Vanguard High Dividend Yield (VYM): Historical Returns

Data Source: from January 1976 to April 2024 (~48 years)
Consolidated Returns as of 30 April 2024
Live Update: May 23 2024, 10:59AM Eastern Time
Category: Stocks
Vanguard High Dividend Yield (VYM) ETF
Currency: USD
ETF • LIVE PERFORMANCE (USD currency)
0.74%
1 Day
May 23 2024, 10:59AM Eastern Time
2.76%
Current Month
May 2024

In the last 30 Years, the Vanguard High Dividend Yield (VYM) ETF obtained a 9.75% compound annual return, with a 14.58% standard deviation.

Table of contents
The first official book of
How to build wealth
with Lazy Portfolios and Passive Investing Strategies
Choose a goal
Employ the best metrics to evaluate it
Join the passive investing strategy
Discover new asset allocations in USD and EUR,
in addition to the lazy portfolios on the website.

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 Currency
Aggressive Global Income 30.00% USD

Investment Returns as of Apr 30, 2024

The Vanguard High Dividend Yield (VYM) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
VANGUARD HIGH DIVIDEND YIELD (VYM) ETF
Consolidated returns as of 30 April 2024
Live Update: May 23 2024, 10:59AM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Apr 30, 2024
  1 Day Time ET(*) May 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~48Y)
Vanguard High Dividend Yield (VYM) ETF -0.74 2.76 -3.74 17.76 12.46 9.14 9.47 9.75 12.05
US Inflation Adjusted return -4.04 15.63 8.81 4.76 6.44 7.02 8.11
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 3.36% , 5Y: 4.18% , 10Y: 2.85% , 30Y: 2.55%

In 2023, the Vanguard High Dividend Yield (VYM) ETF granted a 3.26% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard High Dividend Yield (VYM) ETF: Dividend Yield page.

Capital Growth as of Apr 30, 2024

An investment of 1$, since May 1994, now would be worth 16.31$, with a total return of 1530.94% (9.75% annualized).

The Inflation Adjusted Capital now would be 7.67$, with a net total return of 666.50% (7.02% annualized).
An investment of 1$, since January 1976, now would be worth 244.64$, with a total return of 24363.88% (12.05% annualized).

The Inflation Adjusted Capital now would be 43.43$, with a net total return of 4242.79% (8.11% annualized).

Investment Metrics as of Apr 30, 2024

Metrics of Vanguard High Dividend Yield (VYM) ETF, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
VANGUARD HIGH DIVIDEND YIELD (VYM) ETF
Advanced Metrics
Data Source: 1 January 1976 - 30 April 2024 (~48 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~48Y)
Investment Return (%) -3.74 4.14 17.76 12.46 7.20 9.14 9.47 8.77 9.75 12.05
Infl. Adjusted Return (%) details -4.04 2.97 15.63 8.81 1.61 4.76 6.44 6.01 7.02 8.11
US Inflation (%) 0.31 1.14 1.85 3.36 5.50 4.18 2.85 2.60 2.55 3.64
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -8.29 -14.13 -23.98 -23.98 -51.79 -51.79 -51.79
Start to Recovery (# months) details 5 8 12 12 58 58 58
Start (yyyy mm) 2023 08 2022 04 2020 01 2020 01 2007 06 2007 06 2007 06
Start to Bottom (# months) 3 6 3 3 21 21 21
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 2 2 9 9 37 37 37
End (yyyy mm) 2023 12 2022 11 2020 12 2020 12 2012 03 2012 03 2012 03
Longest Drawdown Depth (%)
same as
deepest
-8.97 -8.97 -9.63
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 13 13 14
Start (yyyy mm) 2023 08 2022 12 2022 12 2018 02 2007 06 2007 06 2007 06
Start to Bottom (# months) 3 6 6 11 21 21 21
Bottom (yyyy mm) 2023 10 2023 05 2023 05 2018 12 2009 02 2009 02 2009 02
Bottom to End (# months) 2 7 7 3 37 37 37
End (yyyy mm) 2023 12 2023 12 2023 12 2019 03 2012 03 2012 03 2012 03
Longest negative period (# months) details 6 24 24 37 68 139 139
Period Start (yyyy mm) 2023 05 2021 11 2021 11 2017 03 2005 01 1997 08 1997 08
Period End (yyyy mm) 2023 10 2023 10 2023 10 2020 03 2010 08 2009 02 2009 02
Annualized Return (%) -8.80 -0.72 -0.72 -0.07 -0.22 -0.61 -0.61
Deepest Drawdown Depth (%) -9.15 -18.04 -23.83 -23.83 -53.14 -53.14 -53.14
Start to Recovery (# months) details 5 27 14 14 68 68 68
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2007 06 2007 06 2007 06
Start to Bottom (# months) 3 9 3 3 21 21 21
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 2 18 11 11 47 47 47
End (yyyy mm) 2023 12 2024 03 2021 02 2021 02 2013 01 2013 01 2013 01
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-18.04 -18.04
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 27 27
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 06 2007 06 2007 06
Start to Bottom (# months) 3 9 9 9 21 21 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 18 18 18 47 47 47
End (yyyy mm) 2023 12 2024 03 2024 03 2024 03 2013 01 2013 01 2013 01
Longest negative period (# months) details 7 32 34 40 82 153 153
Period Start (yyyy mm) 2023 05 2021 06 2019 12 2016 12 2004 12 1999 01 1999 01
Period End (yyyy mm) 2023 11 2024 01 2022 09 2020 03 2011 09 2011 09 2011 09
Annualized Return (%) -0.29 -0.18 -0.38 -0.08 -0.17 -0.17 -0.17
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 14.33 15.44 17.18 14.12 14.21 14.58 14.73
Sharpe Ratio 0.50 0.29 0.42 0.58 0.52 0.51 0.55
Sortino Ratio 0.69 0.43 0.58 0.80 0.68 0.68 0.73
Ulcer Index 3.43 4.34 6.59 5.11 11.74 11.17 9.59
Ratio: Return / Standard Deviation 0.87 0.47 0.53 0.67 0.62 0.67 0.82
Ratio: Return / Deepest Drawdown 1.50 0.51 0.38 0.40 0.17 0.19 0.23
% Positive Months details 58% 52% 56% 60% 62% 63% 63%
Positive Months 7 19 34 72 150 228 369
Negative Months 5 17 26 48 90 132 211
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 9.47 16.58 16.58 22.33
Worst 10 Years Return (%) - Annualized 6.73 -2.14 -2.14
Best 10 Years Return (%) - Annualized 6.44 14.56 14.56 16.50
Worst 10 Years Return (%) - Annualized 4.90 -4.61 -4.61
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 54.80 33.50 23.48 16.58 10.36 9.75
Worst Rolling Return (%) - Annualized -44.44 -15.46 -6.84 -2.14 5.65
% Positive Periods 80% 84% 93% 97% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.04 23.79 15.17 8.89 5.51 9.11
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.94 7.92
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 51.54 30.20 20.98 14.56 7.86 7.02
Worst Rolling Return (%) - Annualized -44.44 -17.26 -9.23 -4.61 3.50
% Positive Periods 73% 78% 78% 91% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.04 23.79 15.17 8.89 5.51 9.11
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.94 7.92
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1976 - Apr 2024)
Best Rolling Return (%) - Annualized 66.63 38.28 35.01 22.33 18.89 14.21
Worst Rolling Return (%) - Annualized -44.44 -15.46 -6.84 -2.14 5.65 8.54
% Positive Periods 83% 90% 96% 98% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.04 23.79 15.17 8.89 5.51 6.62
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.94 5.58
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 62.60 34.24 30.90 16.50 13.88 9.61
Worst Rolling Return (%) - Annualized -44.44 -17.26 -9.23 -4.61 3.50 6.04
% Positive Periods 73% 84% 87% 95% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.04 23.79 15.17 8.89 5.51 6.62
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.94 5.58
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Apr 30, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

