VYM vs. VOOG
VYM (Vanguard High Dividend Yield ETF) and VOOG (Vanguard S&P 500 Growth ETF) are both exchange-traded funds — VYM is a Dividend fund tracking the FTSE High Dividend Yield Index, while VOOG is a S&P 500 fund tracking the S&P 500 Growth Index. Both are passively managed. Over the past 10 years, VYM returned 11.65%/yr vs 16.45%/yr for VOOG. A 0.75 correlation means they provide meaningful diversification when combined. VYM charges 0.04%/yr vs 0.07%/yr for VOOG.
Performance
VYM vs. VOOG - Performance Comparison
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Returns By Period
In the year-to-date period, VYM achieves a 6.59% return, which is significantly higher than VOOG's -3.23% return. Over the past 10 years, VYM has underperformed VOOG with an annualized return of 11.65%, while VOOG has yielded a comparatively higher 16.45% annualized return.
VYM
- 1D
- 2.01%
- 1M
- 1.17%
- YTD
- 6.59%
- 6M
- 9.03%
- 1Y
- 35.87%
- 3Y*
- 16.08%
- 5Y*
- 11.43%
- 10Y*
- 11.65%
VOOG
- 1D
- 3.01%
- 1M
- -0.44%
- YTD
- -3.23%
- 6M
- -2.11%
- 1Y
- 44.37%
- 3Y*
- 23.80%
- 5Y*
- 12.44%
- 10Y*
- 16.45%
VYM vs. VOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 6.59% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
VOOG Vanguard S&P 500 Growth ETF | -3.23% | 22.11% | 35.89% | 29.96% | -29.48% | 31.95% | 33.35% | 30.93% | -0.21% | 27.19% |
Correlation
The correlation between VYM and VOOG is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010 | 0.75 |
VYM vs. VOOG - Expense Ratio Comparison
VYM has a 0.04% expense ratio, which is lower than VOOG'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%.
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Return for Risk
VYM vs. VOOG — Risk / Return Rank
VYM
VOOG
VYM vs. VOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and Vanguard S&P 500 Growth ETF (VOOG). 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 | VOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.70 | 2.16 | +0.55 |
Sortino ratioReturn per unit of downside risk | 4.22 | 3.32 | +0.90 |
Omega ratioGain probability vs. loss probability | 1.56 | 1.44 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 4.97 | 3.15 | +1.82 |
Martin ratioReturn relative to average drawdown | 18.45 | 12.91 | +5.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VYM | VOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.70 | 2.16 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.59 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.80 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.85 | -0.36 |
Drawdowns
VYM vs. VOOG - Drawdown Comparison
The maximum VYM drawdown since its inception was -56.98%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for VYM and VOOG.
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Drawdown Indicators
| VYM | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.98% | -32.73% | -24.25% |
Max Drawdown (1Y)Largest decline over 1 year | -6.69% | -13.71% | +7.02% |
Max Drawdown (5Y)Largest decline over 5 years | -15.84% | -32.73% | +16.89% |
Max Drawdown (10Y)Largest decline over 10 years | -35.21% | -32.73% | -2.48% |
Current DrawdownCurrent decline from peak | -2.25% | -5.42% | +3.17% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -5.01% | -2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 3.35% | -1.55% |
Volatility
VYM vs. VOOG - Volatility Comparison
The current volatility for Vanguard High Dividend Yield ETF (VYM) is 3.97%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.54%. This indicates that VYM experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYM | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 7.54% | -3.57% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 13.03% | -4.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.46% | 20.83% | -7.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.99% | 21.18% | -7.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 20.67% | -4.34% |
Dividends
VYM vs. VOOG - Dividend Comparison
VYM's dividend yield for the trailing twelve months is around 2.31%, more than VOOG's 0.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 2.31% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
VOOG Vanguard S&P 500 Growth ETF | 0.51% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |