VYMI vs. SHOP
VYMI (Vanguard International High Dividend Yield ETF) is Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index, while SHOP (Shopify Inc.) is a stock. Over the past 10 years, VYMI returned 11.24%/yr vs 43.59%/yr for SHOP. At a 0.36 correlation, their price movements are largely independent.
Performance
VYMI vs. SHOP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VYMI achieves a 12.90% return, which is significantly higher than SHOP's -32.76% return. Over the past 10 years, VYMI has underperformed SHOP with an annualized return of 11.24%, while SHOP has yielded a comparatively higher 43.59% annualized return.
VYMI
- 1D
- 0.54%
- 1M
- 1.28%
- YTD
- 12.90%
- 6M
- 14.90%
- 1Y
- 31.26%
- 3Y*
- 21.73%
- 5Y*
- 12.29%
- 10Y*
- 11.24%
SHOP
- 1D
- -2.02%
- 1M
- 11.11%
- YTD
- -32.76%
- 6M
- -34.08%
- 1Y
- 2.75%
- 3Y*
- 19.24%
- 5Y*
- -2.79%
- 10Y*
- 43.59%
VYMI vs. SHOP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 12.90% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 18.43% | -12.65% | 22.36% |
SHOP Shopify Inc. | -32.76% | 51.39% | 36.50% | 124.43% | -74.80% | 21.68% | 184.71% | 187.17% | 37.08% | 135.60% |
Correlation
The correlation between VYMI and SHOP is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016 | 0.36 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VYMI vs. SHOP — Risk / Return Rank
VYMI
SHOP
VYMI vs. SHOP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and Shopify Inc. (SHOP). 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 | SHOP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.27 | ||
| Sortino ratioReturn per unit of downside risk | +2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.05 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | -0.02 | +2.98 |
| Martin ratioReturn relative to average drawdown | 11.60 | -0.04 | +11.64 |
Loading charts...
Drawdowns
VYMI vs. SHOP - Drawdown Comparison
The maximum VYMI drawdown since its inception was -40.00%, smaller than the maximum SHOP drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for VYMI and SHOP.
Loading charts...
Drawdown Indicators
| VYMI | SHOP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.00% | -84.82% | +44.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -46.71% | +36.57% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -46.71% | +33.87% |
Max Drawdown (5Y)Largest decline over 5 years | -24.05% | -84.82% | +60.77% |
Max Drawdown (10Y)Largest decline over 10 years | -40.00% | -84.82% | +44.82% |
Current DrawdownCurrent decline from peak | 0.00% | -39.53% | +39.53% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -28.23% | +21.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 22.27% | -19.68% |
Volatility
VYMI vs. SHOP - Volatility Comparison
The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 4.40%, while Shopify Inc. (SHOP) has a volatility of 15.38%. This indicates that VYMI experiences smaller price fluctuations and is considered to be less risky than SHOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VYMI | SHOP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 15.38% | -10.98% |
Volatility (6M)Calculated over the trailing 6-month period | 11.15% | 43.41% | -32.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 57.03% | -43.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 65.55% | -50.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 59.07% | -42.22% |
Dividends
VYMI vs. SHOP - Dividend Comparison
VYMI's dividend yield for the trailing twelve months is around 3.39%, while SHOP has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
SHOP Shopify Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 SHOP have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHOP has higher volatility (15.38%) compared to VYMI (4.40%). In terms of maximum drawdown, VYMI dropped -40.00% vs SHOP's -84.82%.
VYMI currently has the higher Sharpe Ratio (2.26 vs -0.02), 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.
Find the right allocation for VYMI and SHOP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer