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VEA vs. HYGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEA vs. HYGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Developed Markets ETF (VEA) and iShares Inflation Hedged High Yield Bond ETF (HYGI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


VEA

1D
0.34%
1M
1.40%
YTD
14.73%
6M
16.65%
1Y
31.41%
3Y*
19.03%
5Y*
9.51%
10Y*
10.72%

HYGI

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEA vs. HYGI - Yearly Performance Comparison


2026 (YTD)2025202420232022
VEA
Vanguard FTSE Developed Markets ETF
14.73%35.16%3.15%17.93%5.48%
HYGI
iShares Inflation Hedged High Yield Bond ETF
0.00%6.20%9.16%11.71%0.65%

Correlation

The correlation between VEA and HYGI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.54

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2022

0.62

Over the past year, the correlation between VEA and HYGI has dropped to 0.19 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

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Return for Risk

VEA vs. HYGI — Risk / Return Rank

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

VEA
VEA Risk / Return Rank: 6262
Overall Rank
VEA Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 6262
Sortino Ratio Rank
VEA Omega Ratio Rank: 6363
Omega Ratio Rank
VEA Calmar Ratio Rank: 5959
Calmar Ratio Rank
VEA Martin Ratio Rank: 6363
Martin Ratio Rank

HYGI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

VEA vs. HYGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) and iShares Inflation Hedged High Yield Bond ETF (HYGI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VEAHYGIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.58

Martin ratioReturn relative to average drawdown

9.92

VEA vs. HYGI - Sharpe Ratio Comparison


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Drawdowns

VEA vs. HYGI - Drawdown Comparison


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Drawdown Indicators


VEAHYGIDifference

Max Drawdown

Largest peak-to-trough decline

-60.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

Max Drawdown (3Y)

Largest decline over 3 years

-13.45%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

Current Drawdown

Current decline from peak

-1.06%

Average Drawdown

Average peak-to-trough decline

-13.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

Volatility

VEA vs. HYGI - Volatility Comparison


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Volatility by Period


VEAHYGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.38%

Volatility (1Y)

Calculated over the trailing 1-year period

16.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

VEA vs. HYGI - Expense Ratio Comparison

VEA has a 0.03% expense ratio, which is lower than HYGI's 0.52% expense ratio.


Dividends

VEA vs. HYGI - Dividend Comparison

VEA's dividend yield for the trailing twelve months is around 2.62%, while HYGI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HYGI
iShares Inflation Hedged High Yield Bond ETF
0.97%3.41%6.08%6.22%3.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
2.62%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%

Frequently Asked Questions


VEA and HYGI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEA is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEA is cheaper with a 0.03% expense ratio, compared with 0.52% for HYGI.

VEA has the higher dividend yield at 2.62%, compared with 0.97% for HYGI.

VEA is categorized as Foreign Large Cap Equities, while HYGI is Inflation-Protected Bonds. VEA tracks FTSE Developed All Cap ex US Index, while HYGI tracks BlackRock Inflation Hedged High Yield Bond Index - Benchmark TR Gross. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VEA and 0.52% for HYGI.

Portfolio Optimizer

Find the right allocation for VEA and HYGI

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