VYMI vs. VIGI
Compare and contrast key facts about Vanguard International High Dividend Yield ETF (VYMI) and Vanguard International Dividend Appreciation ETF (VIGI).
VYMI and VIGI 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. VIGI is a passively managed fund by Vanguard that tracks the performance of the NASDAQ International DividendAchieversSelect Index. It was launched on Feb 25, 2016. Both VYMI and VIGI 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 VIGI.
Key characteristics
VYMI | VIGI | |
---|---|---|
YTD Return | 4.49% | 3.46% |
1Y Return | 19.36% | 15.87% |
3Y Return (Ann) | 6.42% | 3.20% |
5Y Return (Ann) | 7.16% | 8.00% |
Sharpe Ratio | 1.68 | 1.46 |
Daily Std Dev | 11.96% | 11.01% |
Max Drawdown | -40.00% | -31.01% |
Current Drawdown | 0.00% | -2.10% |
Correlation
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.
Compare stocks, funds, or ETFs
VYMI vs. VIGI - Expense Ratio Comparison
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Vanguard International High Dividend Yield ETF | 1.68 | ||||
Vanguard International Dividend Appreciation ETF | 1.46 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|
Vanguard International High Dividend Yield ETF | 4.86% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
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
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.