Data Source: from January 1972 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 16 2022
Category: Stocks
ETF: Vanguard High Dividend Yield (VYM)
ETF • LIVE PERFORMANCE (USD currency)
0.54%
1 Day
Aug 16 2022
3.65%
Current Month
August 2022

In the last 30 Years, the Vanguard High Dividend Yield (VYM) ETF obtained a 9.86% compound annual return, with a 15.65% standard deviation.

In 2021, the ETF granted a 3.42% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard High Dividend Yield (VYM) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

The Vanguard High Dividend Yield (VYM) ETF is part of the following Lazy Portfolios:

Portfolio Name Author VYM Weight
Aggressive Global Income 30.0%

Historical Returns as of Jul 31, 2022

Historical returns and stats of Vanguard High Dividend Yield (VYM) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

VANGUARD HIGH DIVIDEND YIELD (VYM) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 1972 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
4.60
4.61
0.00
1 - 0
3M
-0.24
-2.65
-7.86
Jun 2022 - Jun 2022
2 - 1
6M
-3.24
-8.18
-8.64
Apr 2022 - Jun 2022
3 - 3
YTD
-3.75
-9.42
-8.64
Apr 2022 - Jun 2022
3 - 4
1Y
4.07
-4.10
14.52
-8.64
Apr 2022 - Jun 2022
6 - 6
50% pos
3Y(*)
10.00
4.84
17.28
-23.98
Jan 2020 - Mar 2020
21 - 15
58% pos
5Y(*)
9.44
5.34
15.63
-23.98
Jan 2020 - Mar 2020
38 - 22
63% pos
10Y(*)
11.46
8.63
12.79
-23.98
Jan 2020 - Mar 2020
77 - 43
64% pos
15Y(*)
8.22
5.71
14.96
-51.74
Oct 2007 - Feb 2009
111 - 69
62% pos
20Y(*)
8.88
6.20
15.08
-51.79
Jun 2007 - Feb 2009
151 - 89
63% pos
25Y(*)
8.02
5.41
16.54
-51.79
Jun 2007 - Feb 2009
186 - 114
62% pos
30Y(*)
9.86
7.17
15.65
-51.79
Jun 2007 - Feb 2009
231 - 129
64% pos
MAX(*)
01 Jan 1972
10.43
6.20
15.99
-51.79
Jun 2007 - Feb 2009
373 - 234
61% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60% , 30Y: 2.52%

ETF Returns, up to December 2006, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Jul 31, 2022

Monthly correlations of Vanguard High Dividend Yield (VYM) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

VANGUARD HIGH DIVIDEND YIELD (VYM) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs VYM
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.87
0.92
0.92
0.75
0.75
US Large Cap
SPY
0.89
0.92
0.93
0.75
0.75
US Small Cap
IJR
0.83
0.89
0.85
0.68
0.68
US REITs
VNQ
0.80
0.76
0.66
0.60
0.60
US Technology
QQQ
0.75
0.75
0.74
0.52
0.52
Preferred Stocks
PFF
0.86
0.75
0.67
0.43
0.43
EAFE Stocks
EFA
0.97
0.92
0.84
0.60
0.59
World All Countries
VT
0.93
0.93
0.91
0.70
0.70
Emerging Markets
EEM
0.83
0.73
0.67
0.55
0.55
Europe
VGK
0.98
0.90
0.82
0.64
0.64
Pacific
VPL
0.85
0.86
0.77
0.46
0.46
Latin America
FLLA
0.68
0.66
0.60
0.52
0.51
US Total Bond Market
BND
0.53
0.15
0.11
0.13
0.13
Long Term Treasuries
TLT
0.31
-0.29
-0.25
-0.10
-0.10
US Cash
BIL
-0.16
-0.26
-0.20
0.01
0.01
TIPS
TIP
0.57
0.29
0.21
0.17
0.17
Investment Grade Bonds
LQD
0.67
0.44
0.37
0.27
0.27
High Yield Bonds
HYG
0.80
0.77
0.73
0.58
0.58
International Bond Market
BNDX
0.41
0.18
0.17
0.12
0.12
Emerging Market Bonds
EMB
0.88
0.62
0.55
0.49
0.49
Gold
GLD
0.26
0.07
-0.01
-0.02
-0.02
Commodities
DBC
0.39
0.59
0.47
0.23
0.23

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the Vanguard High Dividend Yield (VYM) ETF: Dividend Yield page.

An investment of 1000$, since August 1992, now would be worth 16813.08$, with a total return of 1581.31% (9.86% annualized).

The Inflation Adjusted Capital now would be 7973.10$, with a net total return of 697.31% (7.17% annualized).
An investment of 1000$, since January 1972, now would be worth 151413.45$, with a total return of 15041.34% (10.43% annualized).

