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VFICX vs. VWEHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFICX and VWEHX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VFICX vs. VWEHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VFICX:

1.17

VWEHX:

2.27

Sortino Ratio

VFICX:

1.68

VWEHX:

3.50

Omega Ratio

VFICX:

1.20

VWEHX:

1.56

Calmar Ratio

VFICX:

0.48

VWEHX:

3.00

Martin Ratio

VFICX:

3.30

VWEHX:

12.11

Ulcer Index

VFICX:

1.85%

VWEHX:

0.64%

Daily Std Dev

VFICX:

5.46%

VWEHX:

3.46%

Max Drawdown

VFICX:

-22.68%

VWEHX:

-30.17%

Current Drawdown

VFICX:

-6.69%

VWEHX:

0.00%

Returns By Period

In the year-to-date period, VFICX achieves a 1.67% return, which is significantly lower than VWEHX's 2.10% return. Over the past 10 years, VFICX has underperformed VWEHX with an annualized return of 1.75%, while VWEHX has yielded a comparatively higher 4.45% annualized return.


VFICX

YTD

1.67%

1M

1.53%

6M

1.06%

1Y

6.34%

5Y*

-0.11%

10Y*

1.75%

VWEHX

YTD

2.10%

1M

2.64%

6M

2.22%

1Y

7.80%

5Y*

5.34%

10Y*

4.45%

*Annualized

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VFICX vs. VWEHX - Expense Ratio Comparison

VFICX has a 0.20% expense ratio, which is lower than VWEHX's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

VFICX vs. VWEHX — Risk-Adjusted Performance Rank

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

VFICX
The Risk-Adjusted Performance Rank of VFICX is 7777
Overall Rank
The Sharpe Ratio Rank of VFICX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VFICX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VFICX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VFICX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VFICX is 7575
Martin Ratio Rank

VWEHX
The Risk-Adjusted Performance Rank of VWEHX is 9595
Overall Rank
The Sharpe Ratio Rank of VWEHX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of VWEHX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of VWEHX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of VWEHX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of VWEHX is 9595
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.

VFICX vs. VWEHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX). 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.


The current VFICX Sharpe Ratio is 1.17, which is lower than the VWEHX Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of VFICX and VWEHX, 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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Dividends

VFICX vs. VWEHX - Dividend Comparison

VFICX's dividend yield for the trailing twelve months is around 4.29%, less than VWEHX's 5.63% yield.


TTM20242023202220212020201920182017201620152014
VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
4.29%4.58%3.81%3.09%2.26%2.51%3.04%3.21%2.80%2.87%3.08%3.16%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
5.63%6.13%5.68%5.11%4.15%4.62%5.25%5.93%5.30%5.39%5.88%5.59%

Drawdowns

VFICX vs. VWEHX - Drawdown Comparison

The maximum VFICX drawdown since its inception was -22.68%, smaller than the maximum VWEHX drawdown of -30.17%. Use the drawdown chart below to compare losses from any high point for VFICX and VWEHX. For additional features, visit the drawdowns tool.


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Volatility

VFICX vs. VWEHX - Volatility Comparison

Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) has a higher volatility of 1.71% compared to Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) at 1.25%. This indicates that VFICX's price experiences larger fluctuations and is considered to be riskier than VWEHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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