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

Correlation

The correlation between BRHYX and VWEAX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BRHYX vs. VWEAX - Performance Comparison

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

0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%SeptemberOctoberNovemberDecember2025February
3.15%
2.79%
BRHYX
VWEAX

Key characteristics

Sharpe Ratio

BRHYX:

2.73

VWEAX:

2.67

Sortino Ratio

BRHYX:

4.42

VWEAX:

4.46

Omega Ratio

BRHYX:

1.63

VWEAX:

1.66

Calmar Ratio

BRHYX:

5.27

VWEAX:

4.52

Martin Ratio

BRHYX:

17.03

VWEAX:

14.86

Ulcer Index

BRHYX:

0.57%

VWEAX:

0.57%

Daily Std Dev

BRHYX:

3.56%

VWEAX:

3.14%

Max Drawdown

BRHYX:

-34.77%

VWEAX:

-30.03%

Current Drawdown

BRHYX:

-0.28%

VWEAX:

-0.18%

Returns By Period

The year-to-date returns for both stocks are quite close, with BRHYX having a 1.27% return and VWEAX slightly lower at 1.26%. Over the past 10 years, BRHYX has outperformed VWEAX with an annualized return of 4.92%, while VWEAX has yielded a comparatively lower 4.53% annualized return.


BRHYX

YTD

1.27%

1M

0.56%

6M

3.15%

1Y

9.40%

5Y*

4.41%

10Y*

4.92%

VWEAX

YTD

1.26%

1M

0.70%

6M

2.79%

1Y

8.20%

5Y*

3.52%

10Y*

4.53%

*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. VWEAX - Expense Ratio Comparison

BRHYX has a 0.48% expense ratio, which is higher than VWEAX's 0.13% 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 VWEAX: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

BRHYX vs. VWEAX — 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 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BRHYX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of BRHYX is 9393
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

VWEAX
The Risk-Adjusted Performance Rank of VWEAX is 9393
Overall Rank
The Sharpe Ratio Rank of VWEAX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of VWEAX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of VWEAX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of VWEAX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VWEAX is 9393
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. VWEAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock High Yield K (BRHYX) and Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX). 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 2.73, compared to the broader market-1.000.001.002.003.004.002.732.74
The chart of Sortino ratio for BRHYX, currently valued at 4.42, compared to the broader market0.002.004.006.008.0010.0012.004.424.58
The chart of Omega ratio for BRHYX, currently valued at 1.63, compared to the broader market1.002.003.004.001.631.68
The chart of Calmar ratio for BRHYX, currently valued at 5.27, compared to the broader market0.005.0010.0015.0020.005.274.63
The chart of Martin ratio for BRHYX, currently valued at 17.03, compared to the broader market0.0020.0040.0060.0080.0017.0315.22
BRHYX
VWEAX

The current BRHYX Sharpe Ratio is 2.73, which is comparable to the VWEAX Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of BRHYX and VWEAX, 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
2.73
2.74
BRHYX
VWEAX

Dividends

BRHYX vs. VWEAX - Dividend Comparison

BRHYX's dividend yield for the trailing twelve months is around 7.08%, more than VWEAX's 6.15% yield.


TTM20242023202220212020201920182017201620152014
BRHYX
BlackRock High Yield K
7.08%7.14%6.75%5.95%4.81%5.22%5.68%6.32%5.74%5.67%5.78%5.98%
VWEAX
Vanguard High-Yield Corporate Fund Admiral Shares
6.15%6.18%5.79%5.20%4.24%4.72%5.32%6.10%5.42%5.49%5.99%5.71%

Drawdowns

BRHYX vs. VWEAX - Drawdown Comparison

The maximum BRHYX drawdown since its inception was -34.77%, which is greater than VWEAX's maximum drawdown of -30.03%. Use the drawdown chart below to compare losses from any high point for BRHYX and VWEAX. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February
-0.28%
-0.18%
BRHYX
VWEAX

Volatility

BRHYX vs. VWEAX - Volatility Comparison

BlackRock High Yield K (BRHYX) and Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX) have volatilities of 0.92% and 0.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%SeptemberOctoberNovemberDecember2025February
0.92%
0.88%
BRHYX
VWEAX
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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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