PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Vanguard High-Yield Corporate Fund Admiral Shares ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9220317609

CUSIP

922031760

Issuer

Vanguard

Inception Date

Nov 12, 2001

Min. Investment

$50,000

Asset Class

Bond

Expense Ratio

VWEAX has an expense ratio of 0.13%, which is considered low compared to other funds.


Expense ratio chart for VWEAX: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VWEAX vs. SPHY VWEAX vs. ANGL VWEAX vs. VAIPX VWEAX vs. HYD VWEAX vs. HYDB VWEAX vs. OSTIX VWEAX vs. VOO VWEAX vs. VYM VWEAX vs. BND VWEAX vs. FDHY
Popular comparisons:
VWEAX vs. SPHY VWEAX vs. ANGL VWEAX vs. VAIPX VWEAX vs. HYD VWEAX vs. HYDB VWEAX vs. OSTIX VWEAX vs. VOO VWEAX vs. VYM VWEAX vs. BND VWEAX vs. FDHY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard High-Yield Corporate Fund Admiral Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


250.00%300.00%350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
242.65%
430.33%
VWEAX (Vanguard High-Yield Corporate Fund Admiral Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard High-Yield Corporate Fund Admiral Shares had a return of 5.31% year-to-date (YTD) and 6.04% in the last 12 months. Over the past 10 years, Vanguard High-Yield Corporate Fund Admiral Shares had an annualized return of 4.53%, while the S&P 500 had an annualized return of 11.06%, indicating that Vanguard High-Yield Corporate Fund Admiral Shares did not perform as well as the benchmark.


VWEAX

YTD

5.31%

1M

-0.73%

6M

3.60%

1Y

6.04%

5Y*

3.30%

10Y*

4.53%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of VWEAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.24%0.13%0.88%-0.96%1.29%1.09%1.64%1.46%1.25%-0.75%0.55%5.31%
20233.40%-1.60%1.45%0.67%-0.84%1.28%1.10%0.14%-1.39%-0.64%4.48%3.36%11.79%
2022-2.71%-0.85%-0.68%-3.35%0.96%-6.36%6.35%-3.10%-3.79%2.69%2.64%-0.50%-8.96%
20210.03%0.03%-0.15%1.20%0.19%1.03%0.52%0.52%-0.15%-0.32%-0.84%1.71%3.80%
20200.10%-0.79%-9.96%3.88%3.77%0.23%4.53%0.58%-0.82%0.38%2.98%1.22%5.41%
20194.94%1.50%1.01%1.51%-1.08%2.72%0.46%0.96%0.44%0.61%0.59%1.29%15.91%
20180.22%-1.10%-0.55%0.47%-0.38%0.30%1.19%1.01%0.47%-1.57%-0.70%-2.13%-2.79%
20171.01%1.45%-0.20%1.31%0.96%0.29%1.13%0.12%0.77%0.10%-0.25%0.29%7.20%
2016-0.99%0.46%2.86%2.61%-0.03%0.82%2.05%1.68%0.63%0.29%-0.90%1.37%11.31%
20150.64%1.94%-0.67%0.95%0.30%-1.38%0.31%-0.88%-2.11%2.79%-1.43%-2.12%-1.78%
20140.66%1.94%0.15%0.62%0.97%0.62%-1.15%1.63%-1.82%1.99%-0.54%-0.36%4.73%
20130.67%0.30%0.84%1.62%-0.81%-2.95%1.86%-1.02%1.00%2.53%0.32%0.33%4.67%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 90, VWEAX is among the top 10% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VWEAX is 9090
Overall Rank
The Sharpe Ratio Rank of VWEAX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of VWEAX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of VWEAX is 9191
Omega Ratio Rank
The Calmar Ratio Rank of VWEAX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of VWEAX is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VWEAX, currently valued at 1.95, compared to the broader market-1.000.001.002.003.004.001.952.10
The chart of Sortino ratio for VWEAX, currently valued at 2.95, compared to the broader market-2.000.002.004.006.008.0010.002.952.80
The chart of Omega ratio for VWEAX, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.003.501.431.39
The chart of Calmar ratio for VWEAX, currently valued at 3.35, compared to the broader market0.002.004.006.008.0010.0012.0014.003.353.09
The chart of Martin ratio for VWEAX, currently valued at 10.57, compared to the broader market0.0020.0040.0060.0010.5713.49
VWEAX
^GSPC

The current Vanguard High-Yield Corporate Fund Admiral Shares Sharpe ratio is 1.95. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard High-Yield Corporate Fund Admiral Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.95
2.10
VWEAX (Vanguard High-Yield Corporate Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard High-Yield Corporate Fund Admiral Shares provided a 5.65% dividend yield over the last twelve months, with an annual payout of $0.31 per share. The fund has been increasing its distributions for 2 consecutive years.


4.50%5.00%5.50%6.00%$0.00$0.10$0.20$0.30$0.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.31$0.31$0.27$0.25$0.28$0.32$0.33$0.32$0.32$0.33$0.34$0.36

Dividend yield

5.65%5.79%5.20%4.24%4.72%5.32%6.10%5.42%5.49%5.99%5.71%5.89%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard High-Yield Corporate Fund Admiral Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.00$0.28
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.31
2022$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.27
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.25
2020$0.03$0.02$0.03$0.02$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.28
2019$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.32
2018$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.33
2017$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.32
2016$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.32
2015$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.33
2014$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34
2013$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.36

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.29%
-2.62%
VWEAX (Vanguard High-Yield Corporate Fund Admiral Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard High-Yield Corporate Fund Admiral Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard High-Yield Corporate Fund Admiral Shares was 30.03%, occurring on Nov 24, 2008. Recovery took 202 trading sessions.

The current Vanguard High-Yield Corporate Fund Admiral Shares drawdown is 1.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.03%Jun 4, 2007373Nov 24, 2008202Sep 15, 2009575
-19.69%Feb 21, 202022Mar 23, 202092Aug 3, 2020114
-13.77%Jan 4, 2022186Sep 29, 2022304Dec 14, 2023490
-13.32%Dec 5, 2001218Oct 17, 2002164Jun 13, 2003382
-8.86%Jun 2, 2015177Feb 11, 201679Jun 6, 2016256

Volatility

Volatility Chart

The current Vanguard High-Yield Corporate Fund Admiral Shares volatility is 0.72%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.72%
3.79%
VWEAX (Vanguard High-Yield Corporate Fund Admiral Shares)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab