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HYG vs. VFSTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYG vs. VFSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBoxx $ High Yield Corporate Bond ETF (HYG) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYG achieves a 1.65% return, which is significantly higher than VFSTX's 0.67% return. Over the past 10 years, HYG has outperformed VFSTX with an annualized return of 5.04%, while VFSTX has yielded a comparatively lower 2.51% annualized return.


HYG

1D
0.00%
1M
1.12%
YTD
1.65%
6M
2.21%
1Y
6.81%
3Y*
8.52%
5Y*
3.75%
10Y*
5.04%

VFSTX

1D
0.19%
1M
0.59%
YTD
0.67%
6M
1.15%
1Y
4.59%
3Y*
5.56%
5Y*
2.26%
10Y*
2.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYG vs. VFSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.65%8.59%7.97%11.54%-10.98%3.76%4.47%14.09%-2.02%6.07%
VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
0.67%6.75%4.98%6.06%-5.84%-0.70%5.16%5.75%0.87%2.02%

Correlation

The correlation between HYG and VFSTX is 0.56, 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

0.56

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

0.53

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

0.47

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

0.29

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2007

0.12

Over the past year, HYG and VFSTX have become more correlated (0.56) than their long-term average of 0.12, meaning their price movements have been converging.

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Return for Risk

HYG vs. VFSTX — Risk / Return Rank

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

HYG
HYG Risk / Return Rank: 6464
Overall Rank
HYG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
HYG Sortino Ratio Rank: 6363
Sortino Ratio Rank
HYG Omega Ratio Rank: 6060
Omega Ratio Rank
HYG Calmar Ratio Rank: 6464
Calmar Ratio Rank
HYG Martin Ratio Rank: 7575
Martin Ratio Rank

VFSTX
VFSTX Risk / Return Rank: 7575
Overall Rank
VFSTX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VFSTX Sortino Ratio Rank: 8585
Sortino Ratio Rank
VFSTX Omega Ratio Rank: 8181
Omega Ratio Rank
VFSTX Calmar Ratio Rank: 6969
Calmar Ratio Rank
VFSTX Martin Ratio Rank: 6767
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.

HYG vs. VFSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBoxx $ High Yield Corporate Bond ETF (HYG) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX). 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.


HYGVFSTXDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.32

1.44

-0.12

Calmar ratioReturn relative to maximum drawdown

2.79

2.64

+0.15

Martin ratioReturn relative to average drawdown

12.25

10.21

+2.03

HYG vs. VFSTX - Sharpe Ratio Comparison

The current HYG Sharpe Ratio is 1.68, which is comparable to the VFSTX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of HYG and VFSTX, 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

HYG vs. VFSTX - Drawdown Comparison

The maximum HYG drawdown since its inception was -34.25%, which is greater than VFSTX's maximum drawdown of -9.35%. Use the drawdown chart below to compare losses from any high point for HYG and VFSTX.


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Drawdown Indicators


HYGVFSTXDifference

Max Drawdown

Largest peak-to-trough decline

-34.25%

-9.35%

-24.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-1.71%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-4.56%

-1.71%

-2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-15.79%

-9.35%

-6.44%

Max Drawdown (10Y)

Largest decline over 10 years

-22.03%

-9.35%

-12.68%

Current Drawdown

Current decline from peak

0.00%

-0.36%

+0.36%

Average Drawdown

Average peak-to-trough decline

-3.24%

-1.12%

-2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.44%

+0.09%

Volatility

HYG vs. VFSTX - Volatility Comparison

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) has a higher volatility of 1.31% compared to Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX) at 0.76%. This indicates that HYG's price experiences larger fluctuations and is considered to be riskier than VFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGVFSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

0.76%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

1.68%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

2.30%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.53%

2.98%

+4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.29%

2.48%

+5.81%

HYG vs. VFSTX - Expense Ratio Comparison

HYG has a 0.49% expense ratio, which is higher than VFSTX's 0.20% expense ratio.


Dividends

HYG vs. VFSTX - Dividend Comparison

HYG's dividend yield for the trailing twelve months is around 5.90%, more than VFSTX's 4.61% yield.


PositionTTM20252024202320222021202020192018201720162015
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.90%5.71%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%
VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
4.61%4.48%4.06%3.05%1.93%1.70%2.24%2.83%2.68%2.00%2.04%1.99%

Frequently Asked Questions


HYG and VFSTX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYG has higher volatility (1.31%) compared to VFSTX (0.76%). In terms of maximum drawdown, HYG dropped -34.25% vs VFSTX's -9.35%.

VFSTX currently has the higher Sharpe Ratio (1.97 vs 1.68), 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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