VYMI vs. DFIV
Compare and contrast key facts about Vanguard International High Dividend Yield ETF (VYMI) and Dimensional International Value ETF (DFIV).
VYMI and DFIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016. DFIV is an actively managed fund by Dimensional. It was launched on Apr 16, 1999.
Performance
VYMI vs. DFIV - Performance Comparison
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VYMI vs. DFIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 6.37% | 38.05% | 7.06% | 17.07% | -7.02% | 0.30% |
DFIV Dimensional International Value ETF | 7.08% | 45.36% | 7.26% | 17.75% | -3.70% | 0.08% |
Returns By Period
In the year-to-date period, VYMI achieves a 6.37% return, which is significantly lower than DFIV's 7.08% return.
VYMI
- 1D
- 0.82%
- 1M
- -3.79%
- YTD
- 6.37%
- 6M
- 13.78%
- 1Y
- 33.76%
- 3Y*
- 20.74%
- 5Y*
- 12.62%
- 10Y*
- 10.30%
DFIV
- 1D
- 1.04%
- 1M
- -3.15%
- YTD
- 7.08%
- 6M
- 16.33%
- 1Y
- 39.71%
- 3Y*
- 22.67%
- 5Y*
- —
- 10Y*
- —
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VYMI vs. DFIV - Expense Ratio Comparison
VYMI has a 0.07% expense ratio, which is lower than DFIV's 0.27% 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%.
Return for Risk
VYMI vs. DFIV — Risk / Return Rank
VYMI
DFIV
VYMI vs. DFIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and Dimensional International Value ETF (DFIV). 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 | DFIV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 2.32 | -0.19 |
Sortino ratioReturn per unit of downside risk | 2.82 | 3.02 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.48 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.09 | 3.29 | -0.20 |
Martin ratioReturn relative to average drawdown | 12.68 | 14.56 | -1.88 |
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 | DFIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.32 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.91 | -0.28 |
Correlation
The correlation between VYMI and DFIV is 0.97, 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.
Dividends
VYMI vs. DFIV - Dividend Comparison
VYMI's dividend yield for the trailing twelve months is around 3.60%, more than DFIV's 2.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 3.60% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
DFIV Dimensional International Value ETF | 2.66% | 2.92% | 3.88% | 3.93% | 3.84% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VYMI vs. DFIV - Drawdown Comparison
The maximum VYMI drawdown since its inception was -40.00%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for VYMI and DFIV.
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Drawdown Indicators
| VYMI | DFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.00% | -25.42% | -14.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.08% | -12.12% | +1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -24.05% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.00% | — | — |
Current DrawdownCurrent decline from peak | -5.77% | -4.97% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -4.58% | -1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.73% | -0.03% |
Volatility
VYMI vs. DFIV - Volatility Comparison
Vanguard International High Dividend Yield ETF (VYMI) and Dimensional International Value ETF (DFIV) have volatilities of 6.40% and 6.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYMI | DFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 6.20% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 10.50% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 17.16% | -1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 16.70% | -1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 16.70% | +0.19% |