HYXF vs. VTHRX
HYXF (iShares ESG Advanced High Yield Corporate Bond ETF) and VTHRX (Vanguard Target Retirement 2030 Fund) are both funds - HYXF is a High Yield Bonds fund tracking the Bloomberg MSCI US High Yield Corporate Choice ESG Screened, while VTHRX is a Target Retirement Date fund managed by Vanguard. Over the past 5 years, HYXF returned 3.61%/yr vs 6.55%/yr for VTHRX. A 0.65 correlation means they provide meaningful diversification when combined. HYXF charges 0.35%/yr vs 0.08%/yr for VTHRX.
Performance
HYXF vs. VTHRX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HYXF achieves a 1.06% return, which is significantly lower than VTHRX's 6.52% return.
HYXF
- 1D
- -0.05%
- 1M
- 0.47%
- YTD
- 1.06%
- 6M
- 1.78%
- 1Y
- 5.83%
- 3Y*
- 8.51%
- 5Y*
- 3.61%
- 10Y*
- —
VTHRX
- 1D
- 1.60%
- 1M
- -0.02%
- YTD
- 6.52%
- 6M
- 7.17%
- 1Y
- 17.56%
- 3Y*
- 13.65%
- 5Y*
- 6.55%
- 10Y*
- 8.89%
HYXF vs. VTHRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 1.06% | 8.88% | 8.35% | 11.87% | -11.90% | 2.60% | 6.07% | 14.87% | -0.24% | 6.89% |
VTHRX Vanguard Target Retirement 2030 Fund | 6.52% | 16.25% | 10.43% | 16.24% | -16.28% | 11.37% | 14.11% | 21.08% | -5.85% | 15.24% |
Correlation
The correlation between HYXF and VTHRX is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2016 | 0.65 |
The correlation between HYXF and VTHRX shifts across timeframes, from 0.65 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HYXF vs. VTHRX — Risk / Return Rank
HYXF
VTHRX
HYXF vs. VTHRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) and Vanguard Target Retirement 2030 Fund (VTHRX). 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.
| HYXF | VTHRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.38 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 2.60 | -0.34 |
| Martin ratioReturn relative to average drawdown | 10.11 | 11.15 | -1.04 |
Loading charts...
Drawdowns
HYXF vs. VTHRX - Drawdown Comparison
The maximum HYXF drawdown since its inception was -18.75%, smaller than the maximum VTHRX drawdown of -49.57%. Use the drawdown chart below to compare losses from any high point for HYXF and VTHRX.
Loading charts...
Drawdown Indicators
| HYXF | VTHRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.75% | -49.57% | +30.82% |
Max Drawdown (1Y)Largest decline over 1 year | -2.57% | -6.56% | +3.99% |
Max Drawdown (3Y)Largest decline over 3 years | -4.81% | -9.64% | +4.83% |
Max Drawdown (5Y)Largest decline over 5 years | -16.00% | -22.75% | +6.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.86% | — |
Current DrawdownCurrent decline from peak | -0.13% | -1.42% | +1.29% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -6.18% | +3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.57% | 1.53% | -0.96% |
Volatility
HYXF vs. VTHRX - Volatility Comparison
The current volatility for iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) is 1.26%, while Vanguard Target Retirement 2030 Fund (VTHRX) has a volatility of 3.52%. This indicates that HYXF experiences smaller price fluctuations and is considered to be less risky than VTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| HYXF | VTHRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 3.52% | -2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 3.00% | 7.09% | -4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 8.53% | -4.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.05% | 10.43% | -2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.31% | 11.28% | -2.97% |
HYXF vs. VTHRX - Expense Ratio Comparison
HYXF has a 0.35% expense ratio, which is higher than VTHRX's 0.08% expense ratio.
Dividends
HYXF vs. VTHRX - Dividend Comparison
HYXF's dividend yield for the trailing twelve months is around 6.09%, more than VTHRX's 3.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 6.09% | 6.19% | 6.40% | 5.93% | 5.37% | 4.56% | 4.96% | 5.29% | 6.14% | 5.85% | 3.16% | 0.00% |
VTHRX Vanguard Target Retirement 2030 Fund | 3.78% | 4.03% | 3.63% | 2.59% | 2.53% | 17.56% | 2.56% | 2.38% | 2.71% | 0.06% | 2.38% | 3.72% |
Frequently Asked Questions
HYXF and VTHRX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTHRX has higher volatility (3.52%) compared to HYXF (1.26%). In terms of maximum drawdown, HYXF dropped -18.75% vs VTHRX's -49.57%.
VTHRX currently has the higher Sharpe Ratio (2.00 vs 1.52), 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.
Find the right allocation for HYXF and VTHRX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer