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IHY vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IHY and VXUS is 0.54, 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.


-0.50.00.51.00.5

Performance

IHY vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors International High Yield Bond ETF (IHY) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
54.25%
90.53%
IHY
VXUS

Key characteristics

Sharpe Ratio

IHY:

0.91

VXUS:

0.59

Sortino Ratio

IHY:

1.26

VXUS:

0.89

Omega Ratio

IHY:

1.16

VXUS:

1.11

Calmar Ratio

IHY:

0.47

VXUS:

0.81

Martin Ratio

IHY:

3.88

VXUS:

2.57

Ulcer Index

IHY:

1.30%

VXUS:

2.97%

Daily Std Dev

IHY:

5.59%

VXUS:

12.87%

Max Drawdown

IHY:

-27.63%

VXUS:

-35.97%

Current Drawdown

IHY:

-5.58%

VXUS:

-8.51%

Returns By Period

In the year-to-date period, IHY achieves a 3.45% return, which is significantly lower than VXUS's 4.85% return. Over the past 10 years, IHY has underperformed VXUS with an annualized return of 3.14%, while VXUS has yielded a comparatively higher 5.02% annualized return.


IHY

YTD

3.45%

1M

-0.77%

6M

2.91%

1Y

4.51%

5Y*

1.11%

10Y*

3.14%

VXUS

YTD

4.85%

1M

-1.63%

6M

-0.64%

1Y

6.68%

5Y*

4.39%

10Y*

5.02%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IHY vs. VXUS - Expense Ratio Comparison

IHY has a 0.40% expense ratio, which is higher than VXUS's 0.07% expense ratio.


IHY
VanEck Vectors International High Yield Bond ETF
Expense ratio chart for IHY: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

IHY vs. VXUS - 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 International Stock ETF (VXUS). 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.


Sharpe ratio
The chart of Sharpe ratio for IHY, currently valued at 0.91, compared to the broader market0.002.004.000.910.59
The chart of Sortino ratio for IHY, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.0010.001.260.89
The chart of Omega ratio for IHY, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.11
The chart of Calmar ratio for IHY, currently valued at 0.47, compared to the broader market0.005.0010.0015.000.470.81
The chart of Martin ratio for IHY, currently valued at 3.88, compared to the broader market0.0020.0040.0060.0080.00100.003.882.57
IHY
VXUS

The current IHY Sharpe Ratio is 0.91, which is higher than the VXUS Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of IHY and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.91
0.59
IHY
VXUS

Dividends

IHY vs. VXUS - Dividend Comparison

IHY's dividend yield for the trailing twelve months is around 5.58%, more than VXUS's 1.64% yield.


TTM20232022202120202019201820172016201520142013
IHY
VanEck Vectors International High Yield Bond ETF
5.58%5.27%4.98%4.55%4.65%4.87%4.70%4.37%5.10%5.79%5.74%6.48%
VXUS
Vanguard Total International Stock ETF
1.64%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%

Drawdowns

IHY vs. VXUS - Drawdown Comparison

The maximum IHY drawdown since its inception was -27.63%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for IHY and VXUS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.58%
-8.51%
IHY
VXUS

Volatility

IHY vs. VXUS - Volatility Comparison

The current volatility for VanEck Vectors International High Yield Bond ETF (IHY) is 1.61%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.42%. This indicates that IHY experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.61%
3.42%
IHY
VXUS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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