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VYMI vs. IBHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VYMI vs. IBHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International High Dividend Yield ETF (VYMI) and iShares iBonds 2029 Term High Yield and Income ETF (IBHI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VYMI achieves a 12.90% return, which is significantly higher than IBHI's 1.47% return.


VYMI

1D
0.54%
1M
2.62%
YTD
12.90%
6M
14.90%
1Y
31.26%
3Y*
21.73%
5Y*
12.29%
10Y*
11.24%

IBHI

1D
0.13%
1M
0.67%
YTD
1.47%
6M
2.17%
1Y
6.95%
3Y*
8.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYMI vs. IBHI - Yearly Performance Comparison


2026 (YTD)2025202420232022
VYMI
Vanguard International High Dividend Yield ETF
12.90%38.05%7.06%17.07%-4.15%
IBHI
iShares iBonds 2029 Term High Yield and Income ETF
1.47%7.88%8.33%14.21%-8.52%

Correlation

The correlation between VYMI and IBHI is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2022

0.60

The correlation between VYMI and IBHI has been stable across timeframes, ranging from 0.57 to 0.61 - a consistent structural relationship.

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Return for Risk

VYMI vs. IBHI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VYMI
VYMI Risk / Return Rank: 7676
Overall Rank
VYMI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 8080
Sortino Ratio Rank
VYMI Omega Ratio Rank: 8080
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6868
Calmar Ratio Rank
VYMI Martin Ratio Rank: 7272
Martin Ratio Rank

IBHI
IBHI Risk / Return Rank: 6969
Overall Rank
IBHI Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IBHI Sortino Ratio Rank: 6969
Sortino Ratio Rank
IBHI Omega Ratio Rank: 6363
Omega Ratio Rank
IBHI Calmar Ratio Rank: 7272
Calmar Ratio Rank
IBHI Martin Ratio Rank: 8181
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. IBHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and iShares iBonds 2029 Term High Yield and Income ETF (IBHI). 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.


VYMIIBHIDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.41

1.33

+0.07

Calmar ratioReturn relative to maximum drawdown

2.96

3.22

-0.26

Martin ratioReturn relative to average drawdown

11.60

14.06

-2.46

VYMI vs. IBHI - Sharpe Ratio Comparison

The current VYMI Sharpe Ratio is 2.26, which is comparable to the IBHI Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of VYMI and IBHI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VYMI vs. IBHI - Drawdown Comparison

The maximum VYMI drawdown since its inception was -40.00%, which is greater than IBHI's maximum drawdown of -13.65%. Use the drawdown chart below to compare losses from any high point for VYMI and IBHI.


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Drawdown Indicators


VYMIIBHIDifference

Max Drawdown

Largest peak-to-trough decline

-40.00%

-13.65%

-26.35%

Max Drawdown (1Y)

Largest decline over 1 year

-10.14%

-2.11%

-8.03%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-5.73%

-7.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.00%

Current Drawdown

Current decline from peak

0.00%

-0.21%

+0.21%

Average Drawdown

Average peak-to-trough decline

-6.30%

-2.83%

-3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

0.48%

+2.11%

Volatility

VYMI vs. IBHI - Volatility Comparison

Vanguard International High Dividend Yield ETF (VYMI) has a higher volatility of 4.40% compared to iShares iBonds 2029 Term High Yield and Income ETF (IBHI) at 0.97%. This indicates that VYMI's price experiences larger fluctuations and is considered to be riskier than IBHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VYMIIBHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

0.97%

+3.43%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

2.79%

+8.36%

Volatility (1Y)

Calculated over the trailing 1-year period

13.33%

3.82%

+9.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

7.96%

+6.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

7.96%

+8.89%

VYMI vs. IBHI - Expense Ratio Comparison

VYMI has a 0.07% expense ratio, which is lower than IBHI's 0.35% expense ratio.


Dividends

VYMI vs. IBHI - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 3.39%, less than IBHI's 6.70% yield.


PositionTTM2025202420232022202120202019201820172016
IBHI
iShares iBonds 2029 Term High Yield and Income ETF
6.70%6.79%6.66%6.48%5.26%0.00%0.00%0.00%0.00%0.00%0.00%
VYMI
Vanguard International High Dividend Yield ETF
3.39%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 IBHI have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VYMI has higher volatility (4.40%) compared to IBHI (0.97%). In terms of maximum drawdown, VYMI dropped -40.00% vs IBHI's -13.65%.

On 3-year performance, VYMI leads with 21.73% vs 8.77% for IBHI. On fees, VYMI is cheaper at 0.07% per year. On volatility, IBHI has been the lower-risk option at 0.97%. 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 21.73% return vs 8.77%. 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 0.35% for IBHI.

IBHI has the higher dividend yield at 6.70%, compared with 3.39% for VYMI.

VYMI is categorized as Dividend, while IBHI is High Yield Bonds. VYMI tracks FTSE All-World ex US High Dividend Yield Index, while IBHI tracks Bloomberg 2029 Term High Yield and Income Index - Benchmark TR Gross. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VYMI and 0.35% for IBHI.

VYMI currently has the higher Sharpe Ratio (2.26 vs 1.78), 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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