See what your fund actually adds
Vanguard High Dividend Yield ETF VYM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | VYM | Replication |
|---|---|---|
| Annualized growth | 11.3% | 11.7% |
| Annualized volatility | 13.8% | 13.8% |
| Sharpe ratio | 0.85 | 0.87 |
| Maximum drawdown | 15.4% | 16.6% |
| Replication fit (R²) | 0.97 · Tracking error 2.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model VYM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTV | Style · Value | 84.6% |
| SCHD | Factor · Dividend | 9.1% |
| XLF | Sector · Financials | 3.3% |
| VOO | US Large Cap | 3.1% |