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KHYAX vs. VWEHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KHYAX vs. VWEHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS High Income Fund (KHYAX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX). The values are adjusted to include any dividend payments, if applicable.

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KHYAX vs. VWEHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KHYAX
DWS High Income Fund
-0.42%7.54%7.02%11.44%-9.15%3.94%5.95%14.65%-2.46%7.18%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
-1.15%9.38%6.33%11.66%-9.04%2.97%5.30%15.81%-2.93%7.05%

Returns By Period

In the year-to-date period, KHYAX achieves a -0.42% return, which is significantly higher than VWEHX's -1.15% return. Over the past 10 years, KHYAX has outperformed VWEHX with an annualized return of 5.46%, while VWEHX has yielded a comparatively lower 5.18% annualized return.


KHYAX

1D
0.69%
1M
-1.26%
YTD
-0.42%
6M
1.09%
1Y
7.25%
3Y*
7.23%
5Y*
3.71%
10Y*
5.46%

VWEHX

1D
0.55%
1M
-1.62%
YTD
-1.15%
6M
0.56%
1Y
6.47%
3Y*
7.55%
5Y*
3.89%
10Y*
5.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KHYAX vs. VWEHX - Expense Ratio Comparison

KHYAX has a 0.94% expense ratio, which is higher than VWEHX's 0.23% expense ratio.


Return for Risk

KHYAX vs. VWEHX — Risk / Return Rank

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

KHYAX
KHYAX Risk / Return Rank: 9191
Overall Rank
KHYAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
KHYAX Sortino Ratio Rank: 9090
Sortino Ratio Rank
KHYAX Omega Ratio Rank: 9696
Omega Ratio Rank
KHYAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
KHYAX Martin Ratio Rank: 9191
Martin Ratio Rank

VWEHX
VWEHX Risk / Return Rank: 9292
Overall Rank
VWEHX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VWEHX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VWEHX Omega Ratio Rank: 9393
Omega Ratio Rank
VWEHX Calmar Ratio Rank: 9292
Calmar Ratio Rank
VWEHX Martin Ratio Rank: 9292
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.

KHYAX vs. VWEHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS High Income Fund (KHYAX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX). 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.


KHYAXVWEHXDifference

Sharpe ratio

Return per unit of total volatility

2.01

1.90

+0.11

Sortino ratio

Return per unit of downside risk

2.66

2.86

-0.19

Omega ratio

Gain probability vs. loss probability

1.56

1.46

+0.09

Calmar ratio

Return relative to maximum drawdown

2.44

2.79

-0.34

Martin ratio

Return relative to average drawdown

11.31

11.37

-0.06

KHYAX vs. VWEHX - Sharpe Ratio Comparison

The current KHYAX Sharpe Ratio is 2.01, which is comparable to the VWEHX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of KHYAX and VWEHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KHYAXVWEHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

1.90

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.80

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.99

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.87

+0.17

Correlation

The correlation between KHYAX and VWEHX is 0.60, 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.


Dividends

KHYAX vs. VWEHX - Dividend Comparison

KHYAX's dividend yield for the trailing twelve months is around 6.62%, more than VWEHX's 5.78% yield.


TTM20252024202320222021202020192018201720162015
KHYAX
DWS High Income Fund
6.62%5.41%6.08%5.70%5.33%4.50%4.47%4.86%5.67%5.24%5.03%5.84%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
5.78%6.15%6.11%5.68%5.11%3.43%4.62%5.24%5.94%5.29%5.41%6.42%

Drawdowns

KHYAX vs. VWEHX - Drawdown Comparison

The maximum KHYAX drawdown since its inception was -31.54%, roughly equal to the maximum VWEHX drawdown of -30.17%. Use the drawdown chart below to compare losses from any high point for KHYAX and VWEHX.


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Drawdown Indicators


KHYAXVWEHXDifference

Max Drawdown

Largest peak-to-trough decline

-31.54%

-30.17%

-1.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-2.52%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-13.22%

-13.83%

+0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-22.42%

-19.69%

-2.73%

Current Drawdown

Current decline from peak

-1.48%

-1.80%

+0.32%

Average Drawdown

Average peak-to-trough decline

-4.42%

-4.30%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.62%

+0.02%

Volatility

KHYAX vs. VWEHX - Volatility Comparison

DWS High Income Fund (KHYAX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) have volatilities of 1.39% and 1.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KHYAXVWEHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

1.39%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

2.29%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

3.76%

3.45%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.89%

4.85%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.89%

5.26%

+0.63%