Correlation
The correlation between VYMI and SPY is 0.73, 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.
VYMI vs. SPY
Compare and contrast key facts about Vanguard International High Dividend Yield ETF (VYMI) and SPDR S&P 500 ETF (SPY).
VYMI and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both VYMI and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VYMI or SPY.
Performance
VYMI vs. SPY - Performance Comparison
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Key characteristics
VYMI:
1.10
SPY:
0.70
VYMI:
1.51
SPY:
1.02
VYMI:
1.21
SPY:
1.15
VYMI:
1.32
SPY:
0.68
VYMI:
4.66
SPY:
2.57
VYMI:
3.63%
SPY:
4.93%
VYMI:
16.14%
SPY:
20.42%
VYMI:
-40.00%
SPY:
-55.19%
VYMI:
-0.39%
SPY:
-3.55%
Returns By Period
In the year-to-date period, VYMI achieves a 17.48% return, which is significantly higher than SPY's 0.87% return.
VYMI
17.48%
5.00%
14.67%
16.75%
11.64%
14.71%
N/A
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
Compare stocks, funds, or ETFs
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VYMI vs. SPY - Expense Ratio Comparison
VYMI has a 0.22% expense ratio, which is higher than SPY's 0.09% 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%.
Risk-Adjusted Performance
VYMI vs. SPY — Risk-Adjusted Performance Rank
VYMI
SPY
VYMI vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
VYMI vs. SPY - Dividend Comparison
VYMI's dividend yield for the trailing twelve months is around 4.13%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 4.13% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
VYMI vs. SPY - Drawdown Comparison
The maximum VYMI drawdown since its inception was -40.00%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VYMI and SPY.
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Volatility
VYMI vs. SPY - Volatility Comparison
The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 2.57%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.86%. This indicates that VYMI experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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