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HYS vs. VYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYS vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYS achieves a 1.68% return, which is significantly lower than VYM's 11.57% return. Over the past 10 years, HYS has underperformed VYM with an annualized return of 5.37%, while VYM has yielded a comparatively higher 11.78% annualized return.


HYS

1D
0.26%
1M
1.46%
YTD
1.68%
6M
2.08%
1Y
7.14%
3Y*
8.50%
5Y*
5.14%
10Y*
5.37%

VYM

1D
0.07%
1M
2.10%
YTD
11.57%
6M
12.08%
1Y
25.29%
3Y*
17.42%
5Y*
12.42%
10Y*
11.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYS vs. VYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYS
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
1.68%8.80%8.42%11.38%-5.42%4.77%3.27%10.22%-1.05%5.75%
VYM
Vanguard High Dividend Yield ETF
11.57%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%

Correlation

The correlation between HYS and VYM is 0.61, 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

0.61

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

0.60

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

0.62

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

0.60

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2011

0.59

The correlation between HYS and VYM has been stable across timeframes, ranging from 0.59 to 0.62 - a consistent structural relationship.

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Return for Risk

HYS vs. VYM — Risk / Return Rank

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

HYS
HYS Risk / Return Rank: 7676
Overall Rank
HYS Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HYS Sortino Ratio Rank: 7878
Sortino Ratio Rank
HYS Omega Ratio Rank: 7272
Omega Ratio Rank
HYS Calmar Ratio Rank: 7979
Calmar Ratio Rank
HYS Martin Ratio Rank: 8383
Martin Ratio Rank

VYM
VYM Risk / Return Rank: 8181
Overall Rank
VYM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8585
Sortino Ratio Rank
VYM Omega Ratio Rank: 8181
Omega Ratio Rank
VYM Calmar Ratio Rank: 8080
Calmar Ratio Rank
VYM Martin Ratio Rank: 7979
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.

HYS vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) and Vanguard High Dividend Yield ETF (VYM). 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.


HYSVYMDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.39

1.44

-0.05

Calmar ratioReturn relative to maximum drawdown

3.80

3.79

+0.01

Martin ratioReturn relative to average drawdown

15.45

14.13

+1.32

HYS vs. VYM - Sharpe Ratio Comparison

The current HYS Sharpe Ratio is 2.06, which is comparable to the VYM Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of HYS and VYM, 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

HYS vs. VYM - Drawdown Comparison

The maximum HYS drawdown since its inception was -20.91%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for HYS and VYM.


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Drawdown Indicators


HYSVYMDifference

Max Drawdown

Largest peak-to-trough decline

-20.91%

-56.98%

+36.07%

Max Drawdown (1Y)

Largest decline over 1 year

-1.88%

-6.69%

+4.81%

Max Drawdown (3Y)

Largest decline over 3 years

-4.98%

-14.46%

+9.48%

Max Drawdown (5Y)

Largest decline over 5 years

-10.61%

-15.84%

+5.23%

Max Drawdown (10Y)

Largest decline over 10 years

-20.91%

-35.21%

+14.30%

Current Drawdown

Current decline from peak

-0.02%

-1.23%

+1.21%

Average Drawdown

Average peak-to-trough decline

-1.53%

-7.18%

+5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

1.79%

-1.33%

Volatility

HYS vs. VYM - Volatility Comparison

The current volatility for PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) is 1.00%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 3.06%. This indicates that HYS experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYSVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

3.06%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

7.65%

-4.89%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

10.39%

-6.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.26%

13.95%

-7.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.84%

16.35%

-9.51%

HYS vs. VYM - Expense Ratio Comparison

HYS has a 0.56% expense ratio, which is higher than VYM's 0.04% expense ratio.


Dividends

HYS vs. VYM - Dividend Comparison

HYS's dividend yield for the trailing twelve months is around 7.33%, more than VYM's 2.84% yield.


PositionTTM20252024202320222021202020192018201720162015
HYS
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
7.33%7.20%7.43%6.44%5.01%3.74%4.52%4.98%4.64%5.01%5.13%5.22%
VYM
Vanguard High Dividend Yield ETF
2.84%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Frequently Asked Questions


HYS and VYM have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VYM has higher volatility (3.06%) compared to HYS (1.00%). In terms of maximum drawdown, HYS dropped -20.91% vs VYM's -56.98%.

On 10-year performance, VYM leads with 11.78% vs 5.37% for HYS. On fees, VYM is cheaper at 0.04% per year. On volatility, HYS has been the lower-risk option at 1.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VYM has performed better with a 11.78% return vs 5.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VYM is cheaper with a 0.04% expense ratio, compared with 0.56% for HYS.

HYS has the higher dividend yield at 7.33%, compared with 2.84% for VYM.

HYS is categorized as High Yield Bonds, while VYM is Dividend. HYS tracks ICE BofA US High Yield Constrained (0-5 Y), while VYM tracks FTSE High Dividend Yield Index. They also come from different issuers: PIMCO and Vanguard. Their fees differ too: 0.56% for HYS and 0.04% for VYM.

VYM currently has the higher Sharpe Ratio (2.44 vs 2.06), 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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