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BUFHX vs. VWEAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUFHX vs. VWEAX - Performance Comparison

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

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BUFHX vs. VWEAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BUFHX
Buffalo High Yield Fund
-0.57%5.11%10.35%11.68%-5.53%5.52%9.26%12.33%-2.26%5.98%
VWEAX
Vanguard High-Yield Corporate Fund Admiral Shares
-1.68%9.49%6.42%11.79%-8.95%3.04%5.41%15.92%-2.80%7.17%

Returns By Period

In the year-to-date period, BUFHX achieves a -0.57% return, which is significantly higher than VWEAX's -1.68% return. Both investments have delivered pretty close results over the past 10 years, with BUFHX having a 5.35% annualized return and VWEAX not far behind at 5.22%.


BUFHX

1D
0.29%
1M
-1.47%
YTD
-0.57%
6M
-0.06%
1Y
4.05%
3Y*
7.96%
5Y*
4.76%
10Y*
5.35%

VWEAX

1D
0.18%
1M
-2.34%
YTD
-1.68%
6M
0.04%
1Y
5.98%
3Y*
7.45%
5Y*
3.91%
10Y*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUFHX vs. VWEAX - Expense Ratio Comparison

BUFHX has a 1.02% expense ratio, which is higher than VWEAX's 0.13% expense ratio.


Return for Risk

BUFHX vs. VWEAX — Risk / Return Rank

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

BUFHX
BUFHX Risk / Return Rank: 6262
Overall Rank
BUFHX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BUFHX Sortino Ratio Rank: 6464
Sortino Ratio Rank
BUFHX Omega Ratio Rank: 7272
Omega Ratio Rank
BUFHX Calmar Ratio Rank: 5050
Calmar Ratio Rank
BUFHX Martin Ratio Rank: 5252
Martin Ratio Rank

VWEAX
VWEAX Risk / Return Rank: 9292
Overall Rank
VWEAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VWEAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VWEAX Omega Ratio Rank: 9494
Omega Ratio Rank
VWEAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
VWEAX Martin Ratio Rank: 9191
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.

BUFHX vs. VWEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo High Yield Fund (BUFHX) 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.


BUFHXVWEAXDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.92

-0.70

Sortino ratio

Return per unit of downside risk

1.59

2.89

-1.29

Omega ratio

Gain probability vs. loss probability

1.27

1.47

-0.20

Calmar ratio

Return relative to maximum drawdown

1.22

2.52

-1.30

Martin ratio

Return relative to average drawdown

5.08

10.45

-5.36

BUFHX vs. VWEAX - Sharpe Ratio Comparison

The current BUFHX Sharpe Ratio is 1.22, which is lower than the VWEAX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of BUFHX 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.


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Sharpe Ratios by Period


BUFHXVWEAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.92

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.53

0.81

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.33

1.00

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

1.51

1.22

+0.29

Correlation

The correlation between BUFHX and VWEAX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BUFHX vs. VWEAX - Dividend Comparison

BUFHX's dividend yield for the trailing twelve months is around 7.12%, more than VWEAX's 5.91% yield.


TTM20252024202320222021202020192018201720162015
BUFHX
Buffalo High Yield Fund
7.12%6.84%8.03%6.41%8.05%7.24%4.11%4.21%5.17%4.57%3.85%5.51%
VWEAX
Vanguard High-Yield Corporate Fund Admiral Shares
5.91%6.25%6.20%5.79%5.21%3.49%4.71%5.33%6.07%5.39%5.51%6.53%

Drawdowns

BUFHX vs. VWEAX - Drawdown Comparison

The maximum BUFHX drawdown since its inception was -26.01%, smaller than the maximum VWEAX drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for BUFHX and VWEAX.


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Drawdown Indicators


BUFHXVWEAXDifference

Max Drawdown

Largest peak-to-trough decline

-26.01%

-30.05%

+4.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-2.52%

-0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-9.98%

-13.77%

+3.79%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

-19.68%

+0.94%

Current Drawdown

Current decline from peak

-1.84%

-2.34%

+0.50%

Average Drawdown

Average peak-to-trough decline

-2.04%

-2.13%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.61%

+0.11%

Volatility

BUFHX vs. VWEAX - Volatility Comparison

Buffalo High Yield Fund (BUFHX) and Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX) have volatilities of 1.27% and 1.23%, 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


BUFHXVWEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.23%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.89%

2.25%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.19%

3.43%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.13%

4.86%

-1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.04%

5.27%

-1.23%