Summary
VYM
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 22.93% 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: 07/02/2019

Latest date: 16/07/2026

Current price: $160.85

Expense ratio: 0.04%

Assets under management
$96.2B
0.42% 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

0.89%

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

5.21%

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

9.36%

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

22.93%

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

36.82%

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

63.87%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.084%

Best day

2.29%

06/02/2026
Worst day

-2.031%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $160.18 $161.07 $160.05 $160.85 1,030,700
15/07/2026 $160.43 $160.89 $159.67 $160.10 1,127,100
14/07/2026 $161.07 $161.35 $160.16 $160.18 1,441,300
13/07/2026 $161.46 $161.67 $160.59 $160.86 1,598,900
10/07/2026 $160.83 $161.28 $160.44 $161.06 1,354,400
09/07/2026 $160.39 $161.16 $160.18 $160.55 934,600
08/07/2026 $160.39 $160.52 $159.74 $159.79 1,281,100
07/07/2026 $160.83 $161.32 $160.38 $160.64 1,015,600
06/07/2026 $160.14 $160.40 $159.61 $160.14 1,273,200
02/07/2026 $159.10 $159.74 $158.27 $159.48 1,496,900