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VYMI vs. GDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VYMI and GDX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

VYMI vs. GDX - Performance Comparison

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

80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
86.78%
97.26%
VYMI
GDX

Key characteristics

Sharpe Ratio

VYMI:

0.76

GDX:

0.40

Sortino Ratio

VYMI:

1.08

GDX:

0.76

Omega Ratio

VYMI:

1.13

GDX:

1.09

Calmar Ratio

VYMI:

1.11

GDX:

0.23

Martin Ratio

VYMI:

3.39

GDX:

1.40

Ulcer Index

VYMI:

2.72%

GDX:

9.19%

Daily Std Dev

VYMI:

12.10%

GDX:

31.81%

Max Drawdown

VYMI:

-40.00%

GDX:

-80.57%

Current Drawdown

VYMI:

-7.86%

GDX:

-41.44%

Returns By Period

In the year-to-date period, VYMI achieves a 6.13% return, which is significantly lower than GDX's 12.00% return.


VYMI

YTD

6.13%

1M

-2.59%

6M

1.27%

1Y

7.19%

5Y*

5.78%

10Y*

N/A

GDX

YTD

12.00%

1M

-7.93%

6M

2.18%

1Y

10.78%

5Y*

6.40%

10Y*

8.18%

Compare stocks, funds, or ETFs

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


VYMI vs. GDX - Expense Ratio Comparison

VYMI has a 0.22% expense ratio, which is lower than GDX's 0.53% expense ratio.


GDX
VanEck Vectors Gold Miners ETF
Expense ratio chart for GDX: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%
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%

Risk-Adjusted Performance

VYMI vs. GDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and VanEck Vectors Gold Miners ETF (GDX). 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.


Sharpe ratio
The chart of Sharpe ratio for VYMI, currently valued at 0.76, compared to the broader market0.002.004.000.760.40
The chart of Sortino ratio for VYMI, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.0010.001.080.76
The chart of Omega ratio for VYMI, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.09
The chart of Calmar ratio for VYMI, currently valued at 1.11, compared to the broader market0.005.0010.0015.001.110.33
The chart of Martin ratio for VYMI, currently valued at 3.39, compared to the broader market0.0020.0040.0060.0080.00100.003.391.40
VYMI
GDX

The current VYMI Sharpe Ratio is 0.76, which is higher than the GDX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of VYMI and GDX, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.76
0.40
VYMI
GDX

Dividends

VYMI vs. GDX - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 4.88%, while GDX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VYMI
Vanguard International High Dividend Yield ETF
4.88%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%0.00%
GDX
VanEck Vectors Gold Miners ETF
0.00%1.61%1.66%1.67%0.53%0.65%0.50%0.76%0.26%0.85%0.66%0.90%

Drawdowns

VYMI vs. GDX - Drawdown Comparison

The maximum VYMI drawdown since its inception was -40.00%, smaller than the maximum GDX drawdown of -80.57%. Use the drawdown chart below to compare losses from any high point for VYMI and GDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.86%
-21.23%
VYMI
GDX

Volatility

VYMI vs. GDX - Volatility Comparison

The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 3.34%, while VanEck Vectors Gold Miners ETF (GDX) has a volatility of 9.40%. This indicates that VYMI experiences smaller price fluctuations and is considered to be less risky than GDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
3.34%
9.40%
VYMI
GDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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