

Omega Ratio

VYM:

1.38

VIG:

1.34

Calmar Ratio

VYM:

3.88

VIG:

3.69

Martin Ratio

VYM:

11.19

VIG:

10.50

Ulcer Index

VYM:

2.07%

VIG:

1.89%

Daily Std Dev

VYM:

11.00%

VIG:

10.48%

Max Drawdown

VYM:

-56.98%

VIG:

-46.81%

Current Drawdown

VYM:

-1.51%

VIG:

-2.27%

Returns By Period

In the year-to-date period, VYM achieves a 3.21% return, which is significantly higher than VIG's 1.70% return. Over the past 10 years, VYM has underperformed VIG with an annualized return of 10.24%, while VIG has yielded a comparatively higher 11.76% annualized return.


VYM

YTD

3.21%

1M

4.35%

6M

9.11%

1Y

22.75%

5Y*

10.23%

10Y*

10.24%

VIG

YTD

1.70%

1M

2.04%

6M

7.21%

1Y

18.88%

5Y*

11.25%

10Y*

11.76%

*Annualized

Compare stocks, funds, or ETFs

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


VYM vs. VIG - Expense Ratio Comparison

Both VYM and VIG have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VYM
Vanguard High Dividend Yield ETF
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VYM vs. VIG — Risk-Adjusted Performance Rank

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

VYM
The Risk-Adjusted Performance Rank of VYM is 8181
Overall Rank
The Sharpe Ratio Rank of VYM is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 7777
Martin Ratio Rank

VIG
The Risk-Adjusted Performance Rank of VIG is 7676
Overall Rank
The Sharpe Ratio Rank of VIG is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VIG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VIG is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VIG is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VIG is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VYM vs. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and Vanguard Dividend Appreciation ETF (VIG). 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.


Sharpe ratio
The chart of Sharpe ratio for VYM, currently valued at 2.11, compared to the broader market0.002.004.002.111.89
The chart of Sortino ratio for VYM, currently valued at 2.94, compared to the broader market0.005.0010.002.942.62
The chart of Omega ratio for VYM, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.34
The chart of Calmar ratio for VYM, currently valued at 3.88, compared to the broader market0.005.0010.0015.0020.003.883.69
The chart of Martin ratio for VYM, currently valued at 11.19, compared to the broader market0.0020.0040.0060.0080.00100.0011.1910.50
VYM
VIG

The current VYM Sharpe Ratio is 2.11, which is comparable to the VIG Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of VYM and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
2.11
1.89
VYM
VIG

Dividends

VYM vs. VIG - Dividend Comparison

VYM's dividend yield for the trailing twelve months is around 2.65%, more than VIG's 1.70% yield.


TTM20242023202220212020201920182017201620152014
VYM
Vanguard High Dividend Yield ETF
2.65%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%
VIG
Vanguard Dividend Appreciation ETF
1.70%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%

Drawdowns

VYM vs. VIG - Drawdown Comparison

The maximum VYM drawdown since its inception was -56.98%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for VYM and VIG. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.51%
-2.27%
VYM
VIG

Volatility

VYM vs. VIG - Volatility Comparison

Vanguard High Dividend Yield ETF (VYM) has a higher volatility of 4.52% compared to Vanguard Dividend Appreciation ETF (VIG) at 4.25%. This indicates that VYM's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%AugustSeptemberOctoberNovemberDecember2025
4.52%
4.25%
VYM
VIG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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