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

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.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.22%
13.08%
VYMI
VYM

Returns By Period

In the year-to-date period, VYMI achieves a 8.94% return, which is significantly lower than VYM's 21.19% return.


VYMI

YTD

8.94%

1M

-2.42%

6M

2.21%

1Y

15.33%

5Y (annualized)

7.06%

10Y (annualized)

N/A

VYM

YTD

21.19%

1M

1.79%

6M

13.08%

1Y

29.30%

5Y (annualized)

11.22%

10Y (annualized)

10.00%

Key characteristics


VYMIVYM
Sharpe Ratio1.262.81
Sortino Ratio1.743.99
Omega Ratio1.221.51
Calmar Ratio2.235.74
Martin Ratio6.8018.14
Ulcer Index2.24%1.64%
Daily Std Dev12.04%10.61%
Max Drawdown-40.00%-56.98%
Current Drawdown-5.41%-0.23%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


VYMI
Vanguard International High Dividend Yield ETF
Expense ratio chart for VYMI: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Correlation

-0.50.00.51.00.8

The correlation between VYMI and VYM 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VYMI, currently valued at 1.26, compared to the broader market0.002.004.001.262.81
The chart of Sortino ratio for VYMI, currently valued at 1.74, compared to the broader market-2.000.002.004.006.008.0010.0012.001.743.99
The chart of Omega ratio for VYMI, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.51
The chart of Calmar ratio for VYMI, currently valued at 2.23, compared to the broader market0.005.0010.0015.002.235.74
The chart of Martin ratio for VYMI, currently valued at 6.80, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.8018.14
VYMI
VYM

The current VYMI Sharpe Ratio is 1.26, which is lower than the VYM Sharpe Ratio of 2.81. 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.26
2.81
VYMI
VYM

Dividends

VYMI vs. VYM - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 4.55%, more than VYM's 2.74% yield.


TTM20232022202120202019201820172016201520142013
VYMI
Vanguard International High Dividend Yield ETF
4.55%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

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.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.41%
-0.23%
VYMI
VYM

Volatility

VYMI vs. VYM - Volatility Comparison

Vanguard International High Dividend Yield ETF (VYMI) and Vanguard High Dividend Yield ETF (VYM) have volatilities of 3.90% and 3.90%, 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.


2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
3.90%
3.90%
VYMI
VYM