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VCEB vs. VYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCEB vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG U.S. Corporate Bond ETF (VCEB) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCEB achieves a 0.50% return, which is significantly lower than VYM's 12.96% return.


VCEB

1D
0.01%
1M
0.58%
YTD
0.50%
6M
0.49%
1Y
5.58%
3Y*
5.11%
5Y*
0.66%
10Y*

VYM

1D
1.24%
1M
2.98%
YTD
12.96%
6M
13.69%
1Y
27.70%
3Y*
19.05%
5Y*
11.67%
10Y*
11.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCEB vs. VYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VCEB
Vanguard ESG U.S. Corporate Bond ETF
0.50%7.48%2.23%8.52%-15.15%-1.99%2.46%
VYM
Vanguard High Dividend Yield ETF
12.96%15.42%17.60%6.57%-0.43%26.20%16.94%

Correlation

The correlation between VCEB and VYM is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2020

0.23

The correlation between VCEB and VYM shifts across timeframes, from 0.23 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VCEB vs. VYM — Risk / Return Rank

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

VCEB
VCEB Risk / Return Rank: 3737
Overall Rank
VCEB Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VCEB Sortino Ratio Rank: 3737
Sortino Ratio Rank
VCEB Omega Ratio Rank: 3535
Omega Ratio Rank
VCEB Calmar Ratio Rank: 3838
Calmar Ratio Rank
VCEB Martin Ratio Rank: 3838
Martin Ratio Rank

VYM
VYM Risk / Return Rank: 8282
Overall Rank
VYM Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8585
Sortino Ratio Rank
VYM Omega Ratio Rank: 8181
Omega Ratio Rank
VYM Calmar Ratio Rank: 8080
Calmar Ratio Rank
VYM Martin Ratio Rank: 7979
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.

VCEB vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Corporate Bond ETF (VCEB) and Vanguard High Dividend Yield ETF (VYM). 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.


VCEBVYMDifference

Sharpe ratio

Return per unit of total volatility

1.34

2.71

-1.37

Sortino ratio

Return per unit of downside risk

1.96

3.84

-1.89

Omega ratio

Gain probability vs. loss probability

1.24

1.49

-0.25

Calmar ratio

Return relative to maximum drawdown

1.92

4.20

-2.28

Martin ratio

Return relative to average drawdown

5.96

15.80

-9.84

VCEB vs. VYM - Sharpe Ratio Comparison

The current VCEB Sharpe Ratio is 1.34, which is lower than the VYM Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of VCEB and VYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VCEBVYMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

2.71

-1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.84

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.51

-0.46

Drawdowns

VCEB vs. VYM - Drawdown Comparison

The maximum VCEB drawdown since its inception was -21.60%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for VCEB and VYM.


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Drawdown Indicators


VCEBVYMDifference

Max Drawdown

Largest peak-to-trough decline

-21.60%

-56.98%

+35.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-6.69%

+3.87%

Max Drawdown (3Y)

Largest decline over 3 years

-6.09%

-14.46%

+8.37%

Max Drawdown (5Y)

Largest decline over 5 years

-21.39%

-15.84%

-5.55%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

Current Drawdown

Current decline from peak

-0.87%

0.00%

-0.87%

Average Drawdown

Average peak-to-trough decline

-7.64%

-7.20%

-0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.78%

-0.87%

Volatility

VCEB vs. VYM - Volatility Comparison

The current volatility for Vanguard ESG U.S. Corporate Bond ETF (VCEB) is 1.34%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 2.88%. This indicates that VCEB experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCEBVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

2.88%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

7.73%

-4.59%

Volatility (1Y)

Calculated over the trailing 1-year period

4.19%

10.27%

-6.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.84%

13.96%

-7.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.66%

16.34%

-9.68%

VCEB vs. VYM - Expense Ratio Comparison

VCEB has a 0.12% expense ratio, which is higher than VYM's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VCEB vs. VYM - Dividend Comparison

VCEB's dividend yield for the trailing twelve months is around 4.64%, more than VYM's 2.18% yield.


PositionTTM20252024202320222021202020192018201720162015
VCEB
Vanguard ESG U.S. Corporate Bond ETF
4.64%4.57%4.47%3.70%2.84%1.69%0.43%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.18%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Frequently Asked Questions


VCEB and VYM have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VYM has higher volatility (2.88%) compared to VCEB (1.34%). In terms of maximum drawdown, VCEB dropped -21.60% vs VYM's -56.98%.

On 5-year performance, VYM leads with 11.67% vs 0.66% for VCEB. On fees, VYM is cheaper at 0.04% per year. On volatility, VCEB has been the lower-risk option at 1.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VYM has performed better with a 11.67% return vs 0.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VYM is cheaper with a 0.04% expense ratio, compared with 0.12% for VCEB.

VCEB has the higher dividend yield at 4.64%, compared with 2.18% for VYM.

VCEB is categorized as Corporate Bonds, while VYM is Dividend. VCEB tracks Bloomberg Barclays MSCI US Corp SRI Select Index, while VYM tracks FTSE High Dividend Yield Index. Their fees differ too: 0.12% for VCEB and 0.04% for VYM.

VYM currently has the higher Sharpe Ratio (2.71 vs 1.34), 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.

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