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VCRB vs. HYBL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VCRB and HYBL is 0.42, 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.


-0.50.00.51.00.4

Performance

VCRB vs. HYBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core Bond ETF (VCRB) and SPDR Blackstone High Income ETF (HYBL). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
0.42%
4.72%
VCRB
HYBL

Key characteristics

Sharpe Ratio

VCRB:

0.46

HYBL:

3.69

Sortino Ratio

VCRB:

0.67

HYBL:

5.47

Omega Ratio

VCRB:

1.08

HYBL:

1.81

Calmar Ratio

VCRB:

0.60

HYBL:

7.75

Martin Ratio

VCRB:

1.31

HYBL:

38.70

Ulcer Index

VCRB:

1.82%

HYBL:

0.25%

Daily Std Dev

VCRB:

5.23%

HYBL:

2.60%

Max Drawdown

VCRB:

-4.02%

HYBL:

-8.46%

Current Drawdown

VCRB:

-3.90%

HYBL:

-0.18%

Returns By Period

In the year-to-date period, VCRB achieves a -0.46% return, which is significantly lower than HYBL's 0.23% return.


VCRB

YTD

-0.46%

1M

-2.14%

6M

0.42%

1Y

2.56%

5Y*

N/A

10Y*

N/A

HYBL

YTD

0.23%

1M

0.03%

6M

4.72%

1Y

9.50%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


VCRB vs. HYBL - Expense Ratio Comparison

VCRB has a 0.10% expense ratio, which is lower than HYBL's 0.70% expense ratio.


HYBL
SPDR Blackstone High Income ETF
Expense ratio chart for HYBL: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for VCRB: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VCRB vs. HYBL — Risk-Adjusted Performance Rank

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

VCRB
The Risk-Adjusted Performance Rank of VCRB is 2525
Overall Rank
The Sharpe Ratio Rank of VCRB is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of VCRB is 2323
Sortino Ratio Rank
The Omega Ratio Rank of VCRB is 2121
Omega Ratio Rank
The Calmar Ratio Rank of VCRB is 3535
Calmar Ratio Rank
The Martin Ratio Rank of VCRB is 2222
Martin Ratio Rank

HYBL
The Risk-Adjusted Performance Rank of HYBL is 9898
Overall Rank
The Sharpe Ratio Rank of HYBL is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of HYBL is 9898
Sortino Ratio Rank
The Omega Ratio Rank of HYBL is 9898
Omega Ratio Rank
The Calmar Ratio Rank of HYBL is 9898
Calmar Ratio Rank
The Martin Ratio Rank of HYBL is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VCRB vs. HYBL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond ETF (VCRB) and SPDR Blackstone High Income ETF (HYBL). 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 VCRB, currently valued at 0.46, compared to the broader market0.002.004.000.463.69
The chart of Sortino ratio for VCRB, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.000.675.47
The chart of Omega ratio for VCRB, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.81
The chart of Calmar ratio for VCRB, currently valued at 0.60, compared to the broader market0.005.0010.0015.000.607.75
The chart of Martin ratio for VCRB, currently valued at 1.31, compared to the broader market0.0020.0040.0060.0080.00100.001.3138.70
VCRB
HYBL

The current VCRB Sharpe Ratio is 0.46, which is lower than the HYBL Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of VCRB and HYBL, 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 Ratio0.001.002.003.004.00Thu 19Sat 21Mon 23Wed 25Fri 27Dec 29Tue 31Thu 02Sat 04Mon 06Wed 08
0.46
3.69
VCRB
HYBL

Dividends

VCRB vs. HYBL - Dividend Comparison

VCRB's dividend yield for the trailing twelve months is around 4.24%, less than HYBL's 7.86% yield.


TTM202420232022
VCRB
Vanguard Core Bond ETF
4.24%4.22%0.16%0.00%
HYBL
SPDR Blackstone High Income ETF
7.86%7.88%7.93%5.10%

Drawdowns

VCRB vs. HYBL - Drawdown Comparison

The maximum VCRB drawdown since its inception was -4.02%, smaller than the maximum HYBL drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for VCRB and HYBL. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.90%
-0.18%
VCRB
HYBL

Volatility

VCRB vs. HYBL - Volatility Comparison

Vanguard Core Bond ETF (VCRB) has a higher volatility of 1.16% compared to SPDR Blackstone High Income ETF (HYBL) at 0.70%. This indicates that VCRB's price experiences larger fluctuations and is considered to be riskier than HYBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%AugustSeptemberOctoberNovemberDecember2025
1.16%
0.70%
VCRB
HYBL
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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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