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AMHIX vs. VWAHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMHIX vs. VWAHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American High-Income Municipal Bond Fund (AMHIX) and Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with AMHIX having a 2.43% return and VWAHX slightly higher at 2.49%. Over the past 10 years, AMHIX has outperformed VWAHX with an annualized return of 3.22%, while VWAHX has yielded a comparatively lower 2.99% annualized return.


AMHIX

1D
0.06%
1M
1.90%
YTD
2.43%
6M
2.91%
1Y
8.01%
3Y*
6.11%
5Y*
1.67%
10Y*
3.22%

VWAHX

1D
0.09%
1M
2.16%
YTD
2.49%
6M
2.93%
1Y
8.45%
3Y*
5.43%
5Y*
1.53%
10Y*
2.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMHIX vs. VWAHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMHIX
American High-Income Municipal Bond Fund
2.43%5.70%6.19%7.18%-12.59%5.28%4.39%8.88%1.59%8.89%
VWAHX
Vanguard High-Yield Tax-Exempt Fund Investor Shares
2.49%4.96%3.98%8.39%-11.76%3.36%5.39%9.48%1.31%7.86%

Correlation

The correlation between AMHIX and VWAHX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 26, 1994

0.88

The correlation between AMHIX and VWAHX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

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Return for Risk

AMHIX vs. VWAHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMHIX
AMHIX Risk / Return Rank: 7979
Overall Rank
AMHIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AMHIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
AMHIX Omega Ratio Rank: 9292
Omega Ratio Rank
AMHIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
AMHIX Martin Ratio Rank: 5656
Martin Ratio Rank

VWAHX
VWAHX Risk / Return Rank: 7878
Overall Rank
VWAHX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VWAHX Sortino Ratio Rank: 9292
Sortino Ratio Rank
VWAHX Omega Ratio Rank: 9393
Omega Ratio Rank
VWAHX Calmar Ratio Rank: 6161
Calmar Ratio Rank
VWAHX Martin Ratio Rank: 5555
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.

AMHIX vs. VWAHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American High-Income Municipal Bond Fund (AMHIX) and Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


AMHIXVWAHXDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.65

1.68

-0.03

Calmar ratioReturn relative to maximum drawdown

2.91

2.78

+0.13

Martin ratioReturn relative to average drawdown

10.34

10.11

+0.23

AMHIX vs. VWAHX - Sharpe Ratio Comparison

The current AMHIX Sharpe Ratio is 2.68, which is comparable to the VWAHX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of AMHIX and VWAHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMHIX vs. VWAHX - Drawdown Comparison

The maximum AMHIX drawdown since its inception was -21.74%, smaller than the maximum VWAHX drawdown of -40.26%. Use the drawdown chart below to compare losses from any high point for AMHIX and VWAHX.


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Drawdown Indicators


AMHIXVWAHXDifference

Max Drawdown

Largest peak-to-trough decline

-21.74%

-40.26%

+18.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-3.05%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-6.25%

-7.12%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-17.81%

-17.32%

-0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-17.81%

-17.32%

-0.49%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.12%

-6.92%

+4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.84%

-0.06%

Volatility

AMHIX vs. VWAHX - Volatility Comparison

The current volatility for American High-Income Municipal Bond Fund (AMHIX) is 0.75%, while Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX) has a volatility of 0.88%. This indicates that AMHIX experiences smaller price fluctuations and is considered to be less risky than VWAHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMHIXVWAHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

0.88%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

2.38%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.00%

3.22%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.84%

4.80%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.53%

4.63%

-0.10%

AMHIX vs. VWAHX - Expense Ratio Comparison

AMHIX has a 0.63% expense ratio, which is higher than VWAHX's 0.17% expense ratio.


Dividends

AMHIX vs. VWAHX - Dividend Comparison

AMHIX's dividend yield for the trailing twelve months is around 3.88%, less than VWAHX's 4.04% yield.


PositionTTM20252024202320222021202020192018201720162015
AMHIX
American High-Income Municipal Bond Fund
3.88%5.26%3.80%3.10%2.53%3.23%3.40%3.46%3.67%4.01%3.55%4.03%
VWAHX
Vanguard High-Yield Tax-Exempt Fund Investor Shares
4.04%4.95%4.38%3.53%3.36%2.98%3.31%3.94%3.78%3.68%3.75%3.67%

Frequently Asked Questions


With a correlation of 0.91, AMHIX and VWAHX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VWAHX has higher volatility (0.88%) compared to AMHIX (0.75%). In terms of maximum drawdown, AMHIX dropped -21.74% vs VWAHX's -40.26%.

AMHIX currently has the higher Sharpe Ratio (2.68 vs 2.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AMHIX and VWAHX

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