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AMHYX vs. VWEHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMHYX and VWEHX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

AMHYX vs. VWEHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco High Yield Fund (AMHYX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February
3.99%
3.36%
AMHYX
VWEHX

Key characteristics

Sharpe Ratio

AMHYX:

2.19

VWEHX:

2.28

Sortino Ratio

AMHYX:

3.73

VWEHX:

3.67

Omega Ratio

AMHYX:

1.56

VWEHX:

1.54

Calmar Ratio

AMHYX:

4.71

VWEHX:

3.87

Martin Ratio

AMHYX:

14.75

VWEHX:

12.21

Ulcer Index

AMHYX:

0.55%

VWEHX:

0.59%

Daily Std Dev

AMHYX:

3.67%

VWEHX:

3.15%

Max Drawdown

AMHYX:

-43.75%

VWEHX:

-30.17%

Current Drawdown

AMHYX:

-0.46%

VWEHX:

-0.21%

Returns By Period

In the year-to-date period, AMHYX achieves a 0.28% return, which is significantly lower than VWEHX's 0.55% return. Over the past 10 years, AMHYX has underperformed VWEHX with an annualized return of 3.59%, while VWEHX has yielded a comparatively higher 4.40% annualized return.


AMHYX

YTD

0.28%

1M

0.28%

6M

4.58%

1Y

8.06%

5Y*

2.94%

10Y*

3.59%

VWEHX

YTD

0.55%

1M

0.37%

6M

3.74%

1Y

6.99%

5Y*

3.41%

10Y*

4.40%

*Annualized

Compare stocks, funds, or ETFs

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


AMHYX vs. VWEHX - Expense Ratio Comparison

AMHYX has a 1.03% expense ratio, which is higher than VWEHX's 0.23% expense ratio.


AMHYX
Invesco High Yield Fund
Expense ratio chart for AMHYX: current value at 1.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.03%
Expense ratio chart for VWEHX: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

AMHYX vs. VWEHX — Risk-Adjusted Performance Rank

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

AMHYX
The Risk-Adjusted Performance Rank of AMHYX is 9393
Overall Rank
The Sharpe Ratio Rank of AMHYX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of AMHYX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of AMHYX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of AMHYX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of AMHYX is 9393
Martin Ratio Rank

VWEHX
The Risk-Adjusted Performance Rank of VWEHX is 9292
Overall Rank
The Sharpe Ratio Rank of VWEHX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of VWEHX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of VWEHX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of VWEHX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of VWEHX is 9191
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.

AMHYX vs. VWEHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco High Yield Fund (AMHYX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX). 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.


Sharpe ratio
The chart of Sharpe ratio for AMHYX, currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.002.192.28
The chart of Sortino ratio for AMHYX, currently valued at 3.73, compared to the broader market0.002.004.006.008.0010.0012.003.733.67
The chart of Omega ratio for AMHYX, currently valued at 1.56, compared to the broader market1.002.003.004.001.561.54
The chart of Calmar ratio for AMHYX, currently valued at 4.71, compared to the broader market0.005.0010.0015.004.713.87
The chart of Martin ratio for AMHYX, currently valued at 14.75, compared to the broader market0.0020.0040.0060.0080.0014.7512.21
AMHYX
VWEHX

The current AMHYX Sharpe Ratio is 2.19, which is comparable to the VWEHX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of AMHYX and VWEHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.19
2.28
AMHYX
VWEHX

Dividends

AMHYX vs. VWEHX - Dividend Comparison

AMHYX's dividend yield for the trailing twelve months is around 5.98%, more than VWEHX's 5.60% yield.


TTM20242023202220212020201920182017201620152014
AMHYX
Invesco High Yield Fund
5.98%6.54%6.11%4.93%4.56%5.99%5.61%5.32%4.87%5.41%6.13%5.97%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
5.60%6.13%5.68%5.11%4.15%4.62%5.25%5.93%5.30%5.39%5.88%5.59%

Drawdowns

AMHYX vs. VWEHX - Drawdown Comparison

The maximum AMHYX drawdown since its inception was -43.75%, which is greater than VWEHX's maximum drawdown of -30.17%. Use the drawdown chart below to compare losses from any high point for AMHYX and VWEHX. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February
-0.46%
-0.21%
AMHYX
VWEHX

Volatility

AMHYX vs. VWEHX - Volatility Comparison

Invesco High Yield Fund (AMHYX) has a higher volatility of 1.04% compared to Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) at 0.81%. This indicates that AMHYX's price experiences larger fluctuations and is considered to be riskier than VWEHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%SeptemberOctoberNovemberDecember2025February
1.04%
0.81%
AMHYX
VWEHX
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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.

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