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VHT vs. IHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VHT and IHI is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

VHT vs. IHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Health Care ETF (VHT) and iShares U.S. Medical Devices ETF (IHI). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%700.00%750.00%NovemberDecember2025FebruaryMarchApril
526.89%
668.53%
VHT
IHI

Key characteristics

Sharpe Ratio

VHT:

-0.01

IHI:

0.48

Sortino Ratio

VHT:

0.09

IHI:

0.78

Omega Ratio

VHT:

1.01

IHI:

1.11

Calmar Ratio

VHT:

-0.01

IHI:

0.49

Martin Ratio

VHT:

-0.02

IHI:

2.10

Ulcer Index

VHT:

5.90%

IHI:

4.19%

Daily Std Dev

VHT:

14.60%

IHI:

18.12%

Max Drawdown

VHT:

-39.12%

IHI:

-49.64%

Current Drawdown

VHT:

-12.09%

IHI:

-10.27%

Returns By Period

In the year-to-date period, VHT achieves a -0.94% return, which is significantly lower than IHI's 1.57% return. Over the past 10 years, VHT has underperformed IHI with an annualized return of 7.88%, while IHI has yielded a comparatively higher 12.05% annualized return.


VHT

YTD

-0.94%

1M

-5.51%

6M

-7.97%

1Y

-1.20%

5Y*

7.24%

10Y*

7.88%

IHI

YTD

1.57%

1M

-1.81%

6M

0.09%

1Y

6.95%

5Y*

7.03%

10Y*

12.05%

*Annualized

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VHT vs. IHI - Expense Ratio Comparison

VHT has a 0.10% expense ratio, which is lower than IHI's 0.43% expense ratio.


Expense ratio chart for IHI: current value is 0.43%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IHI: 0.43%
Expense ratio chart for VHT: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VHT: 0.10%

Risk-Adjusted Performance

VHT vs. IHI — Risk-Adjusted Performance Rank

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

VHT
The Risk-Adjusted Performance Rank of VHT is 2222
Overall Rank
The Sharpe Ratio Rank of VHT is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of VHT is 2121
Sortino Ratio Rank
The Omega Ratio Rank of VHT is 2121
Omega Ratio Rank
The Calmar Ratio Rank of VHT is 2222
Calmar Ratio Rank
The Martin Ratio Rank of VHT is 2222
Martin Ratio Rank

IHI
The Risk-Adjusted Performance Rank of IHI is 6060
Overall Rank
The Sharpe Ratio Rank of IHI is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of IHI is 5757
Sortino Ratio Rank
The Omega Ratio Rank of IHI is 5858
Omega Ratio Rank
The Calmar Ratio Rank of IHI is 6363
Calmar Ratio Rank
The Martin Ratio Rank of IHI is 6262
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.

VHT vs. IHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Health Care ETF (VHT) and iShares U.S. Medical Devices ETF (IHI). 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 chart of Sharpe ratio for VHT, currently valued at -0.01, compared to the broader market-1.000.001.002.003.004.00
VHT: -0.01
IHI: 0.48
The chart of Sortino ratio for VHT, currently valued at 0.09, compared to the broader market-2.000.002.004.006.008.00
VHT: 0.09
IHI: 0.78
The chart of Omega ratio for VHT, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
VHT: 1.01
IHI: 1.11
The chart of Calmar ratio for VHT, currently valued at -0.01, compared to the broader market0.002.004.006.008.0010.0012.00
VHT: -0.01
IHI: 0.49
The chart of Martin ratio for VHT, currently valued at -0.02, compared to the broader market0.0020.0040.0060.00
VHT: -0.02
IHI: 2.10

The current VHT Sharpe Ratio is -0.01, which is lower than the IHI Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of VHT and IHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.01
0.48
VHT
IHI

Dividends

VHT vs. IHI - Dividend Comparison

VHT's dividend yield for the trailing twelve months is around 1.59%, more than IHI's 0.46% yield.


TTM20242023202220212020201920182017201620152014
VHT
Vanguard Health Care ETF
1.59%1.53%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%
IHI
iShares U.S. Medical Devices ETF
0.46%0.46%0.53%0.45%0.25%0.25%0.33%0.26%0.37%0.55%1.28%0.65%

Drawdowns

VHT vs. IHI - Drawdown Comparison

The maximum VHT drawdown since its inception was -39.12%, smaller than the maximum IHI drawdown of -49.64%. Use the drawdown chart below to compare losses from any high point for VHT and IHI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.09%
-10.27%
VHT
IHI

Volatility

VHT vs. IHI - Volatility Comparison

The current volatility for Vanguard Health Care ETF (VHT) is 9.42%, while iShares U.S. Medical Devices ETF (IHI) has a volatility of 12.10%. This indicates that VHT experiences smaller price fluctuations and is considered to be less risky than IHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.42%
12.10%
VHT
IHI