VYMI vs. RLTY

Last updated Jun 21, 2026

VYMI (Vanguard International High Dividend Yield ETF) is Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index, while RLTY (Cohen & Steers Real Estate Opportunities & Income Fund) is a stock. Over the past 3 years, VYMI returned 21.05%/yr vs 14.37%/yr for RLTY. At a 0.48 correlation, their price movements are largely independent.

Performance

VYMI vs. RLTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International High Dividend Yield ETF (VYMI) and Cohen & Steers Real Estate Opportunities & Income Fund (RLTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VYMI achieves a 12.54% return, which is significantly higher than RLTY's 9.57% return.

VYMI

• 1D: 0.02%
• 1M: 0.76%
• YTD: 12.54%
• 6M: 13.53%
• 1Y: 32.55%
• 3Y*: 21.05%
• 5Y*: 13.03%
• 10Y*: 10.72%

RLTY

• 1D: 0.19%
• 1M: -1.27%
• YTD: 9.57%
• 6M: 11.78%
• 1Y: 11.76%
• 3Y*: 14.37%
• 5Y*: —
• 10Y*: —

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

VYMI vs. RLTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VYMI Vanguard International High Dividend Yield ETF	12.54%	38.05%	7.06%	17.07%	-8.87%
RLTY Cohen & Steers Real Estate Opportunities & Income Fund	9.57%	8.56%	15.40%	14.05%	-28.45%

Correlation

The correlation between VYMI and RLTY is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.48

Return for Risk

VYMI vs. RLTY — Risk / Return Rank

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

VYMI

VYMI Risk / Return Rank: 75
VYMI Sharpe Ratio Rank: 80
VYMI Sortino Ratio Rank: 79
VYMI Omega Ratio Rank: 79
VYMI Calmar Ratio Rank: 66
VYMI Martin Ratio Rank: 70

RLTY

RLTY Risk / Return Rank: 66
RLTY Sharpe Ratio Rank: 70
RLTY Sortino Ratio Rank: 63
RLTY Omega Ratio Rank: 61
RLTY Calmar Ratio Rank: 64
RLTY Martin Ratio Rank: 70

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. RLTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and Cohen & Steers Real Estate Opportunities & Income Fund (RLTY). 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	RLTY	Difference
Sharpe ratio: Return per unit of total volatility	2.40	0.90	+1.50
Sortino ratio: Return per unit of downside risk	3.27	1.35	+1.92
Omega ratio: Gain probability vs. loss probability	1.43	1.16	+0.27
Calmar ratio: Return relative to maximum drawdown	3.13	1.05	+2.08
Martin ratio: Return relative to average drawdown	12.29	3.48	+8.82

VYMI vs. RLTY - Sharpe Ratio Comparison

The current VYMI Sharpe Ratio is 2.40, which is higher than the RLTY Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of VYMI and RLTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VYMI vs. RLTY - Drawdown Comparison

The maximum VYMI drawdown since its inception was -40.00%, which is greater than RLTY's maximum drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for VYMI and RLTY.

Drawdown Indicators

	VYMI	RLTY	Difference
Max Drawdown Largest peak-to-trough decline	-40.00%	-35.44%	-4.56%
Max Drawdown (1Y) Largest decline over 1 year	-10.14%	-11.40%	+1.26%
Max Drawdown (3Y) Largest decline over 3 years	-12.84%	-20.81%	+7.97%
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	-0.95%	-1.97%	+1.02%
Average Drawdown Average peak-to-trough decline	-6.29%	-13.62%	+7.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	3.43%	-0.85%

Volatility

VYMI vs. RLTY - Volatility Comparison

Vanguard International High Dividend Yield ETF (VYMI) and Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) have volatilities of 4.13% and 3.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VYMI	RLTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	3.99%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	11.13%	10.30%	+0.83%
Volatility (1Y) Calculated over the trailing 1-year period	13.23%	13.32%	-0.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.87%	22.67%	-7.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.84%	22.67%	-5.83%

Dividends

VYMI vs. RLTY - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 4.71%, less than RLTY's 8.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
RLTY Cohen & Steers Real Estate Opportunities & Income Fund	8.55%	8.98%	8.93%	9.18%	6.94%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VYMI Vanguard International High Dividend Yield ETF	3.63%	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 RLTY in my portfolio?

VYMI and RLTY have a correlation of 0.45, 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 RLTY?

VYMI has higher volatility (4.13%) compared to RLTY (3.99%). In terms of maximum drawdown, VYMI dropped -40.00% vs RLTY's -35.44%.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.40 vs 0.90), 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.