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HYG vs. VTIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYG vs. VTIP - 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 Inflation-Protected Securities ETF (VTIP). 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 1.32% return, which is significantly lower than VTIP's 2.05% return. Over the past 10 years, HYG has outperformed VTIP with an annualized return of 4.94%, while VTIP has yielded a comparatively lower 3.14% annualized return.


HYG

1D
-0.28%
1M
0.36%
YTD
1.32%
6M
1.73%
1Y
6.51%
3Y*
8.48%
5Y*
3.77%
10Y*
4.94%

VTIP

1D
0.00%
1M
0.04%
YTD
2.05%
6M
2.03%
1Y
4.70%
3Y*
5.26%
5Y*
3.37%
10Y*
3.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYG vs. VTIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.32%8.59%7.97%11.54%-10.98%3.76%4.47%14.09%-2.02%6.07%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
2.05%6.07%4.74%4.62%-2.94%5.36%4.95%4.86%0.56%0.82%

Correlation

The correlation between HYG and VTIP is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.40

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

0.37

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

0.26

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2012

0.24

The correlation between HYG and VTIP shifts across timeframes, from 0.22 (1 year) to 0.40 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

HYG vs. VTIP — Risk / Return Rank

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

HYG
HYG Risk / Return Rank: 5555
Overall Rank
HYG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
HYG Sortino Ratio Rank: 5252
Sortino Ratio Rank
HYG Omega Ratio Rank: 5252
Omega Ratio Rank
HYG Calmar Ratio Rank: 5555
Calmar Ratio Rank
HYG Martin Ratio Rank: 6666
Martin Ratio Rank

VTIP
VTIP Risk / Return Rank: 9393
Overall Rank
VTIP Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9595
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9393
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9393
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9393
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. VTIP - 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 Inflation-Protected Securities ETF (VTIP). 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.


HYGVTIPDifference
Sharpe ratioReturn per unit of total volatility

-1.43

Sortino ratioReturn per unit of downside risk

-2.77

Omega ratioGain probability vs. loss probability

1.33

1.67

-0.34

Calmar ratioReturn relative to maximum drawdown

2.79

6.75

-3.95

Martin ratioReturn relative to average drawdown

12.34

26.06

-13.73

HYG vs. VTIP - Sharpe Ratio Comparison

The current HYG Sharpe Ratio is 1.72, which is lower than the VTIP Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of HYG and VTIP, 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


HYGVTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

3.15

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

1.22

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

1.15

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.89

-0.44

Drawdowns

HYG vs. VTIP - Drawdown Comparison

The maximum HYG drawdown since its inception was -34.25%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for HYG and VTIP.


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Drawdown Indicators


HYGVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-34.25%

-6.27%

-27.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-0.70%

-1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-4.56%

-0.98%

-3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-15.79%

-5.50%

-10.29%

Max Drawdown (10Y)

Largest decline over 10 years

-22.03%

-6.27%

-15.76%

Current Drawdown

Current decline from peak

-0.28%

-0.02%

-0.26%

Average Drawdown

Average peak-to-trough decline

-3.24%

-1.04%

-2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.18%

+0.35%

Volatility

HYG vs. VTIP - Volatility Comparison

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) has a higher volatility of 1.21% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.43%. This indicates that HYG's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

0.43%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

1.02%

+1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

3.81%

1.50%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.53%

2.77%

+4.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.29%

2.74%

+5.55%

HYG vs. VTIP - Expense Ratio Comparison

HYG has a 0.49% expense ratio, which is higher than VTIP's 0.03% expense ratio.


Dividends

HYG vs. VTIP - Dividend Comparison

HYG's dividend yield for the trailing twelve months is around 5.92%, more than VTIP's 3.58% yield.


PositionTTM20252024202320222021202020192018201720162015
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.92%5.71%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.58%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%

Frequently Asked Questions


HYG and VTIP have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYG has higher volatility (1.21%) compared to VTIP (0.43%). In terms of maximum drawdown, HYG dropped -34.25% vs VTIP's -6.27%.

On 10-year performance, HYG leads with 4.94% vs 3.14% for VTIP. On fees, VTIP is cheaper at 0.03% per year. On volatility, VTIP has been the lower-risk option at 0.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HYG has performed better with a 4.94% return vs 3.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTIP is cheaper with a 0.03% expense ratio, compared with 0.49% for HYG.

HYG has the higher dividend yield at 5.92%, compared with 3.58% for VTIP.

HYG is categorized as High Yield Bonds, while VTIP is Inflation-Protected Bonds. HYG tracks Markit iBoxx USD Liquid High Yield Index, while VTIP tracks Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.49% for HYG and 0.03% for VTIP.

VTIP currently has the higher Sharpe Ratio (3.15 vs 1.72), 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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