VYMI vs. HIGH
VYMI (Vanguard International High Dividend Yield ETF) and HIGH (Simplify Enhanced Income ETF) are both exchange-traded funds - VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index, while HIGH is a Derivative Income fund actively managed by Simplify. VYMI is passively managed, while HIGH is actively managed. Over the past 3 years, VYMI returned 22.89%/yr vs 3.96%/yr for HIGH. Their 0.29 correlation means their historical movements had little consistent relationship. VYMI charges 0.07%/yr vs 0.50%/yr for HIGH.
Performance
VYMI vs. HIGH - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VYMI achieves a 18.16% return, which is significantly higher than HIGH's 3.34% return.
VYMI
- 1D
- 0.45%
- 1M
- 4.99%
- 6M
- 10.02%
- YTD
- 18.16%
- 1Y
- 33.89%
- 3Y*
- 22.89%
- 5Y*
- 13.93%
- 10Y*
- 11.00%
- ALL TIME*
- 11.40%
HIGH
- 1D
- 3.19%
- 1M
- 3.92%
- 6M
- 4.37%
- YTD
- 3.34%
- 1Y
- 2.23%
- 3Y*
- 3.96%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $283.86K | $263.10K | $543.80K | |
| $81.12M | $82.35M | $91.64M |
VYMI vs. HIGH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 18.16% | 38.05% | 7.06% | 17.07% | 9.66% |
HIGH Simplify Enhanced Income ETF | 3.34% | 4.35% | 1.52% | 7.70% | 0.47% |
Correlation
The correlation between VYMI and HIGH is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2022 | 0.29 |
The correlation between VYMI and HIGH shifts across timeframes, from 0.29 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VYMI vs. HIGH — Risk / Return Rank
VYMI
HIGH
VYMI vs. HIGH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and Simplify Enhanced Income ETF (HIGH). 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 | HIGH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.30 | ||
| Sortino ratioReturn per unit of downside risk | +3.01 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.06 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 0.32 | +3.04 |
| Martin ratioReturn relative to average drawdown | 13.26 | 0.50 | +12.76 |
Loading charts...
Drawdowns
VYMI vs. HIGH - Drawdown Comparison
The maximum VYMI drawdown since its inception was -40.00%, which is greater than HIGH's maximum drawdown of -9.50%. Use the drawdown chart below to compare losses from any high point for VYMI and HIGH.
Loading charts...
Drawdown Indicators
| VYMI | HIGH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.00% | -9.50% | -30.50% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -7.08% | -3.06% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -9.50% | -3.34% |
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 | 0.00% | -3.65% | +3.65% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -2.59% | -3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 4.47% | -1.91% |
Volatility
VYMI vs. HIGH - Volatility Comparison
The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 3.30%, while Simplify Enhanced Income ETF (HIGH) has a volatility of 3.91%. This indicates that VYMI experiences smaller price fluctuations and is considered to be less risky than HIGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VYMI | HIGH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 3.91% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 5.09% | +6.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.22% | 7.97% | +5.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 9.61% | +5.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 9.61% | +6.94% |
VYMI vs. HIGH - Expense Ratio Comparison
VYMI has a 0.07% expense ratio, which is lower than HIGH's 0.50% expense ratio.
Dividends
VYMI vs. HIGH - Dividend Comparison
VYMI's dividend yield for the trailing twelve months is around 3.46%, less than HIGH's 6.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
HIGH Simplify Enhanced Income ETF | 6.59% | 7.71% | 8.34% | 9.40% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.46% | 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 HIGH have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HIGH has higher volatility (3.91%) compared to VYMI (3.30%). In terms of maximum drawdown, VYMI dropped -40.00% vs HIGH's -9.50%.
On 3-year performance, VYMI leads with 22.89% vs 3.96% for HIGH. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 3.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, VYMI has performed better with a 22.89% return vs 3.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VYMI is cheaper with a 0.07% expense ratio, compared with 0.50% for HIGH.
HIGH has the higher dividend yield at 6.59%, compared with 3.46% for VYMI.
VYMI is categorized as Dividend, while HIGH is Derivative Income. They also come from different issuers: Vanguard and Simplify. Their fees differ too: 0.07% for VYMI and 0.50% for HIGH.
VYMI currently has the higher Sharpe Ratio (2.59 vs 0.28), 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.
Find the right allocation for VYMI and HIGH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer