CYBIX vs. VCIT
Compare and contrast key facts about Calvert High Yield Bond Fund (CYBIX) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT).
CYBIX is managed by Calvert Research and Management. It was launched on Jul 9, 2001. VCIT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 5-10 Year Corp Index. It was launched on Nov 19, 2009.
Performance
CYBIX vs. VCIT - Performance Comparison
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CYBIX vs. VCIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CYBIX Calvert High Yield Bond Fund | -1.51% | 7.73% | 6.70% | 10.02% | -11.50% | 3.66% | 5.46% | 12.82% | -2.53% | 6.09% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | -0.31% | 9.34% | 3.20% | 8.98% | -13.98% | -1.77% | 9.46% | 14.10% | -1.74% | 5.31% |
Returns By Period
In the year-to-date period, CYBIX achieves a -1.51% return, which is significantly lower than VCIT's -0.31% return. Over the past 10 years, CYBIX has outperformed VCIT with an annualized return of 4.37%, while VCIT has yielded a comparatively lower 3.08% annualized return.
CYBIX
- 1D
- 0.58%
- 1M
- -1.58%
- YTD
- -1.51%
- 6M
- -0.00%
- 1Y
- 5.09%
- 3Y*
- 6.39%
- 5Y*
- 2.60%
- 10Y*
- 4.37%
VCIT
- 1D
- 0.14%
- 1M
- -1.52%
- YTD
- -0.31%
- 6M
- 0.49%
- 1Y
- 5.98%
- 3Y*
- 5.60%
- 5Y*
- 1.45%
- 10Y*
- 3.08%
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CYBIX vs. VCIT - Expense Ratio Comparison
CYBIX has a 0.76% expense ratio, which is higher than VCIT's 0.04% expense ratio.
Return for Risk
CYBIX vs. VCIT — Risk / Return Rank
CYBIX
VCIT
CYBIX vs. VCIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert High Yield Bond Fund (CYBIX) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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.
| CYBIX | VCIT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 1.24 | +0.37 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.73 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.23 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.08 | +0.08 |
Martin ratioReturn relative to average drawdown | 9.45 | 7.27 | +2.17 |
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
| CYBIX | VCIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 1.24 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.22 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.49 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.76 | +0.30 |
Correlation
The correlation between CYBIX and VCIT is 0.28, 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.
Dividends
CYBIX vs. VCIT - Dividend Comparison
CYBIX's dividend yield for the trailing twelve months is around 5.10%, more than VCIT's 4.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CYBIX Calvert High Yield Bond Fund | 5.10% | 5.44% | 5.25% | 4.47% | 4.12% | 4.22% | 4.49% | 4.98% | 5.20% | 4.92% | 5.51% | 5.78% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.76% | 4.62% | 4.43% | 3.72% | 3.03% | 2.87% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% |
Drawdowns
CYBIX vs. VCIT - Drawdown Comparison
The maximum CYBIX drawdown since its inception was -32.13%, which is greater than VCIT's maximum drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for CYBIX and VCIT.
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Drawdown Indicators
| CYBIX | VCIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.13% | -20.56% | -11.57% |
Max Drawdown (1Y)Largest decline over 1 year | -2.63% | -2.99% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -14.95% | -20.56% | +5.61% |
Max Drawdown (10Y)Largest decline over 10 years | -17.55% | -20.56% | +3.01% |
Current DrawdownCurrent decline from peak | -1.83% | -1.84% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -3.37% | -3.18% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 0.86% | -0.26% |
Volatility
CYBIX vs. VCIT - Volatility Comparison
The current volatility for Calvert High Yield Bond Fund (CYBIX) is 1.46%, while Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a volatility of 2.08%. This indicates that CYBIX experiences smaller price fluctuations and is considered to be less risky than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CYBIX | VCIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 2.08% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 2.15% | 2.84% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.32% | 4.85% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.51% | 6.60% | -2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.59% | 6.27% | -1.68% |