^SP500TR vs. VYM

In the year-to-date period, ^SP500TR achieves a -3.34% return, which is significantly lower than VYM's -0.80% return. Over the past 10 years, ^SP500TR has outperformed VYM with an annualized return of 12.46%, while VYM has yielded a comparatively lower 9.50% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for S&P 500 Total Return (^SP500TR) 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 current ^SP500TR Sharpe Ratio is 0.52, which is comparable to the VYM Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of ^SP500TR 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.

The maximum ^SP500TR drawdown since its inception was -55.25%, roughly equal to the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for ^SP500TR and VYM. For additional features, visit the drawdowns tool.

S&P 500 Total Return (^SP500TR) has a higher volatility of 6.81% compared to Vanguard High Dividend Yield ETF (VYM) at 5.27%. This indicates that ^SP500TR's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.