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

Fund Info

ISINUS9220317609
CUSIP922031760
IssuerVanguard
Inception DateNov 12, 2001
CategoryHigh Yield Bonds
Min. Investment$50,000
Home Pageadvisors.vanguard.com
Asset ClassBond

Expense Ratio

The Vanguard High-Yield Corporate Fund Admiral Shares features an expense ratio of 0.13%, falling within the medium range.


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.


Vanguard High-Yield Corporate Fund Admiral Shares

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

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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
8.03%
16.40%
VWEAX (Vanguard High-Yield Corporate Fund Admiral Shares)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard High-Yield Corporate Fund Admiral Shares had a return of -1.09% year-to-date (YTD) and 6.92% in the last 12 months. Over the past 10 years, Vanguard High-Yield Corporate Fund Admiral Shares had an annualized return of 4.01%, while the S&P 500 had an annualized return of 10.43%, indicating that Vanguard High-Yield Corporate Fund Admiral Shares did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-1.09%5.29%
1 month-0.99%-2.47%
6 months8.03%16.40%
1 year6.92%20.88%
5 years (annualized)3.28%11.60%
10 years (annualized)4.01%10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.23%0.13%0.88%
2023-1.40%-0.63%4.48%3.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VWEAX is 75, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of VWEAX is 7575
Vanguard High-Yield Corporate Fund Admiral Shares(VWEAX)
The Sharpe Ratio Rank of VWEAX is 7171Sharpe Ratio Rank
The Sortino Ratio Rank of VWEAX is 7878Sortino Ratio Rank
The Omega Ratio Rank of VWEAX is 7676Omega Ratio Rank
The Calmar Ratio Rank of VWEAX is 7272Calmar Ratio Rank
The Martin Ratio Rank of VWEAX is 7878Martin 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.


VWEAX
Sharpe ratio
The chart of Sharpe ratio for VWEAX, currently valued at 1.35, compared to the broader market-1.000.001.002.003.004.001.35
Sortino ratio
The chart of Sortino ratio for VWEAX, currently valued at 2.26, compared to the broader market-2.000.002.004.006.008.0010.0012.002.26
Omega ratio
The chart of Omega ratio for VWEAX, currently valued at 1.27, compared to the broader market1.001.502.002.503.001.27
Calmar ratio
The chart of Calmar ratio for VWEAX, currently valued at 0.93, compared to the broader market0.002.004.006.008.0010.0012.000.93
Martin ratio
The chart of Martin ratio for VWEAX, currently valued at 6.25, compared to the broader market0.0010.0020.0030.0040.0050.0060.006.25
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.0010.0012.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.21

Sharpe Ratio

The current Vanguard High-Yield Corporate Fund Admiral Shares Sharpe ratio is 1.35. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.35
1.79
VWEAX (Vanguard High-Yield Corporate Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard High-Yield Corporate Fund Admiral Shares granted a 6.08% dividend yield in the last twelve months. The annual payout for that period amounted to $0.32 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.32$0.31$0.27$0.25$0.28$0.32$0.33$0.32$0.32$0.33$0.34$0.36

Dividend yield

6.08%5.79%5.21%4.23%4.71%5.34%6.04%5.38%5.52%6.00%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.03$0.03$0.03
2023$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03
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
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
2020$0.03$0.02$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02
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
2018$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03
2017$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.03
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
2015$0.03$0.03$0.01$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.05
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
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

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.86%
-4.42%
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 1.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.03%Jun 4, 2007375Nov 24, 2008202Sep 15, 2009577
-19.68%Feb 21, 202022Mar 23, 202092Aug 3, 2020114
-13.77%Jan 4, 2022186Sep 29, 2022301Dec 14, 2023487
-13.33%Dec 5, 2001214Oct 10, 2002169Jun 13, 2003383
-8.51%Jun 2, 2015177Feb 11, 201654Apr 29, 2016231

Volatility

Volatility Chart

The current Vanguard High-Yield Corporate Fund Admiral Shares volatility is 1.12%, 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%NovemberDecember2024FebruaryMarchApril
1.12%
3.35%
VWEAX (Vanguard High-Yield Corporate Fund Admiral Shares)
Benchmark (^GSPC)