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VYMI vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

VYMI vs. USD=X - Performance Comparison

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

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Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYMI vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

VYMI vs. USD=X — Risk / Return Rank

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

VYMI
VYMI Risk / Return Rank: 7676
Overall Rank
VYMI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 8080
Sortino Ratio Rank
VYMI Omega Ratio Rank: 8080
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6868
Calmar Ratio Rank
VYMI Martin Ratio Rank: 7272
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and USD Cash (USD=X). 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.


VYMIUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

2.96

Martin ratioReturn relative to average drawdown

11.60

VYMI vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

VYMI vs. USD=X - Drawdown Comparison

The maximum VYMI drawdown since its inception was -40.00%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VYMI and USD=X.


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Drawdown Indicators


VYMIUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-40.00%

0.00%

-40.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.14%

0.00%

-10.14%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

0.00%

-12.84%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

0.00%

-24.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.00%

0.00%

-40.00%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.30%

0.00%

-6.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

0.00%

+2.59%

Volatility

VYMI vs. USD=X - Volatility Comparison

Vanguard International High Dividend Yield ETF (VYMI) has a higher volatility of 4.40% compared to USD Cash (USD=X) at 0.00%. This indicates that VYMI's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VYMIUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

0.00%

+4.40%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

0.00%

+11.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.33%

0.00%

+13.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

0.00%

+14.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

0.00%

+16.85%

Frequently Asked Questions


VYMI has higher volatility (4.40%) compared to USD=X (0.00%). In terms of maximum drawdown, VYMI dropped -40.00% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for VYMI and USD=X

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