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VYMI vs. SCHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VYMI and SCHY is 0.92, 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.


-0.50.00.51.00.9

Performance

VYMI vs. SCHY - Performance Comparison

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

5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.92%
5.62%
VYMI
SCHY

Key characteristics

Sharpe Ratio

VYMI:

0.76

SCHY:

0.10

Sortino Ratio

VYMI:

1.08

SCHY:

0.21

Omega Ratio

VYMI:

1.13

SCHY:

1.03

Calmar Ratio

VYMI:

1.11

SCHY:

0.09

Martin Ratio

VYMI:

3.39

SCHY:

0.28

Ulcer Index

VYMI:

2.72%

SCHY:

3.83%

Daily Std Dev

VYMI:

12.10%

SCHY:

10.91%

Max Drawdown

VYMI:

-40.00%

SCHY:

-24.03%

Current Drawdown

VYMI:

-7.86%

SCHY:

-11.51%

Returns By Period

In the year-to-date period, VYMI achieves a 6.13% return, which is significantly higher than SCHY's -1.95% return.


VYMI

YTD

6.13%

1M

-2.59%

6M

1.27%

1Y

7.19%

5Y*

5.78%

10Y*

N/A

SCHY

YTD

-1.95%

1M

-2.86%

6M

-0.04%

1Y

-0.50%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VYMI vs. SCHY - Expense Ratio Comparison

VYMI has a 0.22% expense ratio, which is higher than SCHY's 0.14% 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%.


VYMI
Vanguard International High Dividend Yield ETF
Expense ratio chart for VYMI: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for SCHY: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

VYMI vs. SCHY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and Schwab International Dividend Equity ETF (SCHY). 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.


Sharpe ratio
The chart of Sharpe ratio for VYMI, currently valued at 0.76, compared to the broader market0.002.004.000.760.10
The chart of Sortino ratio for VYMI, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.0010.001.080.21
The chart of Omega ratio for VYMI, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.03
The chart of Calmar ratio for VYMI, currently valued at 1.11, compared to the broader market0.005.0010.0015.001.110.09
The chart of Martin ratio for VYMI, currently valued at 3.39, compared to the broader market0.0020.0040.0060.0080.00100.003.390.28
VYMI
SCHY

The current VYMI Sharpe Ratio is 0.76, which is higher than the SCHY Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of VYMI and SCHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.76
0.10
VYMI
SCHY

Dividends

VYMI vs. SCHY - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 4.88%, more than SCHY's 4.65% yield.


TTM20232022202120202019201820172016
VYMI
Vanguard International High Dividend Yield ETF
4.88%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%
SCHY
Schwab International Dividend Equity ETF
4.65%3.97%3.68%1.73%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VYMI vs. SCHY - Drawdown Comparison

The maximum VYMI drawdown since its inception was -40.00%, which is greater than SCHY's maximum drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for VYMI and SCHY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.86%
-11.51%
VYMI
SCHY

Volatility

VYMI vs. SCHY - Volatility Comparison

Vanguard International High Dividend Yield ETF (VYMI) has a higher volatility of 3.34% compared to Schwab International Dividend Equity ETF (SCHY) at 3.04%. This indicates that VYMI's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%JulyAugustSeptemberOctoberNovemberDecember
3.34%
3.04%
VYMI
SCHY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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