THYF vs. VOO
Compare and contrast key facts about T. Rowe Price U.S. High Yield ETF (THYF) and Vanguard S&P 500 ETF (VOO).
THYF and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. THYF is an actively managed fund by T. Rowe Price. It was launched on Oct 25, 2022. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
THYF vs. VOO - Performance Comparison
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THYF vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
THYF T. Rowe Price U.S. High Yield ETF | -0.78% | 7.77% | 8.51% | 11.32% | 1.53% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | 0.54% |
Returns By Period
In the year-to-date period, THYF achieves a -0.78% return, which is significantly higher than VOO's -4.42% return.
THYF
- 1D
- 0.88%
- 1M
- -1.45%
- YTD
- -0.78%
- 6M
- 0.60%
- 1Y
- 6.58%
- 3Y*
- 7.79%
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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THYF vs. VOO - Expense Ratio Comparison
THYF has a 0.56% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
THYF vs. VOO — Risk / Return Rank
THYF
VOO
THYF vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. High Yield ETF (THYF) and Vanguard S&P 500 ETF (VOO). 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.
| THYF | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.98 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.50 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.53 | +0.09 |
Martin ratioReturn relative to average drawdown | 7.37 | 7.29 | +0.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| THYF | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 0.98 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.41 | 0.83 | +0.58 |
Correlation
The correlation between THYF and VOO is 0.63, 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
THYF vs. VOO - Dividend Comparison
THYF's dividend yield for the trailing twelve months is around 7.22%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THYF T. Rowe Price U.S. High Yield ETF | 7.22% | 7.17% | 7.30% | 8.02% | 1.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
THYF vs. VOO - Drawdown Comparison
The maximum THYF drawdown since its inception was -5.24%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for THYF and VOO.
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Drawdown Indicators
| THYF | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.24% | -33.99% | +28.75% |
Max Drawdown (1Y)Largest decline over 1 year | -4.05% | -11.98% | +7.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -1.77% | -6.29% | +4.52% |
Average DrawdownAverage peak-to-trough decline | -0.84% | -3.72% | +2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 2.52% | -1.63% |
Volatility
THYF vs. VOO - Volatility Comparison
The current volatility for T. Rowe Price U.S. High Yield ETF (THYF) is 1.84%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that THYF experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THYF | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.84% | 5.29% | -3.45% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 9.44% | -6.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.50% | 18.10% | -12.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.90% | 16.82% | -10.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.90% | 17.99% | -12.09% |