VYMI vs. VHYAX
Compare and contrast key facts about Vanguard International High Dividend Yield ETF (VYMI) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX).
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. VHYAX is managed by Vanguard. It was launched on Feb 7, 2019.
Performance
VYMI vs. VHYAX - Performance Comparison
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VYMI vs. VHYAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 6.37% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 11.42% |
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 3.81% | 15.39% | 17.39% | 6.68% | -0.45% | 26.08% | 1.06% | 16.67% |
Returns By Period
In the year-to-date period, VYMI achieves a 6.37% return, which is significantly higher than VHYAX's 3.81% return.
VYMI
- 1D
- 0.82%
- 1M
- -3.79%
- YTD
- 6.37%
- 6M
- 13.78%
- 1Y
- 33.76%
- 3Y*
- 20.74%
- 5Y*
- 12.62%
- 10Y*
- 10.30%
VHYAX
- 1D
- 1.80%
- 1M
- -3.94%
- YTD
- 3.81%
- 6M
- 6.29%
- 1Y
- 17.97%
- 3Y*
- 15.17%
- 5Y*
- 11.00%
- 10Y*
- —
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VYMI vs. VHYAX - Expense Ratio Comparison
VYMI has a 0.07% expense ratio, which is lower than VHYAX's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
VYMI vs. VHYAX — Risk / Return Rank
VYMI
VHYAX
VYMI vs. VHYAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX). 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 | VHYAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 1.18 | +0.95 |
Sortino ratioReturn per unit of downside risk | 2.82 | 1.68 | +1.14 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.26 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 3.09 | 1.69 | +1.40 |
Martin ratioReturn relative to average drawdown | 12.68 | 7.45 | +5.23 |
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 | VHYAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 1.18 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.79 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.65 | -0.02 |
Correlation
The correlation between VYMI and VHYAX is 0.76, 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.
Dividends
VYMI vs. VHYAX - Dividend Comparison
VYMI's dividend yield for the trailing twelve months is around 3.60%, more than VHYAX's 2.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 3.60% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 2.35% | 2.42% | 2.72% | 3.09% | 2.98% | 2.74% | 3.16% | 3.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VYMI vs. VHYAX - Drawdown Comparison
The maximum VYMI drawdown since its inception was -40.00%, which is greater than VHYAX's maximum drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for VYMI and VHYAX.
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Drawdown Indicators
| VYMI | VHYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.00% | -35.14% | -4.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.08% | -11.30% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -24.05% | -15.87% | -8.18% |
Max Drawdown (10Y)Largest decline over 10 years | -40.00% | — | — |
Current DrawdownCurrent decline from peak | -5.77% | -4.81% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -3.84% | -2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.56% | +0.14% |
Volatility
VYMI vs. VHYAX - Volatility Comparison
Vanguard International High Dividend Yield ETF (VYMI) has a higher volatility of 6.40% compared to Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) at 3.79%. This indicates that VYMI's price experiences larger fluctuations and is considered to be riskier than VHYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYMI | VHYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 3.79% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 8.01% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 15.19% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 14.01% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 18.11% | -1.22% |