IHY vs. VTI
Compare and contrast key facts about VanEck Vectors International High Yield Bond ETF (IHY) and Vanguard Total Stock Market ETF (VTI).
IHY and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IHY is a passively managed fund by VanEck that tracks the performance of the Bank of America Merrill Lynch Global Ex-‐US Issuers High Yield Constrained Index. It was launched on Apr 2, 2012. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both IHY and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IHY or VTI.
Key characteristics
| IHY | VTI | |
|---|---|---|
| YTD Return | 5.66% | 26.35% |
| 1Y Return | 14.63% | 40.48% |
| 3Y Return (Ann) | 0.41% | 8.68% |
| 5Y Return (Ann) | 1.90% | 15.37% |
| 10Y Return (Ann) | 2.89% | 12.90% |
| Sharpe Ratio | 2.15 | 3.10 |
| Sortino Ratio | 3.10 | 4.13 |
| Omega Ratio | 1.40 | 1.58 |
| Calmar Ratio | 0.84 | 4.21 |
| Martin Ratio | 13.60 | 20.25 |
| Ulcer Index | 0.98% | 1.94% |
| Daily Std Dev | 6.20% | 12.68% |
| Max Drawdown | -27.63% | -55.45% |
| Current Drawdown | -3.57% | 0.00% |
Correlation
The correlation between IHY and VTI is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IHY vs. VTI - Performance Comparison
In the year-to-date period, IHY achieves a 5.66% return, which is significantly lower than VTI's 26.35% return. Over the past 10 years, IHY has underperformed VTI with an annualized return of 2.89%, while VTI has yielded a comparatively higher 12.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IHY vs. VTI - Expense Ratio Comparison
IHY has a 0.40% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
IHY vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors International High Yield Bond ETF (IHY) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
IHY vs. VTI - Dividend Comparison
IHY's dividend yield for the trailing twelve months is around 5.37%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IHY VanEck Vectors International High Yield Bond ETF | 5.37% | 5.27% | 4.98% | 4.55% | 4.65% | 4.87% | 4.70% | 4.37% | 5.10% | 5.79% | 5.74% | 6.48% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
IHY vs. VTI - Drawdown Comparison
The maximum IHY drawdown since its inception was -27.63%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for IHY and VTI. For additional features, visit the drawdowns tool.
Volatility
IHY vs. VTI - Volatility Comparison
The current volatility for VanEck Vectors International High Yield Bond ETF (IHY) is 1.26%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.11%. This indicates that IHY experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.