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BRHYX vs. VWEAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, BRHYX achieves a 1.52% return, which is significantly higher than VWEAX's 1.01% return. Over the past 10 years, BRHYX has outperformed VWEAX with an annualized return of 6.05%, while VWEAX has yielded a comparatively lower 5.28% annualized return.


BRHYX

1D
-0.14%
1M
0.57%
YTD
1.52%
6M
2.25%
1Y
7.25%
3Y*
9.42%
5Y*
4.38%
10Y*
6.05%

VWEAX

1D
0.00%
1M
0.72%
YTD
1.01%
6M
1.72%
1Y
6.34%
3Y*
8.49%
5Y*
4.12%
10Y*
5.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRHYX vs. VWEAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRHYX
BlackRock High Yield K
1.52%9.44%8.65%13.26%-11.18%5.47%5.98%15.65%-2.67%8.34%
VWEAX
Vanguard High-Yield Corporate Fund Admiral Shares
1.01%9.49%6.42%11.79%-8.95%3.04%5.41%15.92%-2.80%7.17%

Correlation

The correlation between BRHYX and VWEAX is 0.83, 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

0.83

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

0.82

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

0.87

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

0.85

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2001

0.80

The correlation between BRHYX and VWEAX has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.

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Return for Risk

BRHYX vs. VWEAX — Risk / Return Rank

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

BRHYX
BRHYX Risk / Return Rank: 7777
Overall Rank
BRHYX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
BRHYX Sortino Ratio Rank: 8585
Sortino Ratio Rank
BRHYX Omega Ratio Rank: 8181
Omega Ratio Rank
BRHYX Calmar Ratio Rank: 7171
Calmar Ratio Rank
BRHYX Martin Ratio Rank: 8888
Martin Ratio Rank

VWEAX
VWEAX Risk / Return Rank: 6868
Overall Rank
VWEAX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VWEAX Sortino Ratio Rank: 7979
Sortino Ratio Rank
VWEAX Omega Ratio Rank: 8181
Omega Ratio Rank
VWEAX Calmar Ratio Rank: 5050
Calmar Ratio Rank
VWEAX Martin Ratio Rank: 7575
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.

BRHYX vs. VWEAX - Risk-Adjusted Trends 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.

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.


BRHYXVWEAXDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.49

1.49

0.00

Calmar ratioReturn relative to maximum drawdown

3.09

2.60

+0.49

Martin ratioReturn relative to average drawdown

15.57

13.17

+2.40

BRHYX vs. VWEAX - Sharpe Ratio Comparison

The current BRHYX Sharpe Ratio is 2.14, which is comparable to the VWEAX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of BRHYX and VWEAX, 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

BRHYX vs. VWEAX - Drawdown Comparison

The maximum BRHYX drawdown since its inception was -34.77%, which is greater than VWEAX's maximum drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for BRHYX and VWEAX.


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Drawdown Indicators


BRHYXVWEAXDifference

Max Drawdown

Largest peak-to-trough decline

-34.77%

-30.05%

-4.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.40%

-2.52%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-4.07%

-3.32%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-15.29%

-13.77%

-1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-23.20%

-19.68%

-3.52%

Current Drawdown

Current decline from peak

-0.42%

-0.18%

-0.24%

Average Drawdown

Average peak-to-trough decline

-2.73%

-2.12%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

0.50%

-0.02%

Volatility

BRHYX vs. VWEAX - Volatility Comparison

BlackRock High Yield K (BRHYX) and Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX) have volatilities of 0.86% and 0.87%, 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.


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Volatility by Period


BRHYXVWEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

0.87%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

2.62%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

3.29%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.27%

4.92%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.92%

5.27%

+0.65%

BRHYX vs. VWEAX - Expense Ratio Comparison

BRHYX has a 0.48% expense ratio, which is higher than VWEAX's 0.12% expense ratio.


Dividends

BRHYX vs. VWEAX - Dividend Comparison

BRHYX's dividend yield for the trailing twelve months is around 7.18%, more than VWEAX's 6.37% yield.


PositionTTM20252024202320222021202020192018201720162015
BRHYX
BlackRock High Yield K
7.18%7.14%7.56%6.20%4.98%4.80%5.22%5.82%6.48%5.92%6.03%6.42%
VWEAX
Vanguard High-Yield Corporate Fund Admiral Shares
6.37%6.25%6.20%5.79%5.21%3.49%4.71%5.33%6.07%5.39%5.51%6.53%

Frequently Asked Questions


BRHYX and VWEAX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VWEAX has higher volatility (0.87%) compared to BRHYX (0.86%). In terms of maximum drawdown, BRHYX dropped -34.77% vs VWEAX's -30.05%.

BRHYX currently has the higher Sharpe Ratio (2.14 vs 2.00), 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 BRHYX and VWEAX

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