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

Correlation

The correlation between BRHYX and VBILX is 0.11, 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.


-0.50.00.51.00.1

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.

100.00%150.00%200.00%250.00%300.00%350.00%400.00%SeptemberOctoberNovemberDecember2025February
396.70%
107.19%
BRHYX
VBILX

Key characteristics

Sharpe Ratio

BRHYX:

2.77

VBILX:

0.91

Sortino Ratio

BRHYX:

4.49

VBILX:

1.35

Omega Ratio

BRHYX:

1.65

VBILX:

1.16

Calmar Ratio

BRHYX:

5.35

VBILX:

0.32

Martin Ratio

BRHYX:

17.31

VBILX:

2.22

Ulcer Index

BRHYX:

0.57%

VBILX:

2.21%

Daily Std Dev

BRHYX:

3.56%

VBILX:

5.41%

Max Drawdown

BRHYX:

-34.77%

VBILX:

-20.65%

Current Drawdown

BRHYX:

-0.14%

VBILX:

-9.85%

Returns By Period

In the year-to-date period, BRHYX achieves a 1.41% return, which is significantly higher than VBILX's 0.93% return. Over the past 10 years, BRHYX has outperformed VBILX with an annualized return of 4.96%, while VBILX has yielded a comparatively lower 1.51% annualized return.


BRHYX

YTD

1.41%

1M

1.13%

6M

3.88%

1Y

9.71%

5Y*

4.41%

10Y*

4.96%

VBILX

YTD

0.93%

1M

1.33%

6M

-0.77%

1Y

4.29%

5Y*

-0.64%

10Y*

1.51%

*Annualized

Compare stocks, funds, or ETFs

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


BRHYX vs. VBILX - Expense Ratio Comparison

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


BRHYX
BlackRock High Yield K
Expense ratio chart for BRHYX: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for VBILX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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 9494
Overall Rank
The Sharpe Ratio Rank of BRHYX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of BRHYX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of BRHYX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of BRHYX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BRHYX is 9494
Martin Ratio Rank

VBILX
The Risk-Adjusted Performance Rank of VBILX is 3333
Overall Rank
The Sharpe Ratio Rank of VBILX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VBILX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VBILX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VBILX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of VBILX is 2828
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.


Sharpe ratio
The chart of Sharpe ratio for BRHYX, currently valued at 2.77, compared to the broader market-1.000.001.002.003.004.002.770.85
The chart of Sortino ratio for BRHYX, currently valued at 4.49, compared to the broader market0.002.004.006.008.0010.0012.004.491.27
The chart of Omega ratio for BRHYX, currently valued at 1.65, compared to the broader market1.002.003.004.001.651.15
The chart of Calmar ratio for BRHYX, currently valued at 5.35, compared to the broader market0.005.0010.0015.0020.005.350.30
The chart of Martin ratio for BRHYX, currently valued at 17.31, compared to the broader market0.0020.0040.0060.0080.0017.312.08
BRHYX
VBILX

The current BRHYX Sharpe Ratio is 2.77, which is higher than the VBILX Sharpe Ratio of 0.91. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
2.77
0.85
BRHYX
VBILX

Dividends

BRHYX vs. VBILX - Dividend Comparison

BRHYX's dividend yield for the trailing twelve months is around 7.07%, more than VBILX's 3.82% yield.


TTM20242023202220212020201920182017201620152014
BRHYX
BlackRock High Yield K
7.07%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
3.82%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 -34.77%, 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.14%
-9.85%
BRHYX
VBILX

Volatility

BRHYX vs. VBILX - Volatility Comparison

The current volatility for BlackRock High Yield K (BRHYX) is 0.90%, while Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a volatility of 1.37%. 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.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%SeptemberOctoberNovemberDecember2025February
0.90%
1.37%
BRHYX
VBILX
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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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