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VCLT vs. HYIN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCLT vs. HYIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Corporate Bond ETF (VCLT) and WisdomTree Alternative Income Fund (HYIN). The values are adjusted to include any dividend payments, if applicable.

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VCLT vs. HYIN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VCLT
Vanguard Long-Term Corporate Bond ETF
-0.48%7.18%-1.90%11.17%-25.50%4.53%
HYIN
WisdomTree Alternative Income Fund
-6.93%-0.46%7.39%21.84%-21.14%3.08%

Returns By Period

In the year-to-date period, VCLT achieves a -0.48% return, which is significantly higher than HYIN's -6.93% return.


VCLT

1D
0.16%
1M
-2.31%
YTD
-0.48%
6M
-1.46%
1Y
3.64%
3Y*
3.12%
5Y*
-1.70%
10Y*
2.47%

HYIN

1D
-0.62%
1M
-2.52%
YTD
-6.93%
6M
-8.78%
1Y
-9.23%
3Y*
5.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCLT vs. HYIN - Expense Ratio Comparison

VCLT has a 0.04% expense ratio, which is lower than HYIN's 3.20% expense ratio.


Return for Risk

VCLT vs. HYIN — Risk / Return Rank

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

VCLT
VCLT Risk / Return Rank: 2323
Overall Rank
VCLT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 1919
Sortino Ratio Rank
VCLT Omega Ratio Rank: 1919
Omega Ratio Rank
VCLT Calmar Ratio Rank: 3131
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2424
Martin Ratio Rank

HYIN
HYIN Risk / Return Rank: 33
Overall Rank
HYIN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
HYIN Sortino Ratio Rank: 33
Sortino Ratio Rank
HYIN Omega Ratio Rank: 33
Omega Ratio Rank
HYIN Calmar Ratio Rank: 33
Calmar Ratio Rank
HYIN Martin Ratio Rank: 22
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.

VCLT vs. HYIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Corporate Bond ETF (VCLT) and WisdomTree Alternative Income Fund (HYIN). 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.


VCLTHYINDifference

Sharpe ratio

Return per unit of total volatility

0.36

-0.54

+0.90

Sortino ratio

Return per unit of downside risk

0.54

-0.63

+1.17

Omega ratio

Gain probability vs. loss probability

1.07

0.91

+0.16

Calmar ratio

Return relative to maximum drawdown

0.78

-0.59

+1.37

Martin ratio

Return relative to average drawdown

1.80

-1.39

+3.19

VCLT vs. HYIN - Sharpe Ratio Comparison

The current VCLT Sharpe Ratio is 0.36, which is higher than the HYIN Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of VCLT and HYIN, 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


VCLTHYINDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

-0.54

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

-0.02

+0.41

Correlation

The correlation between VCLT and HYIN is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VCLT vs. HYIN - Dividend Comparison

VCLT's dividend yield for the trailing twelve months is around 5.64%, less than HYIN's 13.70% yield.


TTM20252024202320222021202020192018201720162015
VCLT
Vanguard Long-Term Corporate Bond ETF
5.64%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%
HYIN
WisdomTree Alternative Income Fund
13.70%12.58%12.59%11.71%11.34%4.13%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VCLT vs. HYIN - Drawdown Comparison

The maximum VCLT drawdown since its inception was -34.31%, which is greater than HYIN's maximum drawdown of -31.10%. Use the drawdown chart below to compare losses from any high point for VCLT and HYIN.


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Drawdown Indicators


VCLTHYINDifference

Max Drawdown

Largest peak-to-trough decline

-34.31%

-31.10%

-3.21%

Max Drawdown (1Y)

Largest decline over 1 year

-5.39%

-15.52%

+10.13%

Max Drawdown (5Y)

Largest decline over 5 years

-34.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

Current Drawdown

Current decline from peak

-15.60%

-12.66%

-2.94%

Average Drawdown

Average peak-to-trough decline

-8.09%

-8.99%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

6.57%

-4.24%

Volatility

VCLT vs. HYIN - Volatility Comparison

The current volatility for Vanguard Long-Term Corporate Bond ETF (VCLT) is 3.99%, while WisdomTree Alternative Income Fund (HYIN) has a volatility of 6.05%. This indicates that VCLT experiences smaller price fluctuations and is considered to be less risky than HYIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCLTHYINDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

6.05%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

5.62%

10.23%

-4.61%

Volatility (1Y)

Calculated over the trailing 1-year period

10.21%

17.16%

-6.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.80%

16.92%

-4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.84%

16.92%

-4.08%