VYMI vs. BND
VYMI (Vanguard International High Dividend Yield ETF) and BND (Vanguard Total Bond Market ETF) are both exchange-traded funds - VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index, while BND is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Both are passively managed. Over the past 10 years, VYMI returned 10.49%/yr vs 1.58%/yr for BND. At a 0.05 correlation, their price movements are largely independent. VYMI charges 0.07%/yr vs 0.03%/yr for BND.
Performance
VYMI vs. BND - Performance Comparison
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Returns By Period
In the year-to-date period, VYMI achieves a 11.31% return, which is significantly higher than BND's 0.27% return. Over the past 10 years, VYMI has outperformed BND with an annualized return of 10.49%, while BND has yielded a comparatively lower 1.58% annualized return.
VYMI
- 1D
- -1.01%
- 1M
- 2.05%
- YTD
- 11.31%
- 6M
- 14.77%
- 1Y
- 30.23%
- 3Y*
- 21.88%
- 5Y*
- 11.95%
- 10Y*
- 10.49%
BND
- 1D
- -0.19%
- 1M
- 0.27%
- YTD
- 0.27%
- 6M
- 0.12%
- 1Y
- 5.11%
- 3Y*
- 3.96%
- 5Y*
- 0.09%
- 10Y*
- 1.58%
VYMI vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 11.31% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 18.43% | -12.65% | 22.36% |
BND Vanguard Total Bond Market ETF | 0.27% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Correlation
The correlation between VYMI and BND is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2016 | 0.05 |
Over the past year, VYMI and BND have become more correlated (0.41) than their long-term average of 0.05, meaning their price movements have been converging.
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Return for Risk
VYMI vs. BND — Risk / Return Rank
VYMI
BND
VYMI vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and Vanguard Total Bond Market ETF (BND). 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.
| VYMI | BND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.24 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 1.92 | +1.08 |
| Martin ratioReturn relative to average drawdown | 11.80 | 5.80 | +6.00 |
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
| VYMI | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | 1.36 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.01 | +0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.29 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.59 | +0.06 |
Drawdowns
VYMI vs. BND - Drawdown Comparison
The maximum VYMI drawdown since its inception was -40.00%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for VYMI and BND.
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Drawdown Indicators
| VYMI | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.00% | -18.58% | -21.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -2.68% | -7.46% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -5.92% | -6.92% |
Max Drawdown (5Y)Largest decline over 5 years | -24.05% | -17.91% | -6.14% |
Max Drawdown (10Y)Largest decline over 10 years | -40.00% | -18.58% | -21.42% |
Current DrawdownCurrent decline from peak | -1.40% | -2.37% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -3.06% | -3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 0.88% | +1.69% |
Volatility
VYMI vs. BND - Volatility Comparison
Vanguard International High Dividend Yield ETF (VYMI) has a higher volatility of 4.04% compared to Vanguard Total Bond Market ETF (BND) at 1.23%. This indicates that VYMI's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYMI | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 1.23% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 2.66% | +8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.94% | 3.78% | +9.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 6.02% | +8.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 5.53% | +11.34% |
VYMI vs. BND - Expense Ratio Comparison
VYMI has a 0.07% expense ratio, which is higher than BND'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
VYMI vs. BND - Dividend Comparison
VYMI's dividend yield for the trailing twelve months is around 3.44%, less than BND's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 3.97% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
VYMI Vanguard International High Dividend Yield ETF | 3.44% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
Frequently Asked Questions
VYMI and BND have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VYMI has higher volatility (4.04%) compared to BND (1.23%). In terms of maximum drawdown, VYMI dropped -40.00% vs BND's -18.58%.
On 10-year performance, VYMI leads with 10.49% vs 1.58% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.23%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VYMI has performed better with a 10.49% return vs 1.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BND is cheaper with a 0.03% expense ratio, compared with 0.07% for VYMI.
BND has the higher dividend yield at 3.97%, compared with 3.44% for VYMI.
VYMI is categorized as Dividend, while BND is Total Bond Market. VYMI tracks FTSE All-World ex US High Dividend Yield Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. Their fees differ too: 0.07% for VYMI and 0.03% for BND.
VYMI currently has the higher Sharpe Ratio (2.35 vs 1.36), 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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