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 30 April 2024
Swipe left to see all data
Correlation vs VYM
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.88
0.90
0.92
0.94
0.94
SPY
US Large Cap
0.88
0.91
0.92
0.95
0.95
IJR
US Small Cap
0.88
0.90
0.87
0.80
0.80
VNQ
US REITs
0.87
0.80
0.72
0.62
0.62
QQQ
US Technology
0.60
0.70
0.72
0.73
0.73
PFF
Preferred Stocks
0.81
0.72
0.65
0.46
0.45
EFA
EAFE Stocks
0.96
0.90
0.86
0.80
0.76
VT
World All Countries
0.92
0.92
0.91
0.90
0.89
EEM
Emerging Markets
0.81
0.71
0.68
0.69
0.66
VGK
Europe
0.95
0.90
0.85
0.81
0.80
VPL
Pacific
0.92
0.83
0.80
0.67
0.62
FLLA
Latin America
0.78
0.75
0.62
0.62
0.62
BND
US Total Bond Market
0.75
0.38
0.28
0.16
0.17
TLT
Long Term Treasuries
0.78
0.04
-0.03
-0.09
-0.08
BIL
US Cash
0.22
-0.11
-0.08
0.00
-0.01
TIP
TIPS
0.80
0.48
0.39
0.19
0.20
LQD
Invest. Grade Bonds
0.79
0.55
0.47
0.30
0.31
HYG
High Yield Bonds
0.87
0.80
0.77
0.64
0.63
CWB
US Convertible Bonds
0.83
0.73
0.75
0.77
0.76
BNDX
International Bonds
0.66
0.41
0.32
0.13
0.14
EMB
Emerg. Market Bonds
0.89
0.70
0.62
0.56
0.56
GLD
Gold
0.25
0.18
0.06
0.02
0.02
DBC
Commodities
0.32
0.60
0.50
0.31
0.31

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

VANGUARD HIGH DIVIDEND YIELD (VYM) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1976 - 30 April 2024 (~48 years)
Inflation Adjusted:
Swipe left to see all data
Swipe left to see all data
Swipe left to see all data
Swipe left to see all data

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

VANGUARD HIGH DIVIDEND YIELD (VYM) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1976 - 30 April 2024 (~48 years)
Inflation Adjusted:

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

Seasonality

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

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
Swipe left to see all data
Swipe left to see all data

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Vanguard High Dividend Yield (VYM) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

VANGUARD HIGH DIVIDEND YIELD (VYM) ETF
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1976 - 30 April 2024 (~48 years)
228 Positive Months (63%) - 132 Negative Months (37%)
369 Positive Months (64%) - 211 Negative Months (36%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2006, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.