ECML vs VYM
Euclidean Fundamental Value ETF vs Vanguard High Dividend Yield ETF
Which is better, ECML or VYM?
Each has led over a different period.
VYM has a lower expense ratio. ECML led over 1Y, VYM over 3Y and the full window. ECML is less concentrated, with 22.6% of the fund in its ten largest positions against 26.1%.
MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.
Side-by-Side Comparison
| Metric | ECML | VYM |
|---|---|---|
| Expense Ratio | 0.95% | 0.04%Best |
| AUM | $130M | $81.6B |
| Dividend Yield | 1.10% | 2.22% |
| Holdings | 63 | 613 |
| YTD Return | +20.99%Best | +11.35% |
| 1Y Return | +22.93%Best | +15.34% |
| 3Y Return (annualized) | +14.29% | +17.22%Best |
| 5Y Return (annualized) | - | +12.30% |
| Volatility (annualized) | 18.6% | 11.2%Best |
| Max Drawdown | -25.4% | -14.5%Best |
| $10,000 over 3.3 years | $16,413 | $16,727Best |
| Top 10 Weight | 22.6%Best | 26.1% |
| Fund Family | Euclidean Technologies | Vanguard (US) |
| Category | Equity | Equity |
| Style | Large Cap Value | Large Cap Value |
| Inception | May 18, 2023 | Nov 10, 2006 |
Volatility and max drawdown, and the $10,000 over 3.3 years row, are measured over the window both funds cover: May 18, 2023 to Sep 18, 2026 (3.3 years).
ECML vs VYM growth
Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 3.3 years both funds cover.
ECML vs VYM Performance
Euclidean Fundamental Value ETF (ECML) is an ETF from Euclidean Technologies and Vanguard High Dividend Yield ETF (VYM) is an ETF from Vanguard (US). Over the past year ECML returned +22.93% while VYM returned +15.34%. Year to date, ECML is up 20.99% versus a gain of 11.35% for VYM.
Over three years, ECML compounded at +14.29% per year against +17.22% for VYM.
Past performance does not guarantee future results.
Risk: Volatility and Drawdowns
ECML has been the more volatile fund, with annualized monthly volatility of 18.6% compared with 11.2% for VYM. 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 -25.4% for ECML and -14.5% for VYM. Drawdown depth is what each fund did in the worst stretch of the window measured above.
The two funds' monthly returns correlate at 0.85. They usually move together, but the gap leaves some room for diversification.
Fees and Cost Over Time
ECML charges 0.95% per year while VYM charges 0.04%. On a $10,000 position that is $95 vs $4 annually, a gap of $91 per year that compounds over a long holding period. On income, ECML currently yields 1.10% against 2.22% for VYM.
Holdings Overlap
39.0% of ECML's money is in holdings VYM also owns. 3.8% of VYM's money is in holdings ECML also owns.
The two portfolios partly overlap.
23 positions in common, counted across the 63 positions we hold weights for in ECML and 557 in VYM, against full books of 63 and 613.
What only one of them owns
Our book lists 505 positions for VYM that do not appear in our book for ECML (93.3% of the fund), and 39 for ECML that do not appear in VYM (59.3%).
Some of those will be the same company recorded under a different code in one of the two books, so the real difference in what you would own is no larger than this and may be smaller. We do not name the individual positions here for that reason.
Top Shared Holdings
| Stock | Weight in ECML | Weight in VYM | Difference |
|---|---|---|---|
| VLOValero Energy | 2.22% | 0.38% | 1.84% |
| DINOHF Sinclair Corp | 2.30% | 0.06% | 2.24% |
| MOAltria Group Inc | 1.83% | 0.46% | 1.37% |
| APAApa Corp | 2.17% | 0.05% | 2.12% |
| HRBH&R Block, Inc. | 2.19% | 0.02% | 2.17% |
| FOXAFox Corp. Class A | 2.15% | 0.05% | 2.10% |
| CFCf Industries Holdings Inc. | 2.11% | 0.08% | 2.03% |
| NEMNewmont Corp Common | 1.69% | 0.41% | 1.28% |
| OSKOshkosh Corp. | 2.05% | 0.04% | 2.01% |
| COPConocophillips Common Stock USD 0.01 | 1.36% | 0.60% | 0.76% |
39.0% of ECML is already inside VYM.
You probably hold more than these two. Add the rest and see how much of the whole book is the same companies twice.
Free for up to 10 holdings. No account needed.
Frequently Asked Questions
Which is cheaper, ECML or VYM?
ECML has an expense ratio of 0.95% while VYM charges 0.04%. VYM is the cheaper option, by $91 a year on a $10,000 investment.
Which performed better, ECML or VYM?
Over the past year ECML returned +22.93% vs +15.34% for VYM, so ECML leads on 1-year performance. Past performance does not guarantee future results. This is information, not a recommendation.
Which is riskier, ECML or VYM?
ECML has been the more volatile fund at 18.6% annualized versus 11.2% for VYM. Worst drawdown: ECML -25.4% vs VYM -14.5%.
Should I hold both ECML and VYM?
ECML and VYM have a monthly-return correlation of 0.85, so their returns are far enough apart for the mix to behave differently from either one alone. This is information, not a recommendation.
What is the holdings overlap between ECML and VYM?
39.0% of ECML's money is in holdings VYM also owns. 3.8% of VYM's is in holdings ECML also owns. They hold 23 positions in common, counted across the 63 positions we hold weights for in ECML and 557 in VYM.
Which pays a higher dividend, ECML or VYM?
ECML yields 1.10% while VYM yields 2.22%, so VYM currently pays the higher dividend yield.
Is VYM better than ECML?
VYM has a lower expense ratio. ECML led over 1Y, VYM over 3Y and the full window. ECML is less concentrated, with 22.6% of the fund in its ten largest positions against 26.1%. Which one suits a particular account depends on what it is for. This is information, not a recommendation.