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VYMI vs. VIGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VYMIVIGI
YTD Return4.49%3.46%
1Y Return19.36%15.87%
3Y Return (Ann)6.42%3.20%
5Y Return (Ann)7.16%8.00%
Sharpe Ratio1.681.46
Daily Std Dev11.96%11.01%
Max Drawdown-40.00%-31.01%
Current Drawdown0.00%-2.10%

Correlation

0.87
-1.001.00

The correlation between VYMI and VIGI is 0.87, 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.

Performance

VYMI vs. VIGI - Performance Comparison

In the year-to-date period, VYMI achieves a 4.49% return, which is significantly higher than VIGI's 3.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%60.00%70.00%80.00%90.00%OctoberNovemberDecember2024FebruaryMarch
83.90%
91.84%
VYMI
VIGI

Compare stocks, funds, or ETFs


Vanguard International High Dividend Yield ETF

Vanguard International Dividend Appreciation ETF

VYMI vs. VIGI - Expense Ratio Comparison

VYMI has a 0.22% expense ratio, which is higher than VIGI's 0.15% expense ratio.

VYMI
Vanguard International High Dividend Yield ETF
0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

VYMI vs. VIGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and Vanguard International Dividend Appreciation ETF (VIGI). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VYMI
Vanguard International High Dividend Yield ETF
1.68
VIGI
Vanguard International Dividend Appreciation ETF
1.46

VYMI vs. VIGI - Sharpe Ratio Comparison

The current VYMI Sharpe Ratio is 1.68, which roughly equals the VIGI Sharpe Ratio of 1.46. The chart below compares the 12-month rolling Sharpe Ratio of VYMI and VIGI.


Rolling 12-month Sharpe Ratio0.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.68
1.46
VYMI
VIGI

Dividends

VYMI vs. VIGI - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 4.86%, more than VIGI's 2.01% yield.


TTM20232022202120202019201820172016
VYMI
Vanguard International High Dividend Yield ETF
4.86%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%
VIGI
Vanguard International Dividend Appreciation ETF
2.01%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%

Drawdowns

VYMI vs. VIGI - Drawdown Comparison

The maximum VYMI drawdown since its inception was -40.00%, which is greater than VIGI's maximum drawdown of -31.01%. The drawdown chart below compares losses from any high point along the way for VYMI and VIGI


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch0
-2.10%
VYMI
VIGI

Volatility

VYMI vs. VIGI - Volatility Comparison

The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 2.43%, while Vanguard International Dividend Appreciation ETF (VIGI) has a volatility of 2.56%. This indicates that VYMI experiences smaller price fluctuations and is considered to be less risky than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%OctoberNovemberDecember2024FebruaryMarch
2.43%
2.56%
VYMI
VIGI