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VEGN vs. HYXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEGN vs. HYXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Vegan Climate ETF (VEGN) and iShares ESG Advanced High Yield Corporate Bond ETF (HYXF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEGN achieves a 29.30% return, which is significantly higher than HYXF's 1.06% return.


VEGN

1D
1.15%
1M
6.90%
YTD
29.30%
6M
29.81%
1Y
47.39%
3Y*
27.86%
5Y*
16.04%
10Y*

HYXF

1D
-0.05%
1M
0.47%
YTD
1.06%
6M
1.78%
1Y
5.83%
3Y*
8.51%
5Y*
3.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEGN vs. HYXF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VEGN
US Vegan Climate ETF
29.30%13.71%25.42%38.10%-26.87%26.01%27.72%9.45%
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
1.06%8.88%8.35%11.87%-11.90%2.60%6.07%2.36%

Correlation

The correlation between VEGN and HYXF is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.57

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

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2019

0.66

The correlation between VEGN and HYXF has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.

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Return for Risk

VEGN vs. HYXF — Risk / Return Rank

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

VEGN
VEGN Risk / Return Rank: 8585
Overall Rank
VEGN Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VEGN Sortino Ratio Rank: 8585
Sortino Ratio Rank
VEGN Omega Ratio Rank: 8484
Omega Ratio Rank
VEGN Calmar Ratio Rank: 8282
Calmar Ratio Rank
VEGN Martin Ratio Rank: 8484
Martin Ratio Rank

HYXF
HYXF Risk / Return Rank: 5454
Overall Rank
HYXF Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HYXF Sortino Ratio Rank: 5353
Sortino Ratio Rank
HYXF Omega Ratio Rank: 5151
Omega Ratio Rank
HYXF Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYXF Martin Ratio Rank: 6363
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.

VEGN vs. HYXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Vegan Climate ETF (VEGN) and iShares ESG Advanced High Yield Corporate Bond ETF (HYXF). 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.


VEGNHYXFDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.44

1.29

+0.15

Calmar ratioReturn relative to maximum drawdown

3.82

2.26

+1.56

Martin ratioReturn relative to average drawdown

14.98

10.11

+4.87

VEGN vs. HYXF - Sharpe Ratio Comparison

The current VEGN Sharpe Ratio is 2.57, which is higher than the HYXF Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of VEGN and HYXF, 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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Drawdowns

VEGN vs. HYXF - Drawdown Comparison

The maximum VEGN drawdown since its inception was -34.14%, which is greater than HYXF's maximum drawdown of -18.75%. Use the drawdown chart below to compare losses from any high point for VEGN and HYXF.


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Drawdown Indicators


VEGNHYXFDifference

Max Drawdown

Largest peak-to-trough decline

-34.14%

-18.75%

-15.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.85%

-2.57%

-9.28%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

-4.81%

-16.10%

Max Drawdown (5Y)

Largest decline over 5 years

-33.40%

-16.00%

-17.40%

Current Drawdown

Current decline from peak

-2.71%

-0.13%

-2.58%

Average Drawdown

Average peak-to-trough decline

-7.57%

-2.57%

-5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

0.57%

+2.45%

Volatility

VEGN vs. HYXF - Volatility Comparison

US Vegan Climate ETF (VEGN) has a higher volatility of 8.77% compared to iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) at 1.26%. This indicates that VEGN's price experiences larger fluctuations and is considered to be riskier than HYXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEGNHYXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.77%

1.26%

+7.51%

Volatility (6M)

Calculated over the trailing 6-month period

15.05%

3.00%

+12.05%

Volatility (1Y)

Calculated over the trailing 1-year period

17.62%

3.82%

+13.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.48%

8.05%

+12.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.87%

8.31%

+14.56%

VEGN vs. HYXF - Expense Ratio Comparison

VEGN has a 0.60% expense ratio, which is higher than HYXF's 0.35% expense ratio.


Dividends

VEGN vs. HYXF - Dividend Comparison

VEGN's dividend yield for the trailing twelve months is around 0.50%, less than HYXF's 6.09% yield.


PositionTTM2025202420232022202120202019201820172016
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
6.09%6.19%6.40%5.93%5.37%4.56%4.96%5.29%6.14%5.85%3.16%
VEGN
US Vegan Climate ETF
0.50%0.51%0.51%0.67%0.81%0.41%0.71%0.29%0.00%0.00%0.00%

Frequently Asked Questions


VEGN and HYXF have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEGN has higher volatility (8.77%) compared to HYXF (1.26%). In terms of maximum drawdown, VEGN dropped -34.14% vs HYXF's -18.75%.

On 5-year performance, VEGN leads with 16.04% vs 3.61% for HYXF. On fees, HYXF is cheaper at 0.35% per year. On volatility, HYXF has been the lower-risk option at 1.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VEGN has performed better with a 16.04% return vs 3.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYXF is cheaper with a 0.35% expense ratio, compared with 0.60% for VEGN.

HYXF has the higher dividend yield at 6.09%, compared with 0.50% for VEGN.

VEGN is categorized as Large Cap Growth Equities, while HYXF is High Yield Bonds. VEGN tracks US Vegan Climate Index, while HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened. They also come from different issuers: Beyond Investing and iShares. Their fees differ too: 0.60% for VEGN and 0.35% for HYXF.

VEGN currently has the higher Sharpe Ratio (2.57 vs 1.52), 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.

Portfolio Optimizer

Find the right allocation for VEGN and HYXF

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