PortfoliosLab logo
VYM vs. VYMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VYM and VYMI is 0.75, 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.


-0.50.00.51.00.8

Performance

VYM vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High Dividend Yield ETF (VYM) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
9.38%
0.35%
VYM
VYMI

Key characteristics

Sharpe Ratio

VYM:

1.67

VYMI:

0.72

Sortino Ratio

VYM:

2.37

VYMI:

1.02

Omega Ratio

VYM:

1.30

VYMI:

1.13

Calmar Ratio

VYM:

3.03

VYMI:

1.04

Martin Ratio

VYM:

9.22

VYMI:

2.85

Ulcer Index

VYM:

1.96%

VYMI:

3.03%

Daily Std Dev

VYM:

10.86%

VYMI:

12.05%

Max Drawdown

VYM:

-56.98%

VYMI:

-40.00%

Current Drawdown

VYM:

-4.20%

VYMI:

-6.43%

Returns By Period

In the year-to-date period, VYM achieves a 0.40% return, which is significantly lower than VYMI's 0.66% return.


VYM

YTD

0.40%

1M

-2.80%

6M

9.38%

1Y

17.81%

5Y*

10.01%

10Y*

9.87%

VYMI

YTD

0.66%

1M

-2.29%

6M

0.36%

1Y

8.11%

5Y*

6.04%

10Y*

N/A

*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. VYMI - Expense Ratio Comparison

VYM has a 0.06% expense ratio, which is lower than VYMI's 0.22% 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%.


Expense ratio chart for VYMI: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
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%

Risk-Adjusted Performance

VYM vs. VYMI - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for VYM, currently valued at 1.67, compared to the broader market0.002.004.001.670.72
The chart of Sortino ratio for VYM, currently valued at 2.37, compared to the broader market-2.000.002.004.006.008.0010.002.371.02
The chart of Omega ratio for VYM, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.13
The chart of Calmar ratio for VYM, currently valued at 3.03, compared to the broader market0.005.0010.0015.003.031.04
The chart of Martin ratio for VYM, currently valued at 9.22, compared to the broader market0.0020.0040.0060.0080.00100.009.222.85
VYM
VYMI

The current VYM Sharpe Ratio is 1.67, which is higher than the VYMI Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of VYM and VYMI, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.67
0.72
VYM
VYMI

Dividends

VYM vs. VYMI - Dividend Comparison

VYM's dividend yield for the trailing twelve months is around 2.73%, less than VYMI's 4.81% yield.


TTM20242023202220212020201920182017201620152014
VYM
Vanguard High Dividend Yield ETF
2.73%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%
VYMI
Vanguard International High Dividend Yield ETF
4.81%4.84%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%

Drawdowns

VYM vs. VYMI - Drawdown Comparison

The maximum VYM drawdown since its inception was -56.98%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for VYM and VYMI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.20%
-6.43%
VYM
VYMI

Volatility

VYM vs. VYMI - Volatility Comparison

Vanguard High Dividend Yield ETF (VYM) has a higher volatility of 3.91% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.37%. This indicates that VYM's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
3.91%
3.37%
VYM
VYMI