Summary
VYM
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 16.31% Volatility 15.15% Sharpe 0.86
Official loaded data — not a live quote.

VANGUARD HIGH DIVIDEND YIELD INDEX FUND ETF SHARES

Symbol: VYM

Exchange: NYSE

Sector: Financial_Services

Category: Large Value

Inception date: 10/11/2006

Latest date: 15/10/2026

Current price: $159.97

Expense ratio: 0.04%

Assets under management
$95.8B
0.16% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.36%

Ann. -35.48% (Sharpe / Sortino numerator)

Volatility

12.40%

Sharpe ratio

-3.154

VaR 95%

-1.14%

CVaR 95%: -1.27%
Max drawdown: -4.93%
Sortino ratio: -5.570
Calmar ratio: -7.19

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.47%

Ann. 9.74% (Sharpe / Sortino numerator)

Volatility

11.53%

Sharpe ratio

0.530

VaR 95%

-1.15%

CVaR 95%: -1.33%
Max drawdown: -7.24%
Sortino ratio: 0.812
Calmar ratio: 1.35

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.75%

Ann. 12.05% (Sharpe / Sortino numerator)

Volatility

11.31%

Sharpe ratio

0.745

VaR 95%

-1.14%

CVaR 95%: -1.39%
Max drawdown: -7.24%
Sortino ratio: 1.135
Calmar ratio: 1.66

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

16.31%

Ann. 16.72% (Sharpe / Sortino numerator)

Volatility

15.15%

Sharpe ratio

0.864

VaR 95%

-1.16%

CVaR 95%: -2.13%
Max drawdown: -7.52%
Sortino ratio: 1.048
Calmar ratio: 2.22

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

29.14%

Ann. 13.86% (Sharpe / Sortino numerator)

Volatility

13.51%

Sharpe ratio

0.757

VaR 95%

-1.21%

CVaR 95%: -1.88%
Max drawdown: -14.46%
Sortino ratio: 0.997
Calmar ratio: 0.96

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

67.66%

Ann. 15.05% (Sharpe / Sortino numerator)

Volatility

12.66%

Sharpe ratio

0.902

VaR 95%

-1.16%

CVaR 95%: -1.72%
Max drawdown: -14.46%
Sortino ratio: 1.247
Calmar ratio: 1.04

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.062%

Best day

2.29%

06/02/2026
Worst day

-1.545%

20/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $159.71 $160.10 $159.42 $159.97 1,143,100
14/10/2026 $158.42 $159.06 $158.14 $159.06 1,062,400
13/10/2026 $159.68 $159.73 $158.41 $159.11 834,100
12/10/2026 $158.94 $159.36 $158.91 $159.24 994,800
09/10/2026 $158.19 $158.93 $158.09 $158.75 935,900
08/10/2026 $157.00 $158.33 $157.00 $158.25 908,300
07/10/2026 $157.63 $157.87 $157.07 $157.45 993,800
06/10/2026 $157.42 $158.61 $157.40 $158.37 1,120,300
05/10/2026 $156.43 $157.28 $155.39 $157.03 1,359,400
02/10/2026 $156.05 $156.78 $155.83 $156.46 1,230,300