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VHYAX vs. PBHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VHYAX vs. PBHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) and PGIM High Yield Fund (PBHAX). The values are adjusted to include any dividend payments, if applicable.

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VHYAX vs. PBHAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VHYAX
Vanguard High Dividend Yield Index Fund Admiral Shares
3.81%15.39%17.39%6.68%-0.45%26.08%1.06%16.67%
PBHAX
PGIM High Yield Fund
-0.83%8.79%6.89%10.75%-12.51%5.63%4.87%10.70%

Returns By Period

In the year-to-date period, VHYAX achieves a 3.81% return, which is significantly higher than PBHAX's -0.83% return.


VHYAX

1D
1.80%
1M
-3.94%
YTD
3.81%
6M
6.29%
1Y
17.97%
3Y*
15.17%
5Y*
11.00%
10Y*

PBHAX

1D
0.63%
1M
-1.65%
YTD
-0.83%
6M
0.32%
1Y
6.13%
3Y*
7.45%
5Y*
3.14%
10Y*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VHYAX vs. PBHAX - Expense Ratio Comparison

VHYAX has a 0.08% expense ratio, which is lower than PBHAX's 0.75% expense ratio.


Return for Risk

VHYAX vs. PBHAX — Risk / Return Rank

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

VHYAX
VHYAX Risk / Return Rank: 6969
Overall Rank
VHYAX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VHYAX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VHYAX Omega Ratio Rank: 6666
Omega Ratio Rank
VHYAX Calmar Ratio Rank: 7171
Calmar Ratio Rank
VHYAX Martin Ratio Rank: 7777
Martin Ratio Rank

PBHAX
PBHAX Risk / Return Rank: 8787
Overall Rank
PBHAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PBHAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PBHAX Omega Ratio Rank: 8989
Omega Ratio Rank
PBHAX Calmar Ratio Rank: 8686
Calmar Ratio Rank
PBHAX Martin Ratio Rank: 8787
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.

VHYAX vs. PBHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) and PGIM High Yield Fund (PBHAX). 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.


VHYAXPBHAXDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.68

-0.50

Sortino ratio

Return per unit of downside risk

1.68

2.48

-0.80

Omega ratio

Gain probability vs. loss probability

1.26

1.40

-0.14

Calmar ratio

Return relative to maximum drawdown

1.69

2.30

-0.61

Martin ratio

Return relative to average drawdown

7.45

9.48

-2.03

VHYAX vs. PBHAX - Sharpe Ratio Comparison

The current VHYAX Sharpe Ratio is 1.18, which is comparable to the PBHAX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of VHYAX and PBHAX, 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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Sharpe Ratios by Period


VHYAXPBHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.68

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.63

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.34

-0.68

Correlation

The correlation between VHYAX and PBHAX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VHYAX vs. PBHAX - Dividend Comparison

VHYAX's dividend yield for the trailing twelve months is around 2.35%, less than PBHAX's 6.24% yield.


TTM20252024202320222021202020192018201720162015
VHYAX
Vanguard High Dividend Yield Index Fund Admiral Shares
2.35%2.42%2.72%3.09%2.98%2.74%3.16%3.00%0.00%0.00%0.00%0.00%
PBHAX
PGIM High Yield Fund
6.24%6.71%6.01%5.73%5.94%5.88%5.70%5.96%6.26%5.98%4.61%6.64%

Drawdowns

VHYAX vs. PBHAX - Drawdown Comparison

The maximum VHYAX drawdown since its inception was -35.14%, which is greater than PBHAX's maximum drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for VHYAX and PBHAX.


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Drawdown Indicators


VHYAXPBHAXDifference

Max Drawdown

Largest peak-to-trough decline

-35.14%

-28.80%

-6.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-2.94%

-8.36%

Max Drawdown (5Y)

Largest decline over 5 years

-15.87%

-16.22%

+0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-21.14%

Current Drawdown

Current decline from peak

-4.81%

-1.65%

-3.16%

Average Drawdown

Average peak-to-trough decline

-3.84%

-2.88%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

0.71%

+1.85%

Volatility

VHYAX vs. PBHAX - Volatility Comparison

Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) has a higher volatility of 3.79% compared to PGIM High Yield Fund (PBHAX) at 1.41%. This indicates that VHYAX's price experiences larger fluctuations and is considered to be riskier than PBHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VHYAXPBHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

1.41%

+2.38%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

2.47%

+5.54%

Volatility (1Y)

Calculated over the trailing 1-year period

15.19%

3.82%

+11.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.01%

5.01%

+9.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

5.48%

+12.63%