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GHYG vs. VFSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GHYG vs. VFSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares US & Intl High Yield Corp Bond ETF (GHYG) and Vanguard Short-Term Investment-Grade Fund Institutional Shares (VFSIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GHYG achieves a 0.62% return, which is significantly lower than VFSIX's 0.83% return. Over the past 10 years, GHYG has outperformed VFSIX with an annualized return of 4.82%, while VFSIX has yielded a comparatively lower 2.63% annualized return.


GHYG

1D
-0.15%
1M
0.20%
YTD
0.62%
6M
0.87%
1Y
6.33%
3Y*
8.91%
5Y*
3.28%
10Y*
4.82%

VFSIX

1D
0.00%
1M
0.31%
YTD
0.83%
6M
1.12%
1Y
4.82%
3Y*
5.55%
5Y*
2.37%
10Y*
2.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GHYG vs. VFSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GHYG
iShares US & Intl High Yield Corp Bond ETF
0.62%11.28%5.85%13.29%-12.15%1.62%6.68%13.47%-3.79%8.97%
VFSIX
Vanguard Short-Term Investment-Grade Fund Institutional Shares
0.83%6.89%5.12%5.88%-5.72%-0.59%5.28%5.88%1.00%2.15%

Correlation

The correlation between GHYG and VFSIX is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

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

0.48

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

0.44

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

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2012

0.20

Over the past year, GHYG and VFSIX have become more correlated (0.50) than their long-term average of 0.20, meaning their price movements have been converging.

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Return for Risk

GHYG vs. VFSIX — Risk / Return Rank

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

GHYG
GHYG Risk / Return Rank: 3737
Overall Rank
GHYG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GHYG Sortino Ratio Rank: 4040
Sortino Ratio Rank
GHYG Omega Ratio Rank: 3737
Omega Ratio Rank
GHYG Calmar Ratio Rank: 3434
Calmar Ratio Rank
GHYG Martin Ratio Rank: 3939
Martin Ratio Rank

VFSIX
VFSIX Risk / Return Rank: 6262
Overall Rank
VFSIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VFSIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
VFSIX Omega Ratio Rank: 7171
Omega Ratio Rank
VFSIX Calmar Ratio Rank: 5555
Calmar Ratio Rank
VFSIX Martin Ratio Rank: 5656
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.

GHYG vs. VFSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US & Intl High Yield Corp Bond ETF (GHYG) and Vanguard Short-Term Investment-Grade Fund Institutional Shares (VFSIX). 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.


GHYGVFSIXDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-1.66

Omega ratioGain probability vs. loss probability

1.25

1.47

-0.23

Calmar ratioReturn relative to maximum drawdown

1.66

2.84

-1.18

Martin ratioReturn relative to average drawdown

6.19

11.24

-5.05

GHYG vs. VFSIX - Sharpe Ratio Comparison

The current GHYG Sharpe Ratio is 1.36, which is lower than the VFSIX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of GHYG and VFSIX, 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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Sharpe Ratios by Period


GHYGVFSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

2.08

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.80

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

1.06

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

1.53

-0.98

Drawdowns

GHYG vs. VFSIX - Drawdown Comparison

The maximum GHYG drawdown since its inception was -27.36%, which is greater than VFSIX's maximum drawdown of -9.21%. Use the drawdown chart below to compare losses from any high point for GHYG and VFSIX.


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Drawdown Indicators


GHYGVFSIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.36%

-9.21%

-18.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.84%

-1.71%

-2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-4.46%

-1.71%

-2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-20.44%

-9.21%

-11.23%

Max Drawdown (10Y)

Largest decline over 10 years

-27.36%

-9.21%

-18.15%

Current Drawdown

Current decline from peak

-0.73%

-0.23%

-0.50%

Average Drawdown

Average peak-to-trough decline

-3.35%

-0.79%

-2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.43%

+0.59%

Volatility

GHYG vs. VFSIX - Volatility Comparison

iShares US & Intl High Yield Corp Bond ETF (GHYG) has a higher volatility of 1.91% compared to Vanguard Short-Term Investment-Grade Fund Institutional Shares (VFSIX) at 0.75%. This indicates that GHYG's price experiences larger fluctuations and is considered to be riskier than VFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GHYGVFSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

0.75%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

1.67%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

4.69%

2.33%

+2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.64%

2.99%

+4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.77%

2.49%

+6.28%

GHYG vs. VFSIX - Expense Ratio Comparison

GHYG has a 0.40% expense ratio, which is higher than VFSIX's 0.07% expense ratio.


Dividends

GHYG vs. VFSIX - Dividend Comparison

GHYG's dividend yield for the trailing twelve months is around 6.23%, more than VFSIX's 4.74% yield.


PositionTTM20252024202320222021202020192018201720162015
GHYG
iShares US & Intl High Yield Corp Bond ETF
6.23%6.03%6.11%5.60%4.64%4.57%4.36%4.61%5.62%4.60%4.61%4.79%
VFSIX
Vanguard Short-Term Investment-Grade Fund Institutional Shares
4.74%4.61%4.19%2.88%2.06%1.81%2.35%2.95%2.80%2.13%2.17%2.12%

Frequently Asked Questions


GHYG and VFSIX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GHYG has higher volatility (1.91%) compared to VFSIX (0.75%). In terms of maximum drawdown, GHYG dropped -27.36% vs VFSIX's -9.21%.

VFSIX currently has the higher Sharpe Ratio (2.08 vs 1.36), 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

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