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VYMI vs. FVD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VYMI vs. FVD

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard International High Dividend Yield ETF (VYMI) and First Trust Value Line Dividend Index Fund (FVD).

VYMI and FVD 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. FVD is a passively managed fund by First Trust that tracks the performance of the Value Line Dividend Index. It was launched on Aug 26, 2003. Both VYMI and FVD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VYMI vs. FVD - Performance Comparison

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

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VYMI vs. FVD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VYMI
Vanguard International High Dividend Yield ETF		6.37%38.05%7.06%17.07%-7.02%15.39%-1.11%18.43%-12.65%22.36%
FVD
First Trust Value Line Dividend Index Fund		2.84%8.16%10.04%4.11%-5.18%25.08%-0.02%26.58%-3.49%12.51%

Returns By Period

In the year-to-date period, VYMI achieves a 6.37% return, which is significantly higher than FVD's 2.84% return. Over the past 10 years, VYMI has outperformed FVD with an annualized return of 10.30%, while FVD has yielded a comparatively lower 8.64% annualized 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%

FVD

1D
0.21%
1M
-5.37%
YTD
2.84%
6M
3.48%
1Y
8.25%
3Y*
8.00%
5Y*
6.69%
10Y*
8.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard International High Dividend Yield ETF

First Trust Value Line Dividend Index Fund

Often compared with VYMI:
VYMI vs. VYMVYMI vs. SCHYVYMI vs. SCHDVYMI vs. VIGIVYMI vs. VOOVYMI vs. IDEVVYMI vs. VT
Often compared with FVD:
FVD vs. SCHDFVD vs. FTCSFVD vs. VYMFVD vs. SPHDFVD vs. HERDFVD vs. HDVFVD vs. VOO

VYMI vs. FVD - Expense Ratio Comparison

VYMI has a 0.07% expense ratio, which is lower than FVD's 0.61% expense ratio.

FVD
First Trust Value Line Dividend Index Fund
VYMI
Vanguard International High Dividend Yield ETF

Return for Risk

VYMI vs. FVD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VYMI
VYMI Risk / Return Rank: 9292
Overall Rank
VYMI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 9292
Sortino Ratio Rank
VYMI Omega Ratio Rank: 9494
Omega Ratio Rank
VYMI Calmar Ratio Rank: 9090
Calmar Ratio Rank
VYMI Martin Ratio Rank: 9191
Martin Ratio Rank
FVD
FVD Risk / Return Rank: 3333
Overall Rank
FVD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FVD Sortino Ratio Rank: 3333
Sortino Ratio Rank
FVD Omega Ratio Rank: 3131
Omega Ratio Rank
FVD Calmar Ratio Rank: 3434
Calmar Ratio Rank
FVD Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VYMI vs. FVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and First Trust Value Line Dividend Index Fund (FVD). 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.

VYMIFVDDifference

Sharpe ratio

Return per unit of total volatility

2.13

0.66

+1.47

Sortino ratio

Return per unit of downside risk

2.82

1.02

+1.79

Omega ratio

Gain probability vs. loss probability

1.44

1.13

+0.31

Calmar ratio

Return relative to maximum drawdown

3.09

0.89

+2.20

Martin ratio

Return relative to average drawdown

12.68

3.53

+9.15

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VYMI vs. FVD - Sharpe Ratio Comparison

The current VYMI Sharpe Ratio is 2.13, which is higher than the FVD Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of VYMI and FVD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

VYMIFVDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

0.66

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.53

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.56

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.58

+0.05

Correlation

The correlation between VYMI and FVD is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

VYMI vs. FVD - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 3.60%, more than FVD's 2.30% yield.

TTM20252024202320222021202020192018201720162015
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%0.00%
FVD
First Trust Value Line Dividend Index Fund		2.30%2.36%2.23%2.34%2.20%1.75%2.31%2.03%2.50%2.10%2.04%2.34%

Drawdowns

VYMI vs. FVD - Drawdown Comparison

The maximum VYMI drawdown since its inception was -40.00%, smaller than the maximum FVD drawdown of -51.00%. Use the drawdown chart below to compare losses from any high point for VYMI and FVD.

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Drawdown Indicators

VYMIFVDDifference

Max Drawdown

Largest peak-to-trough decline

-40.00%

-51.00%

+11.00%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-9.29%

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

-16.41%

-7.64%

Max Drawdown (10Y)

Largest decline over 10 years

-40.00%

-35.25%

-4.75%

Current Drawdown

Current decline from peak

-5.77%

-5.37%

-0.40%

Average Drawdown

Average peak-to-trough decline

-6.39%

-5.45%

-0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.33%

+0.37%

Volatility

VYMI vs. FVD - Volatility Comparison

Vanguard International High Dividend Yield ETF (VYMI) has a higher volatility of 6.40% compared to First Trust Value Line Dividend Index Fund (FVD) at 3.13%. This indicates that VYMI's price experiences larger fluctuations and is considered to be riskier than FVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VYMIFVDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

3.13%

+3.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

6.46%

+3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

12.53%

+3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.75%

12.76%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

15.43%

+1.46%