BRHYX vs. VWEHX
Compare and contrast key facts about BlackRock High Yield K (BRHYX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX).
BRHYX is managed by BlackRock. It was launched on Jan 5, 2001. VWEHX is managed by Vanguard. It was launched on Dec 27, 1978.
Performance
BRHYX vs. VWEHX - Performance Comparison
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BRHYX vs. VWEHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRHYX BlackRock High Yield K | -0.73% | 9.44% | 8.65% | 13.26% | -11.18% | 5.47% | 5.98% | 15.65% | -2.67% | 8.34% |
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | -0.79% | 9.38% | 6.33% | 11.66% | -9.04% | 2.97% | 5.30% | 15.81% | -2.93% | 7.05% |
Returns By Period
In the year-to-date period, BRHYX achieves a -0.73% return, which is significantly higher than VWEHX's -0.79% return. Over the past 10 years, BRHYX has outperformed VWEHX with an annualized return of 6.12%, while VWEHX has yielded a comparatively lower 5.22% annualized return.
BRHYX
- 1D
- 0.42%
- 1M
- -0.98%
- YTD
- -0.73%
- 6M
- 0.93%
- 1Y
- 7.43%
- 3Y*
- 8.75%
- 5Y*
- 4.35%
- 10Y*
- 6.12%
VWEHX
- 1D
- 0.37%
- 1M
- -1.08%
- YTD
- -0.79%
- 6M
- 0.93%
- 1Y
- 6.66%
- 3Y*
- 7.68%
- 5Y*
- 3.96%
- 10Y*
- 5.22%
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BRHYX vs. VWEHX - Expense Ratio Comparison
BRHYX has a 0.48% expense ratio, which is higher than VWEHX's 0.23% expense ratio.
Return for Risk
BRHYX vs. VWEHX — Risk / Return Rank
BRHYX
VWEHX
BRHYX vs. VWEHX - 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 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.
| BRHYX | VWEHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 2.01 | -0.11 |
Sortino ratioReturn per unit of downside risk | 2.71 | 3.02 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.49 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.72 | -0.34 |
Martin ratioReturn relative to average drawdown | 10.88 | 10.98 | -0.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRHYX | VWEHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 2.01 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.82 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | 0.99 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.22 | 0.87 | +0.35 |
Correlation
The correlation between BRHYX and VWEHX is 0.78, 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.
Dividends
BRHYX vs. VWEHX - Dividend Comparison
BRHYX's dividend yield for the trailing twelve months is around 6.68%, more than VWEHX's 5.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRHYX BlackRock High Yield K | 6.68% | 7.14% | 7.56% | 6.20% | 4.98% | 4.80% | 5.22% | 5.82% | 6.48% | 5.92% | 6.03% | 6.42% |
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | 5.76% | 6.15% | 6.11% | 5.68% | 5.11% | 3.43% | 4.62% | 5.24% | 5.94% | 5.29% | 5.41% | 6.42% |
Drawdowns
BRHYX vs. VWEHX - Drawdown Comparison
The maximum BRHYX drawdown since its inception was -34.77%, which is greater than VWEHX's maximum drawdown of -30.17%. Use the drawdown chart below to compare losses from any high point for BRHYX and VWEHX.
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Drawdown Indicators
| BRHYX | VWEHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.77% | -30.17% | -4.60% |
Max Drawdown (1Y)Largest decline over 1 year | -2.40% | -2.52% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -15.29% | -13.83% | -1.46% |
Max Drawdown (10Y)Largest decline over 10 years | -23.20% | -19.69% | -3.51% |
Current DrawdownCurrent decline from peak | -1.29% | -1.44% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -4.30% | +1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 0.63% | +0.08% |
Volatility
BRHYX vs. VWEHX - Volatility Comparison
BlackRock High Yield K (BRHYX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) have volatilities of 1.53% and 1.46%, 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
| BRHYX | VWEHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 1.46% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.43% | 2.27% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.01% | 3.43% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.23% | 4.86% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.93% | 5.26% | +0.67% |