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VGHY vs. FSYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGHY vs. FSYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High-Yield Active ETF (VGHY) and Fidelity Sustainable High Yield ETF (FSYD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGHY achieves a 1.38% return, which is significantly lower than FSYD's 3.35% return.


VGHY

1D
-0.24%
1M
0.28%
YTD
1.38%
6M
2.00%
1Y
3Y*
5Y*
10Y*

FSYD

1D
-0.27%
1M
0.75%
YTD
3.35%
6M
3.97%
1Y
10.19%
3Y*
9.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGHY vs. FSYD - Yearly Performance Comparison


Correlation

The correlation between VGHY and FSYD is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 18, 2025

0.81

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Return for Risk

VGHY vs. FSYD — Risk / Return Rank

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

VGHY

FSYD
FSYD Risk / Return Rank: 7979
Overall Rank
FSYD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FSYD Sortino Ratio Rank: 8383
Sortino Ratio Rank
FSYD Omega Ratio Rank: 8282
Omega Ratio Rank
FSYD Calmar Ratio Rank: 7676
Calmar Ratio Rank
FSYD Martin Ratio Rank: 7878
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.

VGHY vs. FSYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High-Yield Active ETF (VGHY) and Fidelity Sustainable High Yield ETF (FSYD). 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.


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

VGHY vs. FSYD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VGHYFSYDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.77

+0.30

Drawdowns

VGHY vs. FSYD - Drawdown Comparison

The maximum VGHY drawdown since its inception was -2.66%, smaller than the maximum FSYD drawdown of -12.11%. Use the drawdown chart below to compare losses from any high point for VGHY and FSYD.


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Drawdown Indicators


VGHYFSYDDifference

Max Drawdown

Largest peak-to-trough decline

-2.66%

-12.11%

+9.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-5.49%

Current Drawdown

Current decline from peak

-0.30%

-0.27%

-0.03%

Average Drawdown

Average peak-to-trough decline

-0.45%

-2.40%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

Volatility

VGHY vs. FSYD - Volatility Comparison


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Volatility by Period


VGHYFSYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

4.12%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.30%

7.85%

-3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.30%

7.85%

-3.55%

VGHY vs. FSYD - Expense Ratio Comparison

VGHY has a 0.22% expense ratio, which is lower than FSYD's 0.55% expense ratio.


Dividends

VGHY vs. FSYD - Dividend Comparison

VGHY's dividend yield for the trailing twelve months is around 3.98%, less than FSYD's 6.32% yield.


PositionTTM2025202420232022
FSYD
Fidelity Sustainable High Yield ETF
6.32%6.49%6.47%6.70%5.29%
VGHY
Vanguard High-Yield Active ETF
3.98%1.49%0.00%0.00%0.00%

Frequently Asked Questions


VGHY and FSYD have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGHY is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGHY is cheaper with a 0.22% expense ratio, compared with 0.55% for FSYD.

FSYD has the higher dividend yield at 6.32%, compared with 3.98% for VGHY.

They also come from different issuers: Vanguard and Fidelity. Their fees differ too: 0.22% for VGHY and 0.55% for FSYD.

Portfolio Optimizer

Find the right allocation for VGHY and FSYD

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