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

Correlation

The correlation between VYMI and VYM is 0.75, 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.


-0.50.00.51.0
Correlation: 0.8

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Performance

VYMI vs. VYM - Performance Comparison

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

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%NovemberDecember2025FebruaryMarchApril
-4.65%
-7.75%
VYMI
VYM

Key characteristics

Sharpe Ratio

VYMI:

0.28

VYM:

0.04

Sortino Ratio

VYMI:

0.45

VYM:

0.14

Omega Ratio

VYMI:

1.06

VYM:

1.02

Calmar Ratio

VYMI:

0.42

VYM:

0.04

Martin Ratio

VYMI:

1.17

VYM:

0.23

Ulcer Index

VYMI:

3.44%

VYM:

2.49%

Daily Std Dev

VYMI:

14.22%

VYM:

13.63%

Max Drawdown

VYMI:

-40.00%

VYM:

-56.98%

Current Drawdown

VYMI:

-9.59%

VYM:

-12.78%

Returns By Period

In the year-to-date period, VYMI achieves a 1.41% return, which is significantly higher than VYM's -7.67% return.


VYMI

YTD

1.41%

1M

-8.23%

6M

-4.65%

1Y

4.28%

5Y*

13.12%

10Y*

N/A

VYM

YTD

-7.67%

1M

-10.23%

6M

-7.75%

1Y

1.06%

5Y*

13.44%

10Y*

8.84%

*Annualized

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VYMI vs. VYM - Expense Ratio Comparison

VYMI has a 0.22% expense ratio, which is higher than VYM's 0.06% 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%.


Expense ratio chart for VYMI: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VYMI: 0.22%
Expense ratio chart for VYM: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VYM: 0.06%

Risk-Adjusted Performance

VYMI vs. VYM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VYMI
The Risk-Adjusted Performance Rank of VYMI is 6666
Overall Rank
The Sharpe Ratio Rank of VYMI is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 6666
Martin Ratio Rank

VYM
The Risk-Adjusted Performance Rank of VYM is 5252
Overall Rank
The Sharpe Ratio Rank of VYM is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 5151
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 5151
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 5454
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VYMI vs. VYM - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for VYMI, currently valued at 0.28, compared to the broader market-1.000.001.002.003.004.005.00
VYMI: 0.28
VYM: 0.04
The chart of Sortino ratio for VYMI, currently valued at 0.45, compared to the broader market-2.000.002.004.006.008.0010.00
VYMI: 0.45
VYM: 0.14
The chart of Omega ratio for VYMI, currently valued at 1.06, compared to the broader market0.501.001.502.002.50
VYMI: 1.06
VYM: 1.02
The chart of Calmar ratio for VYMI, currently valued at 0.42, compared to the broader market0.005.0010.0015.00
VYMI: 0.42
VYM: 0.04
The chart of Martin ratio for VYMI, currently valued at 1.17, compared to the broader market0.0020.0040.0060.0080.00
VYMI: 1.17
VYM: 0.23

The current VYMI Sharpe Ratio is 0.28, which is higher than the VYM Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of VYMI and VYM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
0.28
0.04
VYMI
VYM

Dividends

VYMI vs. VYM - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 4.79%, more than VYM's 3.15% yield.


TTM20242023202220212020201920182017201620152014
VYMI
Vanguard International High Dividend Yield ETF
4.79%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
3.15%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

Drawdowns

VYMI vs. VYM - Drawdown Comparison

The maximum VYMI drawdown since its inception was -40.00%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for VYMI and VYM. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.59%
-12.78%
VYMI
VYM

Volatility

VYMI vs. VYM - Volatility Comparison

The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 7.47%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 8.10%. This indicates that VYMI experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.47%
8.10%
VYMI
VYM

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