Summary
VYMI
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 31.07% Volatility 15.96% Sharpe 1.81
Official loaded data — not a live quote.

VANGUARD INTERNATIONAL HIGH DIVIDEND YIELD INDEX FUND ETF SHARES

Symbol: VYMI

Exchange: NASDAQ

Sector: Financial_Services

Category: Foreign Large Value

Inception date: 25/02/2016

Latest date: 16/07/2026

Current price: $101.08

Expense ratio: 0.07%

Assets under management
$20.4B
0.23% 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

0.87%

Ann. -35.23% (Sharpe / Sortino numerator)

Volatility

23.43%

Sharpe ratio

-1.659

VaR 95%

-2.54%

CVaR 95%: -2.85%
Max drawdown: -5.96%
Sortino ratio: -2.452
Calmar ratio: -5.91

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

3.28%

Ann. 19.13% (Sharpe / Sortino numerator)

Volatility

17.41%

Sharpe ratio

0.890

VaR 95%

-1.78%

CVaR 95%: -2.34%
Max drawdown: -10.14%
Sortino ratio: 1.187
Calmar ratio: 1.89

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

11.32%

Ann. 28.03% (Sharpe / Sortino numerator)

Volatility

14.08%

Sharpe ratio

1.733

VaR 95%

-1.56%

CVaR 95%: -2.05%
Max drawdown: -10.14%
Sortino ratio: 2.275
Calmar ratio: 2.77

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

31.07%

Ann. 32.56% (Sharpe / Sortino numerator)

Volatility

15.96%

Sharpe ratio

1.813

VaR 95%

-1.35%

CVaR 95%: -2.31%
Max drawdown: -10.14%
Sortino ratio: 2.147
Calmar ratio: 3.21

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

55.08%

Ann. 22.63% (Sharpe / Sortino numerator)

Volatility

14.41%

Sharpe ratio

1.319

VaR 95%

-1.33%

CVaR 95%: -2.04%
Max drawdown: -12.84%
Sortino ratio: 1.693
Calmar ratio: 1.76

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

75.16%

Ann. 20.49% (Sharpe / Sortino numerator)

Volatility

13.62%

Sharpe ratio

1.238

VaR 95%

-1.32%

CVaR 95%: -1.87%
Max drawdown: -12.84%
Sortino ratio: 1.679
Calmar ratio: 1.60

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

0.111%

Best day

2.869%

08/04/2026
Worst day

-3.045%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $100.85 $101.34 $100.67 $101.08 776,600
15/07/2026 $100.93 $101.55 $100.83 $101.39 769,000
14/07/2026 $100.88 $101.42 $100.71 $100.79 717,400
13/07/2026 $100.58 $100.75 $99.98 $100.06 838,300
10/07/2026 $100.22 $100.67 $100.01 $100.57 897,300
09/07/2026 $99.65 $99.99 $99.51 $99.77 766,800
08/07/2026 $99.44 $99.60 $98.78 $99.57 1,326,400
07/07/2026 $100.47 $100.66 $99.77 $99.97 711,900
06/07/2026 $99.95 $100.31 $99.81 $100.28 1,100,800
02/07/2026 $99.31 $99.85 $98.75 $99.27 854,700