The Inflation Adjusted Capital now would be 21004.38$, with a net total return of 2000.44% (6.20% annualized).

Drawdowns

Worst drawdowns since August 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-51.79% Jun 2007 Feb 2009 21 Mar 2012 37 58
-36.01% Jan 1999 Feb 2000 14 Jun 2001 16 30
-24.87% May 2002 Nov 2002 7 Jun 2003 7 14
-23.98% Jan 2020 Mar 2020 3 Dec 2020 9 12
-17.57% Jul 1998 Aug 1998 2 Nov 1998 3 5
-16.89% Sep 2001 Sep 2001 1 Mar 2002 6 7
-15.33% Aug 2003 Sep 2003 2 Dec 2004 15 17
-9.63% Feb 2018 Dec 2018 11 Mar 2019 3 14
-8.64% Jun 2015 Sep 2015 4 Mar 2016 6 10
-8.64% Apr 2022 Jun 2022 3 in progress 1 4
-7.43% Feb 1994 Jun 1994 5 Feb 1995 8 13
-6.68% Sep 2005 Dec 2005 4 Feb 2006 2 6
-6.31% May 2019 May 2019 1 Jul 2019 2 3
-6.17% Jun 1996 Jul 1996 2 Sep 1996 2 4
-5.93% Feb 2005 Mar 2005 2 May 2005 2 4
-4.68% Apr 2012 May 2012 2 Jun 2012 1 3
-4.56% Feb 1997 Mar 1997 2 May 1997 2 4
-4.00% Jan 2014 Jan 2014 1 Mar 2014 2 3
-3.99% Dec 2014 Jan 2015 2 Feb 2015 1 3
-3.91% Aug 2013 Aug 2013 1 Oct 2013 2 3

Worst drawdowns since January 1972.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-51.79% Jun 2007 Feb 2009 21 Mar 2012 37 58
-45.86% Jan 1973 Sep 1974 21 Dec 1976 27 48
-36.01% Jan 1999 Feb 2000 14 Jun 2001 16 30
-29.34% Sep 1987 Nov 1987 3 May 1989 18 21
-24.87% May 2002 Nov 2002 7 Jun 2003 7 14
-23.98% Jan 2020 Mar 2020 3 Dec 2020 9 12
-17.85% Dec 1980 Jul 1982 20 Oct 1982 3 23
-17.57% Jul 1998 Aug 1998 2 Nov 1998 3 5
-16.89% Sep 2001 Sep 2001 1 Mar 2002 6 7
-16.20% Jun 1990 Oct 1990 5 Feb 1991 4 9
-15.33% Aug 2003 Sep 2003 2 Dec 2004 15 17
-11.98% Mar 1980 Mar 1980 1 Jun 1980 3 4
-11.64% Sep 1978 Oct 1978 2 Mar 1979 5 7
-10.97% Jul 1983 May 1984 11 Jan 1985 8 19
-9.64% Jan 1977 Feb 1978 14 Apr 1978 2 16
-9.63% Feb 2018 Dec 2018 11 Mar 2019 3 14
-8.64% Jun 2015 Sep 2015 4 Mar 2016 6 10
-8.64% Apr 2022 Jun 2022 3 in progress 1 4
-7.92% Sep 1986 Sep 1986 1 Jan 1987 4 5
-7.43% Feb 1994 Jun 1994 5 Feb 1995 8 13

Rolling Returns ( more details)

Vanguard High Dividend Yield (VYM) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
11.80 66.73
Jul 1982 - Jun 1983
-44.44
Mar 2008 - Feb 2009
20.81%
2 Years
11.09 36.74
Mar 2009 - Feb 2011
-27.61
Mar 2007 - Feb 2009
12.50%
3 Years
11.06 30.70
Apr 1995 - Mar 1998
-15.73
Mar 2006 - Feb 2009
7.87%
5 Years
11.22 27.25
Aug 1982 - Jul 1987
-6.27
Mar 2004 - Feb 2009
2.74%
7 Years
11.32 21.23
Aug 1982 - Jul 1989
-3.08
Mar 2002 - Feb 2009
1.15%
10 Years
11.34 18.27
Sep 1977 - Aug 1987
-1.01
Mar 1999 - Feb 2009
0.20%
15 Years
11.15 18.21
Aug 1982 - Jul 1997
5.43
Mar 1994 - Feb 2009
0.00%
20 Years
11.21 16.91
Apr 1978 - Mar 1998
6.53
Jan 1999 - Dec 2018
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Vanguard High Dividend Yield (VYM) ETF: Rolling Returns page.

