VYMI vs. RPIDX
VYMI (Vanguard International High Dividend Yield ETF) and RPIDX (T. Rowe Price Dynamic Credit Fund) are both funds - VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index, while RPIDX is a Nontraditional Bonds fund managed by T. Rowe Price. Over the past 5 years, VYMI returned 12.29%/yr vs 4.46%/yr for RPIDX. At a correlation of -0.05, they often move in opposite directions. VYMI charges 0.07%/yr vs 0.63%/yr for RPIDX.
Performance
VYMI vs. RPIDX - Performance Comparison
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Returns By Period
In the year-to-date period, VYMI achieves a 12.90% return, which is significantly higher than RPIDX's 0.28% return.
VYMI
- 1D
- 0.54%
- 1M
- 1.26%
- YTD
- 12.90%
- 6M
- 14.90%
- 1Y
- 29.88%
- 3Y*
- 21.73%
- 5Y*
- 12.29%
- 10Y*
- 11.24%
RPIDX
- 1D
- -0.12%
- 1M
- -0.28%
- YTD
- 0.28%
- 6M
- 1.67%
- 1Y
- 7.02%
- 3Y*
- 7.95%
- 5Y*
- 4.46%
- 10Y*
- —
VYMI vs. RPIDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 12.90% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 13.78% |
RPIDX T. Rowe Price Dynamic Credit Fund | 0.28% | 9.74% | 9.92% | 4.72% | -0.76% | 6.21% | 2.71% | 6.87% |
Correlation
The correlation between VYMI and RPIDX is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Jan 14, 2019 | -0.05 |
The correlation between VYMI and RPIDX shifts across timeframes, from -0.18 (1 year) to -0.03 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
VYMI vs. RPIDX — Risk / Return Rank
VYMI
RPIDX
VYMI vs. RPIDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and T. Rowe Price Dynamic Credit Fund (RPIDX). 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 | RPIDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.49 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 5.16 | -2.20 |
| Martin ratioReturn relative to average drawdown | 11.60 | 13.35 | -1.75 |
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Drawdowns
VYMI vs. RPIDX - Drawdown Comparison
The maximum VYMI drawdown since its inception was -40.00%, which is greater than RPIDX's maximum drawdown of -19.95%. Use the drawdown chart below to compare losses from any high point for VYMI and RPIDX.
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Drawdown Indicators
| VYMI | RPIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.00% | -19.95% | -20.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -1.34% | -8.80% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -3.17% | -9.67% |
Max Drawdown (5Y)Largest decline over 5 years | -24.05% | -7.31% | -16.74% |
Max Drawdown (10Y)Largest decline over 10 years | -40.00% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -1.87% | -4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 0.52% | +2.07% |
Volatility
VYMI vs. RPIDX - Volatility Comparison
Vanguard International High Dividend Yield ETF (VYMI) has a higher volatility of 4.40% compared to T. Rowe Price Dynamic Credit Fund (RPIDX) at 0.70%. This indicates that VYMI's price experiences larger fluctuations and is considered to be riskier than RPIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYMI | RPIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 0.70% | +3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.15% | 2.57% | +8.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 3.34% | +9.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 3.83% | +11.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 4.79% | +12.06% |
VYMI vs. RPIDX - Expense Ratio Comparison
VYMI has a 0.07% expense ratio, which is lower than RPIDX's 0.63% expense ratio.
Dividends
VYMI vs. RPIDX - Dividend Comparison
VYMI's dividend yield for the trailing twelve months is around 3.39%, less than RPIDX's 9.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
RPIDX T. Rowe Price Dynamic Credit Fund | 9.92% | 9.91% | 9.20% | 6.64% | 7.97% | 5.34% | 7.14% | 4.41% | 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 RPIDX have a correlation of -0.18, 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 RPIDX (0.70%). In terms of maximum drawdown, VYMI dropped -40.00% vs RPIDX's -19.95%.
VYMI currently has the higher Sharpe Ratio (2.26 vs 2.08), 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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