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

Key characteristics


VZICXVYMI
YTD Return13.24%10.23%
1Y Return24.30%21.37%
3Y Return (Ann)4.65%6.15%
5Y Return (Ann)8.09%7.04%
Sharpe Ratio1.861.74
Sortino Ratio2.602.38
Omega Ratio1.321.30
Calmar Ratio2.433.12
Martin Ratio10.8310.81
Ulcer Index2.21%1.97%
Daily Std Dev12.84%12.23%
Max Drawdown-34.37%-40.00%
Current Drawdown-3.71%-4.29%

Correlation

-0.50.00.51.00.9

The correlation between VZICX and VYMI is 0.93, 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

VZICX vs. VYMI - Performance Comparison

In the year-to-date period, VZICX achieves a 13.24% return, which is significantly higher than VYMI's 10.23% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.64%
3.02%
VZICX
VYMI

Compare stocks, funds, or ETFs

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


VZICX vs. VYMI - Expense Ratio Comparison

VZICX has a 0.35% expense ratio, which is higher than VYMI's 0.22% expense ratio.


VZICX
Vanguard International Core Stock Fund Admiral Shares
Expense ratio chart for VZICX: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
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%

Risk-Adjusted Performance

VZICX vs. VYMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Core Stock Fund Admiral Shares (VZICX) and Vanguard International High Dividend Yield ETF (VYMI). 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.


VZICX
Sharpe ratio
The chart of Sharpe ratio for VZICX, currently valued at 1.86, compared to the broader market0.002.004.001.86
Sortino ratio
The chart of Sortino ratio for VZICX, currently valued at 2.60, compared to the broader market0.005.0010.002.60
Omega ratio
The chart of Omega ratio for VZICX, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for VZICX, currently valued at 2.43, compared to the broader market0.005.0010.0015.0020.0025.002.43
Martin ratio
The chart of Martin ratio for VZICX, currently valued at 10.83, compared to the broader market0.0020.0040.0060.0080.00100.0010.83
VYMI
Sharpe ratio
The chart of Sharpe ratio for VYMI, currently valued at 1.74, compared to the broader market0.002.004.001.74
Sortino ratio
The chart of Sortino ratio for VYMI, currently valued at 2.38, compared to the broader market0.005.0010.002.38
Omega ratio
The chart of Omega ratio for VYMI, currently valued at 1.30, compared to the broader market1.002.003.004.001.30
Calmar ratio
The chart of Calmar ratio for VYMI, currently valued at 3.12, compared to the broader market0.005.0010.0015.0020.0025.003.12
Martin ratio
The chart of Martin ratio for VYMI, currently valued at 10.81, compared to the broader market0.0020.0040.0060.0080.00100.0010.81

VZICX vs. VYMI - Sharpe Ratio Comparison

The current VZICX Sharpe Ratio is 1.86, which is comparable to the VYMI Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of VZICX and VYMI, 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 Ratio1.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.86
1.74
VZICX
VYMI

Dividends

VZICX vs. VYMI - Dividend Comparison

VZICX's dividend yield for the trailing twelve months is around 1.94%, less than VYMI's 4.49% yield.


TTM20232022202120202019201820172016
VZICX
Vanguard International Core Stock Fund Admiral Shares
1.94%2.20%2.10%2.82%1.89%0.11%0.00%0.00%0.00%
VYMI
Vanguard International High Dividend Yield ETF
4.49%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%

Drawdowns

VZICX vs. VYMI - Drawdown Comparison

The maximum VZICX drawdown since its inception was -34.37%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for VZICX and VYMI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.71%
-4.29%
VZICX
VYMI

Volatility

VZICX vs. VYMI - Volatility Comparison

Vanguard International Core Stock Fund Admiral Shares (VZICX) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 3.94% and 4.00%, 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%6.00%JuneJulyAugustSeptemberOctoberNovember
3.94%
4.00%
VZICX
VYMI