Seasonality

Vanguard High Dividend Yield (VYM) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
1.61
61%
0.49
61%
0.94
65%
1.68
71%
1.27
71%
0.62
49%
0.96
57%
0.52
58%
-0.65
46%
0.78
58%
1.46
68%
1.55
74%
Best
Year
20.7
2001
7.3
1998
9.6
2009
12.8
2003
8.8
1990
7.0
2003
8.6
2009
11.9
1982
7.4
2010
16.9
1974
12.3
2020
10.6
1991
Worst
Year
-13.0
2009
-13.6
2009
-13.6
2020
-12.0
2004
-7.9
2010
-10.3
2008
-10.5
2002
-15.7
1998
-16.9
2001
-22.3
1987
-12.1
1973
-8.6
2018
Statistics calculated for the period Jan 1972 - Jul 2022

Monthly/Yearly Returns

Vanguard High Dividend Yield (VYM) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
373 Positive Months (61%) - 234 Negative Months (39%)
Jan 1972 - Jul 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-3.75 -9.42 -0.5 -1.5 2.8 -4.2 3.5 -7.9 4.6
2021
+26.21 +17.91 -0.6 4.6 6.9 2.6 3.0 -1.2 0.6 2.1 -3.2 4.9 -2.3 6.8
2020
+1.14 -0.22 -2.5 -9.7 -13.6 10.3 2.8 -0.8 3.1 3.2 -2.6 -1.7 12.3 3.4
2019
+24.07 +21.30 6.1 3.8 0.5 2.8 -6.3 6.6 0.7 -2.1 3.9 1.0 2.3 3.0
2018
-5.91 -7.68 4.1 -4.7 -2.2 0.1 1.6 -0.3 4.1 1.1 0.4 -4.4 3.6 -8.6
2017
+16.42 +14.01 0.0 3.6 -0.3 -0.1 0.4 1.1 1.6 -0.2 3.0 1.7 3.1 1.5
2016
+17.05 +14.67 -2.8 0.5 6.6 0.7 1.4 2.2 2.4 -0.3 -0.4 -1.3 4.2 3.0
2015
+0.28 -0.45 -2.9 4.9 -1.8 1.7 0.4 -2.7 1.1 -5.7 -1.6 8.4 0.2 -1.0
2014
+13.52 +12.67 -4.0 3.6 2.5 2.1 1.6 2.0 -1.7 3.8 -1.2 2.5 3.0 -1.1
2013
+30.08 +28.16 5.7 2.1 3.6 3.0 0.7 -0.1 4.5 -3.9 2.4 4.7 2.3 2.0
2012
+12.69 +10.76 1.8 3.1 2.7 0.0 -4.7 5.0 2.1 0.8 2.6 -1.0 -0.3 0.3
2011
+10.54 +7.36 1.4 3.5 0.7 4.0 -0.6 -1.1 -2.7 -2.8 -4.2 8.1 1.3 3.2
2010
+14.22 +12.54 -3.1 2.4 5.5 1.7 -7.9 -4.3 7.3 -3.3 7.4 3.3 -0.5 6.3
2009
+17.16 +14.06 -13.0 -13.6 9.6 10.3 5.8 -0.3 8.6 4.9 2.9 -2.7 6.1 1.1
2008
-31.91 -31.97 -3.3 -4.8 1.0 2.2 -0.1 -10.3 1.9 1.7 -4.7 -14.8 -5.5 0.6
2007
+1.38 -2.59 0.6 -1.6 1.2 4.2 3.0 -2.1 -3.4 1.9 3.6 -0.3 -3.4 -2.0
2006
+25.71 +22.59 2.3 6.5 -0.4 -1.1 1.1 -0.8 2.9 3.7 -1.4 4.9 5.2 0.7
2005
+4.29 +0.85 2.1 -0.5 -5.5 1.9 4.4 5.0 2.4 1.7 -3.5 -0.1 3.1 -6.2
2004
+8.90 +5.47 4.5 -2.0 2.0 -12.0 3.0 0.2 -0.8 5.0 2.8 1.8 1.4 3.8
2003
+27.36 +25.01 2.2 2.1 1.6 12.8 2.1 7.0 4.3 -11.5 -4.3 4.9 2.3 2.9
2002
-14.01 -16.01 0.2 0.8 5.3 2.3 -1.3 -1.0 -10.5 6.9 -5.5 -4.3 -11.2 5.3
2001
