VYMI vs. FSCO
VYMI (Vanguard International High Dividend Yield ETF) is Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index, while FSCO (FS Credit Opportunities Corp.) is a stock. Over the past 3 years, VYMI returned 21.05%/yr vs 14.91%/yr for FSCO. At a 0.24 correlation, their price movements are largely independent.
Performance
VYMI vs. FSCO - Performance Comparison
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Returns By Period
In the year-to-date period, VYMI achieves a 12.54% return, which is significantly higher than FSCO's -17.20% return.
VYMI
- 1D
- 0.02%
- 1M
- 0.76%
- YTD
- 12.54%
- 6M
- 13.53%
- 1Y
- 32.55%
- 3Y*
- 21.05%
- 5Y*
- 13.03%
- 10Y*
- 10.72%
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
VYMI vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 12.54% | 38.05% | 7.06% | 17.07% | 1.46% |
FSCO FS Credit Opportunities Corp. | -17.20% | 3.68% | 34.88% | 36.98% | -3.98% |
Correlation
The correlation between VYMI and FSCO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.24 |
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Return for Risk
VYMI vs. FSCO — Risk / Return Rank
VYMI
FSCO
VYMI vs. FSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and FS Credit Opportunities Corp. (FSCO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VYMI | FSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.23 | ||
| Sortino ratioReturn per unit of downside risk | +4.29 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.86 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | -0.64 | +3.77 |
| Martin ratioReturn relative to average drawdown | 12.29 | -1.26 | +13.56 |
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Drawdowns
VYMI vs. FSCO - Drawdown Comparison
The maximum VYMI drawdown since its inception was -40.00%, which is greater than FSCO's maximum drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for VYMI and FSCO.
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Drawdown Indicators
| VYMI | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.00% | -35.53% | -4.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -35.53% | +25.39% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -35.53% | +22.69% |
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 | -0.95% | -27.71% | +26.76% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -8.11% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 17.93% | -15.35% |
Volatility
VYMI vs. FSCO - Volatility Comparison
The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 4.13%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 6.04%. This indicates that VYMI experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYMI | FSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 6.04% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 22.58% | -11.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.23% | 27.39% | -14.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.87% | 28.18% | -13.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 28.18% | -11.34% |
Dividends
VYMI vs. FSCO - Dividend Comparison
VYMI's dividend yield for the trailing twelve months is around 4.71%, less than FSCO's 15.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.92% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.63% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
VYMI and FSCO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (6.04%) compared to VYMI (4.13%). In terms of maximum drawdown, VYMI dropped -40.00% vs FSCO's -35.53%.
VYMI currently has the higher Sharpe Ratio (2.40 vs -0.83), 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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