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Vanguard High Dividend Yield Index Fund ETF Shares (VYM)

131.63 +0.94 (+0.72%)
As of 12:52:36 PM EST. Market Open.

ETF Summary

The manager employs an indexing investment approach designed to track the performance of the index, which consists of common stocks of companies that pay dividends that generally are higher than average. The adviser attempts to replicate the target index by investing all, or substantially all, of the fund's assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.

Risk Overview

Performance & Risk

YTD Return 19.54%
5y Average Return 10.41%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.77
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VYMCategory AverageVYMCategory AverageVYMCategory Average
Alpha 1.86 0.31 -1.8 -2.89 -1.25 -2.71
BETA 0.77 0.83 0.84 0.92 0.85 0.93
Mean Annual Return 1.03 0.94 1.03 1.03 0.89 0.85
R-squared 73.13 78.38 79.76 82.12 83.28 83.43
Standard Deviation 15.6 16.33 16.97 18.46 14.26 15.62
Sharpe Ratio 0.53 0.45 0.57 0.53 0.62 0.54
Treynor Ratio 9.85 15.33 10.59 13.57 9.8 7.94

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