+29.49 +27.51 20.7 -2.3 -1.7 3.7 1.3 3.1 2.2 3.2 -16.9 7.8 10.1 -0.8
2000
+11.32 +7.67 -2.6 -8.7 3.7 7.1 4.4 0.5 5.4 4.6 0.0 2.6 -5.0 0.0
1999
-28.01 -29.89 -5.8 -1.1 -5.6 -1.5 2.4 -1.2 -8.5 -1.4 -7.3 2.0 -10.9 8.0
1998
+23.26 +21.31 0.4 7.3 5.1 1.1 -2.7 3.5 -2.3 -15.7 6.7 7.5 6.2 6.5
1997
+30.99 +28.80 5.5 -0.1 -4.5 4.5 7.1 4.4 7.8 -3.7 5.8 -3.4 3.3 1.7
1996
+20.96 +17.07 2.7 1.6 1.1 2.4 2.7 -0.8 -5.4 3.1 5.4 1.4 6.8 -1.3
1995
+35.79 +32.42 2.2 4.0 2.7 2.5 3.5 3.0 4.0 1.1 3.6 -1.2 4.2 1.5
1994
-0.17 -2.77 3.1 -2.2 -4.4 0.9 1.0 -2.7 3.1 4.4 -1.8 1.6 -3.7 1.2
1993
+10.62 +7.67 1.0 0.5 2.5 -2.8 3.0 0.5 -0.3 3.9 0.0 1.6 -1.6 1.9
1992
+9.11 +6.03 0.0 1.3 -2.4 1.4 0.5 -1.8 3.9 -2.1 1.1 1.2 4.2 1.8
1991
+32.39 +28.46 5.0 6.9 2.9 0.4 4.0 -4.5 4.8 2.7 -1.2 1.7 -3.8 10.6
1990
-6.08 -11.48 -7.0 1.6 2.5 -2.8 8.8 -0.5 -1.1 -9.0 -5.2 -1.2 6.4 3.0
1989
+28.12 +22.43 6.6 -1.8 2.1 4.8 3.9 -0.2 7.6 2.3 -0.2 -2.8 1.6 1.8
1988
+17.32 +12.35 4.4 5.2 -1.4 1.1 -0.1 4.9 -0.6 -2.8 3.7 1.6 -1.6 2.0
1987
+2.61 -1.74 12.9 4.8 2.3 -1.5 0.5 4.2 4.6 3.8 -2.1 -22.3 -7.2 7.3
1986
+14.57 +13.33 0.8 7.1 5.8 -0.8 4.9 1.3 -5.9 6.4 -7.9 4.7 1.4 -2.9
1985
+31.27 +26.47 9.1 1.8 -0.4 -0.2 5.5 1.7 0.0 -0.7 -4.1 4.4 6.8 4.2
1984
+2.19 -1.70 -1.4 -4.0 1.2 0.3 -5.3 2.3 -2.1 11.1 0.0 0.0 -1.3 2.3
1983
+22.66 +18.18 4.1 3.0 3.5 7.4 1.3 3.8 -3.2 0.3 1.7 -2.8 3.0 -1.0
1982
+20.50 +16.05 -2.7 -5.1 -1.0 4.4 -2.8 -2.4 -2.0 11.9 1.7 11.8 5.1 1.5
1981
-4.15 -12.00 -4.1 1.6 4.6 -1.2 1.3 -1.0 -0.3 -5.6 -6.4 5.9 4.6 -2.8
1980
+33.15 +18.34 6.5 0.2 -12.0 5.2 6.0 3.7 6.9 2.3 2.9 2.1 10.6 -3.5
1979
+24.25 +9.67 4.9 -2.7 6.6 0.8 -1.4 4.6 1.5 6.5 0.2 -7.2 6.4 2.8
1978
+8.45 -0.52 -5.6 -1.0 3.4 8.3 2.3 -1.1 5.7 4.2 -0.7 -11.0 3.5 1.7
1977
-3.36 -9.43 -3.7 -1.6 -0.9 0.5 -1.1 5.2 -1.3 -1.4 0.1 -4.0 4.5 0.8
1976
+26.47 +20.60 12.6 0.6 2.7 -1.0 -0.9 4.5 -0.7 -0.2 2.5 -2.1 0.4 6.1
1975
+37.82 +28.88 14.1 5.9 3.1 4.8 5.6 5.2 -6.1 -2.3 -3.8 5.7 3.1 -1.1
1974
-27.81 -35.74 0.2 0.3 -2.3 -4.6 -4.1 -2.2 -7.1 -8.7 -11.1 16.9 -4.1 -2.7
1973
-18.18 -24.74 -2.7 -4.4 -0.7 -5.1 -2.3 -0.8 5.7 -2.9 5.3 0.0 -12.1 1.3
1972
+17.62 +13.75 2.8 3.2 0.9 0.6 1.7 -2.1 -0.4 3.6 -0.7 0.9 5.0 1.1

ETF Returns, up to December 2006, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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