VICSX vs. VWEAX
Compare and contrast key facts about Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) and Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX).
VICSX is managed by Vanguard. It was launched on Mar 2, 2010. VWEAX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VICSX or VWEAX.
Key characteristics
| VICSX | VWEAX | |
|---|---|---|
| YTD Return | 3.46% | 6.09% |
| 1Y Return | 11.31% | 12.57% |
| 3Y Return (Ann) | -1.25% | 2.83% |
| 5Y Return (Ann) | 0.85% | 3.79% |
| 10Y Return (Ann) | 2.71% | 4.52% |
| Sharpe Ratio | 2.00 | 3.46 |
| Sortino Ratio | 3.03 | 5.98 |
| Omega Ratio | 1.37 | 1.90 |
| Calmar Ratio | 0.75 | 3.08 |
| Martin Ratio | 8.68 | 22.42 |
| Ulcer Index | 1.32% | 0.56% |
| Daily Std Dev | 5.71% | 3.63% |
| Max Drawdown | -21.03% | -30.03% |
| Current Drawdown | -5.74% | -0.57% |
Correlation
The correlation between VICSX and VWEAX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VICSX vs. VWEAX - Performance Comparison
In the year-to-date period, VICSX achieves a 3.46% return, which is significantly lower than VWEAX's 6.09% return. Over the past 10 years, VICSX has underperformed VWEAX with an annualized return of 2.71%, while VWEAX has yielded a comparatively higher 4.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VICSX vs. VWEAX - Expense Ratio Comparison
VICSX has a 0.07% expense ratio, which is lower than VWEAX's 0.13% 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
VICSX vs. VWEAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) and Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX). 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.
Dividends
VICSX vs. VWEAX - Dividend Comparison
VICSX's dividend yield for the trailing twelve months is around 4.27%, less than VWEAX's 6.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VICSX Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares | 4.27% | 3.70% | 3.00% | 2.20% | 2.56% | 3.36% | 3.62% | 3.22% | 3.30% | 3.36% | 3.20% | 3.26% |
VWEAX Vanguard High-Yield Corporate Fund Admiral Shares | 6.10% | 5.79% | 5.20% | 4.24% | 4.72% | 5.32% | 6.10% | 5.42% | 5.49% | 5.99% | 5.71% | 5.89% |
Drawdowns
VICSX vs. VWEAX - Drawdown Comparison
The maximum VICSX drawdown since its inception was -21.03%, smaller than the maximum VWEAX drawdown of -30.03%. Use the drawdown chart below to compare losses from any high point for VICSX and VWEAX. For additional features, visit the drawdowns tool.
Volatility
VICSX vs. VWEAX - Volatility Comparison
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) has a higher volatility of 1.66% compared to Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX) at 0.71%. This indicates that VICSX's price experiences larger fluctuations and is considered to be riskier than VWEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.