ASMF vs VYM
ASMF vs VYM
Virtus AlphaSimplex Managed Futures ETF vs Vanguard High Dividend Yield ETF
Quick Verdict
VYM has a lower expense ratio. VYM delivered stronger 1-year returns. VYM offers more diversification with 558 holdings.
Side-by-Side Comparison
| Metric | ASMF | VYM | Winner |
|---|---|---|---|
| Expense Ratio | 0.80% | 0.04% | |
| AUM | $30M | $79.0B | |
| Dividend Yield | 0.20% | 2.86% | |
| Holdings | 40 | 568 | |
| YTD Return | +6.58% | +15.80% | |
| 1Y Return | +14.72% | +26.12% | |
| 3Y Return (annualized) | - | +18.25% | |
| 5Y Return (annualized) | - | +12.51% | |
| Volatility (annualized) | 8.5% | 14.6% | |
| Max Drawdown | -15.3% | -58.8% | |
| Fund Family | Virtus Investment Partners | Vanguard (US) | |
| Category | Alternative | Equity | |
| Inception | May 15, 2024 | Nov 10, 2006 |
ASMF vs VYM Performance
Virtus AlphaSimplex Managed Futures ETF (ASMF) is a ETF from Virtus Investment Partners and Vanguard High Dividend Yield ETF (VYM) is a ETF from Vanguard (US). Over the past year ASMF returned +14.72% while VYM returned +26.12%. Year to date, ASMF is up 6.58% versus a gain of 15.80% for VYM.
Risk: Volatility and Drawdowns
VYM has been the more volatile fund, with annualized monthly volatility of 14.6% compared with 8.5% for ASMF. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.
The deepest peak-to-trough decline in our data was -15.3% for ASMF and -58.8% for VYM. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.
The two funds' monthly returns correlate at 0.43. They move independently enough that combining them can meaningfully diversify a portfolio.
Fees and Cost Over Time
ASMF charges 0.80% per year while VYM charges 0.04%. On a $10,000 position that is $80 vs $4 annually, a gap of $76 per year that compounds over a long holding period. On income, ASMF currently yields 0.20% against 2.86% for VYM.
Frequently Asked Questions
Which is cheaper, ASMF or VYM?
ASMF has an expense ratio of 0.80% while VYM charges 0.04%. VYM is the cheaper option. On a $10,000 investment, that is $76 per year of difference.
Which performed better, ASMF or VYM?
Over the past year ASMF returned +14.72% vs +26.12% for VYM, so VYM leads on 1-year performance. Over the longest common window we track (2 years), ASMF annualized +2.04% vs +7.07% for VYM. Past performance does not guarantee future results.
Which is riskier, ASMF or VYM?
VYM has been the more volatile fund at 14.6% annualized versus 8.5% for ASMF. Worst drawdown: ASMF -15.3% vs VYM -58.8%.
Should I hold both ASMF and VYM?
ASMF and VYM have a monthly-return correlation of 0.43, so combining them can provide real diversification depending on your allocation goals.
Which pays a higher dividend, ASMF or VYM?
ASMF yields 0.20% while VYM yields 2.86%, so VYM currently pays the higher dividend yield.
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