VYMI vs. IDEV
Compare and contrast key facts about Vanguard International High Dividend Yield ETF (VYMI) and iShares Core MSCI International Developed Markets ETF (IDEV).
VYMI and IDEV 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. IDEV is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Investable Market Index. It was launched on Mar 21, 2017. Both VYMI and IDEV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VYMI or IDEV.
Performance
VYMI vs. IDEV - Performance Comparison
Returns By Period
In the year-to-date period, VYMI achieves a 8.94% return, which is significantly higher than IDEV's 5.92% return.
VYMI
8.94%
-2.42%
2.21%
15.33%
7.06%
N/A
IDEV
5.92%
-3.20%
-0.02%
12.64%
6.02%
N/A
Key characteristics
| VYMI | IDEV | |
|---|---|---|
| Sharpe Ratio | 1.26 | 1.02 |
| Sortino Ratio | 1.74 | 1.47 |
| Omega Ratio | 1.22 | 1.18 |
| Calmar Ratio | 2.23 | 1.56 |
| Martin Ratio | 6.80 | 4.92 |
| Ulcer Index | 2.24% | 2.62% |
| Daily Std Dev | 12.04% | 12.63% |
| Max Drawdown | -40.00% | -34.77% |
| Current Drawdown | -5.41% | -7.18% |
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VYMI vs. IDEV - Expense Ratio Comparison
VYMI has a 0.22% expense ratio, which is higher than IDEV's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VYMI and IDEV is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VYMI vs. IDEV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and iShares Core MSCI International Developed Markets ETF (IDEV). 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.
Dividends
VYMI vs. IDEV - Dividend Comparison
VYMI's dividend yield for the trailing twelve months is around 4.55%, more than IDEV's 3.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 4.55% | 4.58% | 4.71% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
IDEV iShares Core MSCI International Developed Markets ETF | 3.02% | 3.06% | 2.69% | 3.05% | 2.00% | 3.19% | 3.16% | 1.54% | 0.00% |
Drawdowns
VYMI vs. IDEV - Drawdown Comparison
The maximum VYMI drawdown since its inception was -40.00%, which is greater than IDEV's maximum drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for VYMI and IDEV. For additional features, visit the drawdowns tool.
Volatility
VYMI vs. IDEV - Volatility Comparison
Vanguard International High Dividend Yield ETF (VYMI) has a higher volatility of 3.90% compared to iShares Core MSCI International Developed Markets ETF (IDEV) at 3.49%. This indicates that VYMI's price experiences larger fluctuations and is considered to be riskier than IDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.