VANGUARD HIGH DIVIDEND YIELD INDEX FUND ETF SHARES
Symbol: VYM
Exchange: NYSE ARCA
Sector: Financial_Services
Category: Large Value
Inception Date: 10/11/2006
Latest Date: 02/04/2026
Current Price: $148.11
Expense Ratio: 0.04%
Assets Under Management
$92.3B
0.78% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
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Performance Metrics
Return
-3.92%
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
Return
2.31%
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
Return
5.81%
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
Return
16.65%
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
Return
29.51%
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
Return
52.04%
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
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.066%
Best Day
6.883%
09/04/2025
Worst Day
-5.705%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $146.97 | $148.66 | $146.80 | $148.11 | 1,170,200 |
| 01/04/2026 | $148.47 | $148.69 | $147.73 | $147.95 | 2,067,000 |
| 31/03/2026 | $146.90 | $148.40 | $146.25 | $148.10 | 2,273,500 |
| 30/03/2026 | $146.82 | $147.07 | $144.95 | $145.48 | 1,808,500 |
| 27/03/2026 | $146.91 | $147.21 | $145.38 | $145.70 | 1,650,100 |
| 26/03/2026 | $147.39 | $148.50 | $147.11 | $147.22 | 1,437,400 |
| 25/03/2026 | $148.31 | $148.74 | $147.41 | $148.09 | 1,806,200 |
| 24/03/2026 | $145.78 | $148.11 | $145.60 | $147.36 | 2,513,600 |
| 23/03/2026 | $147.01 | $148.09 | $146.38 | $146.68 | 3,453,300 |
| 20/03/2026 | $146.65 | $147.12 | $144.72 | $145.17 | 2,972,500 |