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ISIN
US9220312089
CUSIP
922031208
Issuer
Vanguard
Inception Date
Dec 27, 1978
Region
North America (U.S.)
Leveraged
1x (No leverage)
Min. Investment
$3,000
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$26B

Share Price Chart


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Performance

VWEHX Performance Chart

Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) is up 1.0% since the beginning of the year. VWEHX is currently trading at $5 per share. Investors who bought $1,000 worth of VWEHX shares 5 years ago would now be looking at an investment worth $1,217.


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S&P 500 Index

Returns By Period

Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) has returned 0.97% so far this year and 6.43% over the past 12 months. Over the last ten years, VWEHX has returned 5.12% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Vanguard High-Yield Corporate Fund Investor Shares

1D
0.00%
1M
0.72%
YTD
0.97%
6M
1.67%
1Y
6.43%
3Y*
8.03%
5Y*
4.01%
10Y*
5.12%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWEHX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1980, VWEHX's average daily return is +0.02%, while the average monthly return is +0.41%. At this rate, an investment would double in approximately 14.1 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 1981 with a return of +12.2%, while the worst month was Oct 2008 at -15.4%. The longest winning streak lasted 23 consecutive months, and the longest losing streak was 8 months.

On a daily basis, VWEHX closed higher 30% of trading days. The best single day was Nov 25, 1981 with a return of +12.2%, while the worst single day was Sep 30, 1981 at -5.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.16%0.50%-1.28%1.26%0.53%-0.18%0.97%
20251.25%0.69%-0.39%0.35%1.46%1.63%0.35%1.26%0.70%0.34%0.69%0.69%9.38%
2024-0.24%0.13%0.88%-0.98%1.28%1.09%1.64%1.44%1.24%-0.76%1.06%-0.59%6.33%
20233.38%-1.62%1.45%0.67%-0.84%1.28%1.08%0.12%-1.41%-0.64%4.46%3.36%11.66%
2022-2.71%-0.86%-0.69%-3.35%0.95%-6.37%6.34%-3.11%-3.79%2.68%2.63%-0.50%-9.04%
2021-0.33%-0.34%-0.15%1.19%0.19%1.01%0.52%0.52%-0.17%-0.33%-0.84%1.70%2.97%

Benchmark Metrics

Vanguard High-Yield Corporate Fund Investor Shares has an annualized alpha of 4.18%, beta of 0.06, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since January 02, 1980.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (29.83%) than losses (28.85%) - typical of diversified or defensive assets.
  • Beta of 0.06 may look defensive, but with R2 of 0.04 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.04 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.18%
Beta
0.06
0.04
Upside Capture
29.83%
Downside Capture
28.85%

Expense Ratio

VWEHX has an expense ratio of 0.22%, which is considered low.


Return for Risk

Risk / Return Rank

VWEHX ranks 69 for risk / return — better than 69% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VWEHX Risk / Return Rank: 6969
Overall Rank
VWEHX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VWEHX Sortino Ratio Rank: 8181
Sortino Ratio Rank
VWEHX Omega Ratio Rank: 8282
Omega Ratio Rank
VWEHX Calmar Ratio Rank: 5252
Calmar Ratio Rank
VWEHX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VWEHXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.50

1.37

+0.13

Calmar ratioReturn relative to maximum drawdown

2.64

2.78

-0.15

Martin ratioReturn relative to average drawdown

13.33

12.44

+0.89

Dividends

Dividend History

Vanguard High-Yield Corporate Fund Investor Shares provided a 6.27% dividend yield over the last twelve months, with an annual payout of $0.34 per share. The fund has been increasing its distributions for 4 consecutive years.


3.00%4.00%5.00%6.00%7.00%$0.00$0.10$0.20$0.30$0.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.34$0.34$0.33$0.31$0.26$0.20$0.28$0.31$0.32$0.31$0.32$0.36

Dividend yield

6.27%6.15%6.11%5.68%5.11%3.43%4.62%5.24%5.94%5.29%5.41%6.42%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.03$0.03$0.03$0.03$0.00$0.14
2025$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
2024$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
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$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$0.26
2021$0.00$0.00$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.20

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard High-Yield Corporate Fund Investor 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 Investor Shares was 30.17%, occurring on Nov 24, 2008. Recovery took 202 trading sessions.

The current Vanguard High-Yield Corporate Fund Investor Shares drawdown is 0.18%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-30.17%Nov 2008
1y 5mo9mo 25d
2y 3moJun 2007 - Sep 2009
1990 bear market1990
-27.60%Oct 1990
10y 8mo1y 3mo
12y 8dJan 1980 - Feb 1992
COVID crash2020
-19.69%Mar 2020
1mo 1d4mo 15d
5mo 16dFeb 2020 - Aug 2020
Bear market2022
-13.83%Sep 2022
8mo 28d1y 2mo
1y 11moJan 2022 - Dec 2023
Dot-com crash2000–2002
-8.93%Oct 2002
1y 7mo3mo
1y 10moMar 2001 - Jan 2003

Drawdown Indicators


VWEHXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-30.17%

-56.78%

+26.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-9.10%

+6.58%

Max Drawdown (3Y)

Largest decline over 3 years

-3.33%

-18.90%

+15.57%

Max Drawdown (5Y)

Largest decline over 5 years

-13.83%

-25.43%

+11.60%

Max Drawdown (10Y)

Largest decline over 10 years

-19.69%

-33.92%

+14.23%

Current Drawdown

Current decline from peak

-0.18%

-1.80%

+1.62%

Average Drawdown

Average peak-to-trough decline

-4.29%

-10.71%

+6.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

2.03%

-1.53%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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