VYMI vs. VBTIX
VYMI (Vanguard International High Dividend Yield ETF) and VBTIX (Vanguard Total Bond Market Index Fund Institutional Shares) are both funds - VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index, while VBTIX is a Total Bond Market fund managed by Vanguard. Over the past 10 years, VYMI returned 10.62%/yr vs 1.53%/yr for VBTIX. At a correlation of -0.01, they often move in opposite directions. VYMI charges 0.07%/yr vs 0.04%/yr for VBTIX.
Performance
VYMI vs. VBTIX - Performance Comparison
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Returns By Period
In the year-to-date period, VYMI achieves a 10.04% return, which is significantly higher than VBTIX's -0.09% return. Over the past 10 years, VYMI has outperformed VBTIX with an annualized return of 10.62%, while VBTIX has yielded a comparatively lower 1.53% annualized return.
VYMI
- 1D
- 0.24%
- 1M
- -1.37%
- YTD
- 10.04%
- 6M
- 13.58%
- 1Y
- 27.88%
- 3Y*
- 20.99%
- 5Y*
- 11.79%
- 10Y*
- 10.62%
VBTIX
- 1D
- -0.41%
- 1M
- -0.49%
- YTD
- -0.09%
- 6M
- 0.35%
- 1Y
- 4.92%
- 3Y*
- 3.84%
- 5Y*
- 0.05%
- 10Y*
- 1.53%
VYMI vs. VBTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 10.04% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 18.43% | -12.65% | 22.36% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | -0.09% | 7.18% | 1.27% | 5.75% | -13.15% | -1.95% | 7.75% | 8.74% | -0.24% | 3.56% |
Correlation
The correlation between VYMI and VBTIX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2016 | -0.01 |
The correlation between VYMI and VBTIX shifts across timeframes, from -0.01 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VYMI vs. VBTIX — Risk / Return Rank
VYMI
VBTIX
VYMI vs. VBTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). 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.
| VYMI | VBTIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.20 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 1.52 | +1.24 |
| Martin ratioReturn relative to average drawdown | 10.83 | 4.51 | +6.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VYMI | VBTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.12 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.01 | +0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.31 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.94 | -0.30 |
Drawdowns
VYMI vs. VBTIX - Drawdown Comparison
The maximum VYMI drawdown since its inception was -40.00%, which is greater than VBTIX's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for VYMI and VBTIX.
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Drawdown Indicators
| VYMI | VBTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.00% | -18.90% | -21.10% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -2.89% | -7.25% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -5.99% | -6.85% |
Max Drawdown (5Y)Largest decline over 5 years | -24.05% | -18.13% | -5.92% |
Max Drawdown (10Y)Largest decline over 10 years | -40.00% | -18.90% | -21.10% |
Current DrawdownCurrent decline from peak | -2.52% | -2.76% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -2.32% | -3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 0.97% | +1.61% |
Volatility
VYMI vs. VBTIX - Volatility Comparison
Vanguard International High Dividend Yield ETF (VYMI) has a higher volatility of 3.69% compared to Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) at 1.31%. This indicates that VYMI's price experiences larger fluctuations and is considered to be riskier than VBTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYMI | VBTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 1.31% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 2.81% | +8.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 3.94% | +9.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.87% | 6.02% | +8.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 4.98% | +11.90% |
VYMI vs. VBTIX - Expense Ratio Comparison
VYMI has a 0.07% expense ratio, which is higher than VBTIX's 0.04% 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%.
Dividends
VYMI vs. VBTIX - Dividend Comparison
VYMI's dividend yield for the trailing twelve months is around 3.48%, less than VBTIX's 4.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 4.01% | 3.88% | 3.69% | 3.12% | 2.61% | 1.81% | 2.41% | 2.75% | 2.58% | 2.56% | 2.54% | 2.84% |
VYMI Vanguard International High Dividend Yield ETF | 3.48% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
Frequently Asked Questions
VYMI and VBTIX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VYMI has higher volatility (3.69%) compared to VBTIX (1.31%). In terms of maximum drawdown, VYMI dropped -40.00% vs VBTIX's -18.90%.
VYMI currently has the higher Sharpe Ratio (2.14 vs 1.12), 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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