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VYMI vs EWJ

Comparison between VANGUARD INTERNATIONAL HIGH DIVIDEND YIELD INDEX FUND ETF SHARES (VYMI, ETF) and ISHARES MSCI JAPAN ETF (EWJ, ETF).

5-Year PerformanceVYMI has outperformed EWJ, delivering a return of +14.5% compared to +10.0%

VYMI vs EWJ - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
VYMI
$22B
EWJ
$22B
Expense Ratio
Winner
VYMI
0.07%
EWJ
0.49%
Max Drawdown
Winner
VYMI
45.17%
EWJ
62.18%
Sharpe Ratio
Winner
VYMI
1.75
EWJ
0.97
5Y Beta
Winner
VYMI
0.60
EWJ
0.87
5Y Dividends CAGR
VYMI
18.03%
Winner
EWJ
28.08%

VYMI vs EWJ - Historical Returns

Returns include dividend reinvestment.

1M
Winner
VYMI
+3.89%
EWJ
+2.63%
3M
Winner
VYMI
+6.42%
EWJ
+4.72%
6M
Winner
VYMI
+6.82%
EWJ
+4.61%
1Y
Winner
VYMI
+29.75%
EWJ
+26.19%
5Y(CAGR)
Winner
VYMI
+14.52%
EWJ
+9.98%
10Y(CAGR)
Winner
VYMI
+10.94%
EWJ
+8.92%
Max(CAGR)
Winner
VYMI
+11.43%
EWJ
+3.33%

VYMI vs EWJ - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearVYMIEWJ
2026+18.16%+17.65%
2025+38.72%+26.06%
2024+7.75%+8.03%
2023+16.50%+19.75%
2022-7.70%-17.81%
2021+14.83%+2.38%
2020-2.46%+14.21%
2019+18.59%+18.51%
2018-13.52%-14.61%
2017+21.13%+23.26%
2016+11.88%+4.41%
2015N/A+8.97%
2014N/A-4.66%
2013N/A+22.93%
2012N/A+7.10%
2011N/A-15.57%
2010N/A+10.75%
2009N/A+2.60%
2008N/A-26.64%
2007N/A-5.43%
2006N/A+2.59%
2005N/A+25.83%
2004N/A+13.03%
2003N/A+36.18%
2002N/A-10.32%
2001N/A-29.91%
2000N/A-29.46%
1999N/A+12.29%

VYMI vs EWJ Drawdown Comparison

The maximum drawdown for VYMI was -40.01%, occurring on Mar 23, 2020. Recovery took 743 trading sessions.

The maximum drawdown for EWJ was -60.95%, occurring on Apr 25, 2003. Recovery took 4319 trading sessions.

The current EWJ drawdown is -3.34%.

RankVYMIEWJ
#1-40.01%
Jan 26, 2018 - Jan 8, 2021
-60.95%
Mar 31, 2000 - Jun 2, 2017
#2-24.08%
Feb 9, 2022 - Dec 13, 2023
-33.13%
Sep 15, 2021 - Mar 6, 2024
#3-12.83%
Mar 19, 2025 - Apr 28, 2025
-30.69%
Jan 26, 2018 - Nov 9, 2020
#4-10.68%
Apr 20, 2016 - Aug 10, 2016
-14.67%
Sep 26, 2024 - Apr 29, 2025
#5-10.12%
Feb 25, 2026 - Jun 12, 2026
-13.59%
Feb 11, 2026 - Jun 4, 2026
#6-8.30%
Sep 26, 2024 - Feb 26, 2025
-13.00%
Dec 31, 1999 - Mar 31, 2000
#7-7.17%
Jun 7, 2021 - Jan 7, 2022
-12.21%
Jul 16, 2024 - Aug 23, 2024
#8-6.82%
Jul 12, 2024 - Aug 19, 2024
-8.95%
Feb 16, 2021 - Sep 3, 2021
#9-5.38%
Jan 14, 2021 - Feb 16, 2021
-7.86%
Jun 22, 2026 - Aug 12, 2026
#10-4.96%
Sep 6, 2016 - Dec 7, 2016
-7.43%
Mar 21, 2024 - Jul 12, 2024
#11-4.91%
Mar 17, 2016 - Apr 13, 2016
-5.90%
Oct 6, 2025 - Oct 20, 2025
#12-4.45%
Apr 9, 2024 - May 6, 2024
-5.75%
Nov 12, 2025 - Dec 15, 2025
#13-4.35%
May 17, 2024 - Jul 12, 2024
-5.39%
Aug 30, 2024 - Sep 26, 2024
#14-4.12%
Nov 12, 2025 - Dec 4, 2025
-5.14%
Nov 26, 1999 - Dec 23, 1999
#15-3.68%
Jan 14, 2022 - Feb 9, 2022
-5.14%
Jun 4, 2026 - Jun 15, 2026

Correlation

Correlation between VYMI and EWJ is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97
-101

Dividend Comparison (1999 - 2026)

VYMI vs EWJ dividend yield comparison.

YearVYMIEWJ
20261.87%0.53%
20253.68%4.52%
20244.84%2.34%
20234.58%2.03%
20224.70%1.23%
20214.30%2.08%
20203.22%1.04%
20194.20%2.03%
20184.29%1.71%
20173.21%1.25%
20162.39%1.95%
20150.00%1.27%
20140.00%1.32%
20130.00%1.11%
20120.00%1.94%
20110.00%2.13%
20100.00%1.30%
20090.00%1.42%
20080.00%1.40%
20070.00%1.04%
20060.00%0.70%
20050.00%0.43%
20040.00%0.39%
20030.00%0.02%
20000.00%4.08%
19990.00%0.67%

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