VYMI vs. LIWPX

Last updated Jun 9, 2026

VYMI (Vanguard International High Dividend Yield ETF) and LIWPX (BlackRock LifePath Index 2065 Fund) are both funds - VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index, while LIWPX is a Target Retirement Date fund managed by BlackRock. Over the past 5 years, VYMI returned 11.79%/yr vs 9.48%/yr for LIWPX. Their correlation of 0.85 suggests significant overlap in exposure. VYMI charges 0.07%/yr vs 0.35%/yr for LIWPX.

Performance

VYMI vs. LIWPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International High Dividend Yield ETF (VYMI) and BlackRock LifePath Index 2065 Fund (LIWPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VYMI achieves a 10.04% return, which is significantly higher than LIWPX's 9.12% return.

VYMI

• 1D: 0.24%
• 1M: -1.37%
• YTD: 10.04%
• 6M: 13.58%
• 1Y: 27.88%
• 3Y*: 20.99%
• 5Y*: 11.79%
• 10Y*: 10.62%

LIWPX

• 1D: -3.04%
• 1M: -1.10%
• YTD: 9.12%
• 6M: 9.89%
• 1Y: 24.26%
• 3Y*: 18.49%
• 5Y*: 9.48%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VYMI vs. LIWPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VYMI Vanguard International High Dividend Yield ETF	10.04%	38.05%	7.06%	17.07%	-7.02%	15.39%	-1.11%	4.17%
LIWPX BlackRock LifePath Index 2065 Fund	9.12%	21.32%	14.17%	21.22%	-18.52%	18.51%	15.12%	5.67%

Correlation

The correlation between VYMI and LIWPX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Oct 31, 2019	0.85

The correlation between VYMI and LIWPX has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.

Return for Risk

VYMI vs. LIWPX — Risk / Return Rank

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

VYMI

VYMI Risk / Return Rank: 69
VYMI Sharpe Ratio Rank: 73
VYMI Sortino Ratio Rank: 72
VYMI Omega Ratio Rank: 72
VYMI Calmar Ratio Rank: 61
VYMI Martin Ratio Rank: 65

LIWPX

LIWPX Risk / Return Rank: 51
LIWPX Sharpe Ratio Rank: 49
LIWPX Sortino Ratio Rank: 45
LIWPX Omega Ratio Rank: 46
LIWPX Calmar Ratio Rank: 53
LIWPX Martin Ratio Rank: 62

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. LIWPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and BlackRock LifePath Index 2065 Fund (LIWPX). 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.

	VYMI	LIWPX	Difference
Sharpe ratio: Return per unit of total volatility	2.14	1.94	+0.20
Sortino ratio: Return per unit of downside risk	2.91	2.66	+0.25
Omega ratio: Gain probability vs. loss probability	1.39	1.35	+0.03
Calmar ratio: Return relative to maximum drawdown	2.76	2.65	+0.12
Martin ratio: Return relative to average drawdown	10.83	11.69	-0.86
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. LIWPX - Sharpe Ratio Comparison

The current VYMI Sharpe Ratio is 2.14, which is comparable to the LIWPX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of VYMI and LIWPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VYMI	LIWPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.14	1.94	+0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.60	+0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.67	-0.02

Drawdowns

VYMI vs. LIWPX - Drawdown Comparison

The maximum VYMI drawdown since its inception was -40.00%, which is greater than LIWPX's maximum drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for VYMI and LIWPX.

Drawdown Indicators

	VYMI	LIWPX	Difference
Max Drawdown Largest peak-to-trough decline	-40.00%	-33.12%	-6.88%
Max Drawdown (1Y) Largest decline over 1 year	-10.14%	-9.57%	-0.57%
Max Drawdown (3Y) Largest decline over 3 years	-12.84%	-16.97%	+4.13%
Max Drawdown (5Y) Largest decline over 5 years	-24.05%	-26.57%	+2.52%
Max Drawdown (10Y) Largest decline over 10 years	-40.00%	—	—
Current Drawdown Current decline from peak	-2.52%	-3.52%	+1.00%
Average Drawdown Average peak-to-trough decline	-6.31%	-5.87%	-0.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	2.16%	+0.42%

Volatility

VYMI vs. LIWPX - Volatility Comparison

The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 3.69%, while BlackRock LifePath Index 2065 Fund (LIWPX) has a volatility of 4.68%. This indicates that VYMI experiences smaller price fluctuations and is considered to be less risky than LIWPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VYMI	LIWPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.69%	4.68%	-0.99%
Volatility (6M) Calculated over the trailing 6-month period	10.94%	10.65%	+0.29%
Volatility (1Y) Calculated over the trailing 1-year period	13.13%	13.05%	+0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.87%	15.90%	-1.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.88%	18.59%	-1.71%

VYMI vs. LIWPX - Expense Ratio Comparison

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

Dividends

VYMI vs. LIWPX - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 3.48%, more than LIWPX's 1.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
LIWPX BlackRock LifePath Index 2065 Fund	1.44%	1.57%	0.00%	1.76%	1.50%	1.58%	1.13%	0.83%	0.00%	0.00%	0.00%
VYMI Vanguard International High Dividend Yield ETF	3.48%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%

Frequently Asked Questions

Can I hold both VYMI and LIWPX in my portfolio?

VYMI and LIWPX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VYMI or LIWPX?

LIWPX has higher volatility (4.68%) compared to VYMI (3.69%). In terms of maximum drawdown, VYMI dropped -40.00% vs LIWPX's -33.12%.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.14 vs 1.94), 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.