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BRHYX vs. VBILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRHYX and VBILX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BRHYX vs. VBILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock High Yield K (BRHYX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BRHYX:

1.70

VBILX:

1.06

Sortino Ratio

BRHYX:

2.31

VBILX:

1.59

Omega Ratio

BRHYX:

1.36

VBILX:

1.19

Calmar Ratio

BRHYX:

1.70

VBILX:

0.41

Martin Ratio

BRHYX:

7.27

VBILX:

2.67

Ulcer Index

BRHYX:

0.94%

VBILX:

2.20%

Daily Std Dev

BRHYX:

4.24%

VBILX:

5.57%

Max Drawdown

BRHYX:

-34.78%

VBILX:

-20.65%

Current Drawdown

BRHYX:

-0.95%

VBILX:

-8.46%

Returns By Period

In the year-to-date period, BRHYX achieves a 0.99% return, which is significantly lower than VBILX's 2.49% return. Over the past 10 years, BRHYX has outperformed VBILX with an annualized return of 4.76%, while VBILX has yielded a comparatively lower 1.61% annualized return.


BRHYX

YTD

0.99%

1M

2.77%

6M

0.79%

1Y

7.15%

5Y*

6.54%

10Y*

4.76%

VBILX

YTD

2.49%

1M

1.18%

6M

1.66%

1Y

6.19%

5Y*

-0.92%

10Y*

1.61%

*Annualized

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BRHYX vs. VBILX - Expense Ratio Comparison

BRHYX has a 0.48% expense ratio, which is higher than VBILX's 0.07% expense ratio.


Risk-Adjusted Performance

BRHYX vs. VBILX — Risk-Adjusted Performance Rank

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

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

VBILX
The Risk-Adjusted Performance Rank of VBILX is 7777
Overall Rank
The Sharpe Ratio Rank of VBILX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VBILX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of VBILX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VBILX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of VBILX is 7474
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.

BRHYX vs. VBILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock High Yield K (BRHYX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). 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.


The current BRHYX Sharpe Ratio is 1.70, which is higher than the VBILX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of BRHYX and VBILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BRHYX vs. VBILX - Dividend Comparison

BRHYX's dividend yield for the trailing twelve months is around 6.52%, more than VBILX's 3.54% yield.


TTM20242023202220212020201920182017201620152014
BRHYX
BlackRock High Yield K
6.52%7.14%6.75%5.95%4.81%5.22%5.68%6.32%5.74%5.67%5.78%5.98%
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.54%3.80%3.09%2.36%1.93%2.23%2.74%2.87%2.65%2.66%2.74%2.84%

Drawdowns

BRHYX vs. VBILX - Drawdown Comparison

The maximum BRHYX drawdown since its inception was -34.78%, which is greater than VBILX's maximum drawdown of -20.65%. Use the drawdown chart below to compare losses from any high point for BRHYX and VBILX. For additional features, visit the drawdowns tool.


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Volatility

BRHYX vs. VBILX - Volatility Comparison

The current volatility for BlackRock High Yield K (BRHYX) is 1.41%, while Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a volatility of 1.74%. This indicates that BRHYX experiences smaller price fluctuations and is considered to be less risky than VBILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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