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

Key characteristics


VCRBHYBL
YTD Return3.02%8.51%
Daily Std Dev5.32%2.84%
Max Drawdown-3.42%-8.46%
Current Drawdown-2.70%-0.04%

Correlation

-0.50.00.51.00.4

The correlation between VCRB and HYBL is 0.39, 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.

Performance

VCRB vs. HYBL - Performance Comparison

In the year-to-date period, VCRB achieves a 3.02% return, which is significantly lower than HYBL's 8.51% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.19%
5.43%
VCRB
HYBL

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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 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.


VCRB
Sharpe ratio
No data
HYBL
Sharpe ratio
The chart of Sharpe ratio for HYBL, currently valued at 4.66, compared to the broader market-2.000.002.004.006.004.66
Sortino ratio
The chart of Sortino ratio for HYBL, currently valued at 7.53, compared to the broader market0.005.0010.007.53
Omega ratio
The chart of Omega ratio for HYBL, currently valued at 2.10, compared to the broader market1.001.502.002.503.002.10
Calmar ratio
The chart of Calmar ratio for HYBL, currently valued at 10.68, compared to the broader market0.005.0010.0015.0010.68
Martin ratio
The chart of Martin ratio for HYBL, currently valued at 53.54, compared to the broader market0.0020.0040.0060.0080.00100.00120.0053.54

VCRB vs. HYBL - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

VCRB vs. HYBL - Dividend Comparison

VCRB's dividend yield for the trailing twelve months is around 3.46%, less than HYBL's 8.18% yield.


TTM20232022
VCRB
Vanguard Core Bond ETF
3.46%0.16%0.00%
HYBL
SPDR Blackstone High Income ETF
8.18%7.93%5.10%

Drawdowns

VCRB vs. HYBL - Drawdown Comparison

The maximum VCRB drawdown since its inception was -3.42%, 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.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.70%
-0.04%
VCRB
HYBL

Volatility

VCRB vs. HYBL - Volatility Comparison

Vanguard Core Bond ETF (VCRB) has a higher volatility of 1.62% compared to SPDR Blackstone High Income ETF (HYBL) at 0.56%. 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.


0.40%0.60%0.80%1.00%1.20%1.40%1.60%1.80%JuneJulyAugustSeptemberOctoberNovember
1.62%
0.56%
VCRB
HYBL