VYMI vs. WMT

Last updated Jun 9, 2026

VYMI (Vanguard International High Dividend Yield ETF) is Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index, while WMT (Walmart Inc.) is a stock. Over the past 10 years, VYMI returned 10.62%/yr vs 19.62%/yr for WMT. At a 0.24 correlation, their price movements are largely independent.

Performance

VYMI vs. WMT - Performance Comparison

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

Returns By Period

In the year-to-date period, VYMI achieves a 10.04% return, which is significantly higher than WMT's 7.98% return. Over the past 10 years, VYMI has underperformed WMT with an annualized return of 10.62%, while WMT has yielded a comparatively higher 19.62% annualized return.

VYMI

• 1D: 0.24%
• 1M: -1.37%
• YTD: 10.04%
• 6M: 13.58%
• 1Y: 27.88%
• 3Y*: 20.99%
• 5Y*: 11.79%
• 10Y*: 10.62%

WMT

• 1D: 0.80%
• 1M: -8.13%
• YTD: 7.98%
• 6M: 6.15%
• 1Y: 23.97%
• 3Y*: 34.37%
• 5Y*: 22.47%
• 10Y*: 19.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VYMI vs. WMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VYMI Vanguard International High Dividend Yield ETF	10.04%	38.05%	7.06%	17.07%	-7.02%	15.39%	-1.11%	18.43%	-12.65%	22.36%
WMT Walmart Inc.	7.98%	24.49%	73.99%	12.88%	-0.46%	1.97%	23.32%	30.16%	-3.43%	46.56%

Correlation

The correlation between VYMI and WMT is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (10Y) Calculated over the trailing 10-year period	0.24
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016	0.24

The correlation between VYMI and WMT shifts across timeframes, from 0.05 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

VYMI vs. WMT — Risk / Return Rank

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

VYMI

VYMI Risk / Return Rank: 69
VYMI Sharpe Ratio Rank: 73
VYMI Sortino Ratio Rank: 72
VYMI Omega Ratio Rank: 72
VYMI Calmar Ratio Rank: 61
VYMI Martin Ratio Rank: 65

WMT

WMT Risk / Return Rank: 71
WMT Sharpe Ratio Rank: 73
WMT Sortino Ratio Rank: 67
WMT Omega Ratio Rank: 67
WMT Calmar Ratio Rank: 70
WMT Martin Ratio Rank: 76

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. WMT - Risk-Adjusted Trends Comparison

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

	VYMI	WMT	Difference
Sharpe ratio: Return per unit of total volatility	2.14	1.02	+1.12
Sortino ratio: Return per unit of downside risk	2.91	1.54	+1.37
Omega ratio: Gain probability vs. loss probability	1.39	1.20	+0.19
Calmar ratio: Return relative to maximum drawdown	2.76	1.53	+1.23
Martin ratio: Return relative to average drawdown	10.83	5.02	+5.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VYMI vs. WMT - Sharpe Ratio Comparison

The current VYMI Sharpe Ratio is 2.14, which is higher than the WMT Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of VYMI and WMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VYMI	WMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.14	1.02	+1.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	1.04	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.91	-0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.64	0.00

Drawdowns

VYMI vs. WMT - Drawdown Comparison

The maximum VYMI drawdown since its inception was -40.00%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for VYMI and WMT.

Drawdown Indicators

	VYMI	WMT	Difference
Max Drawdown Largest peak-to-trough decline	-40.00%	-77.14%	+37.14%
Max Drawdown (1Y) Largest decline over 1 year	-10.14%	-15.75%	+5.61%
Max Drawdown (3Y) Largest decline over 3 years	-12.84%	-21.93%	+9.09%
Max Drawdown (5Y) Largest decline over 5 years	-24.05%	-25.74%	+1.69%
Max Drawdown (10Y) Largest decline over 10 years	-40.00%	-25.74%	-14.26%
Current Drawdown Current decline from peak	-2.52%	-10.71%	+8.19%
Average Drawdown Average peak-to-trough decline	-6.31%	-14.63%	+8.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	4.79%	-2.21%

Volatility

VYMI vs. WMT - Volatility Comparison

The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 3.69%, while Walmart Inc. (WMT) has a volatility of 10.26%. This indicates that VYMI experiences smaller price fluctuations and is considered to be less risky than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VYMI	WMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.69%	10.26%	-6.57%
Volatility (6M) Calculated over the trailing 6-month period	10.94%	18.59%	-7.65%
Volatility (1Y) Calculated over the trailing 1-year period	13.13%	23.72%	-10.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.87%	21.68%	-6.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.88%	21.73%	-4.85%

Dividends

VYMI vs. WMT - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 3.48%, more than WMT's 0.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VYMI Vanguard International High Dividend Yield ETF	3.48%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	0.00%
WMT Walmart Inc.	0.81%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%

Frequently Asked Questions

Can I hold both VYMI and WMT in my portfolio?

VYMI and WMT have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VYMI or WMT?

WMT has higher volatility (10.26%) compared to VYMI (3.69%). In terms of maximum drawdown, VYMI dropped -40.00% vs WMT's -77.14%.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.14 vs 1.02), 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.