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VYMI vs. VITSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VYMI vs. VITSX

Last updated Jun 14, 2026

VYMI (Vanguard International High Dividend Yield ETF) and VITSX (Vanguard Total Stock 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 VITSX is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, VYMI returned 11.24%/yr vs 14.94%/yr for VITSX. A 0.73 correlation means they provide meaningful diversification when combined. VYMI charges 0.07%/yr vs 0.03%/yr for VITSX.

Performance

VYMI vs. VITSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International High Dividend Yield ETF (VYMI) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VYMI achieves a 12.90% return, which is significantly higher than VITSX's 9.11% return. Over the past 10 years, VYMI has underperformed VITSX with an annualized return of 11.24%, while VITSX has yielded a comparatively higher 14.94% annualized return.

VYMI

1D
0.54%
1M
1.28%
YTD
12.90%
6M
14.90%
1Y
31.26%
3Y*
21.73%
5Y*
12.29%
10Y*
11.24%

VITSX

1D
1.88%
1M
-0.74%
YTD
9.11%
6M
9.18%
1Y
25.69%
3Y*
20.73%
5Y*
12.10%
10Y*
14.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYMI vs. VITSX - 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%
VITSX
Vanguard Total Stock Market Index Fund Institutional Shares		9.11%17.14%23.25%26.51%-19.51%25.74%20.99%30.80%-5.18%21.16%

Correlation

The correlation between VYMI and VITSX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2016

0.73

The correlation between VYMI and VITSX has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.

VYMI vs. VITSX - Sectors Allocation Comparison

Sectors
VYMI
VITSX

Financial Services

41.9%
11.9%

Energy

9.5%
3.8%

Consumer Defensive

7.0%
4.7%

Basic Materials

6.8%
2.0%

Healthcare

6.6%
9.1%

Industrials

6.6%
9.5%

Consumer Cyclical

6.5%
9.8%

Utilities

5.6%
2.7%

Technology

4.3%
33.3%

Communication Services

4.0%
10.1%

Real Estate

1.3%
2.4%

Financial Services

VYMI
41.9%
VITSX
11.9%

Energy

VYMI
9.5%
VITSX
3.8%

Consumer Defensive

VYMI
7.0%
VITSX
4.7%

Basic Materials

VYMI
6.8%
VITSX
2.0%

Healthcare

VYMI
6.6%
VITSX
9.1%

Industrials

VYMI
6.6%
VITSX
9.5%

Consumer Cyclical

VYMI
6.5%
VITSX
9.8%

Utilities

VYMI
5.6%
VITSX
2.7%

Technology

VYMI
4.3%
VITSX
33.3%

Communication Services

VYMI
4.0%
VITSX
10.1%

Real Estate

VYMI
1.3%
VITSX
2.4%

Compare stocks, funds, or ETFs

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Vanguard International High Dividend Yield ETF

Vanguard Total Stock Market Index Fund Institutional Shares

Often compared with VYMI:
VYMI vs. VYMVYMI vs. SCHYVYMI vs. SCHDVYMI vs. VIGIVYMI vs. VOOVYMI vs. IDEVVYMI vs. VT
Often compared with VITSX:
VITSX vs. VTSAXVITSX vs. VINIXVITSX vs. VTIVITSX vs. SWPPXVITSX vs. VTIAXVITSX vs. VOOVITSX vs. TRLGX

Return for Risk

VYMI vs. VITSX — 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
VITSX
VITSX Risk / Return Rank: 7272
Overall Rank
VITSX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VITSX Sortino Ratio Rank: 6666
Sortino Ratio Rank
VITSX Omega Ratio Rank: 6666
Omega Ratio Rank
VITSX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VITSX Martin Ratio Rank: 8383
Martin Ratio Rank
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. VITSX - 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 Stock Market Index Fund Institutional Shares (VITSX). 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.

VYMIVITSXDifference
Sharpe ratioReturn per unit of total volatility
2.26
1.94

+0.31

Sortino ratioReturn per unit of downside risk
3.08
2.65

+0.44

Omega ratioGain probability vs. loss probability

1.41

1.35

+0.06

Calmar ratioReturn relative to maximum drawdown

2.96

2.77

+0.19

Martin ratioReturn relative to average drawdown

11.60

12.46

-0.87

VYMI vs. VITSX - Sharpe Ratio Comparison

The current VYMI Sharpe Ratio is 2.26, which is comparable to the VITSX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of VYMI and VITSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

VYMI vs. VITSX - Drawdown Comparison

The maximum VYMI drawdown since its inception was -40.00%, smaller than the maximum VITSX drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for VYMI and VITSX.

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Drawdown Indicators

VYMIVITSXDifference

Max Drawdown

Largest peak-to-trough decline

-40.00%

-55.30%

+15.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.14%

-8.92%

-1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-19.36%

+6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

-25.36%

+1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-40.00%

-34.97%

-5.03%

Current Drawdown

Current decline from peak

0.00%

-2.56%

+2.56%

Average Drawdown

Average peak-to-trough decline

-6.30%

-10.06%

+3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.98%

+0.61%

Volatility

VYMI vs. VITSX - Volatility Comparison

Vanguard International High Dividend Yield ETF (VYMI) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) have volatilities of 4.40% and 4.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VYMIVITSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

4.60%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

9.93%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

13.33%

12.72%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

17.44%

-2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

18.44%

-1.59%

VYMI vs. VITSX - Expense Ratio Comparison

VYMI has a 0.07% expense ratio, which is higher than VITSX's 0.03% 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. VITSX - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 3.39%, more than VITSX's 1.03% yield.

PositionTTM20252024202320222021202020192018201720162015
VITSX
Vanguard Total Stock Market Index Fund Institutional Shares		1.03%1.12%1.27%1.43%1.66%1.21%1.42%1.77%2.04%1.71%1.93%1.99%
VYMI
Vanguard International High Dividend Yield ETF		3.39%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 VITSX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VITSX has higher volatility (4.60%) compared to VYMI (4.40%). In terms of maximum drawdown, VYMI dropped -40.00% vs VITSX's -55.30%.

VYMI currently has the higher Sharpe Ratio (2.26 vs 1.94), 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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