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VICSX vs. VWEAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.3

Performance

VICSX vs. VWEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) and Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%AugustSeptemberOctoberNovemberDecember2025
78.61%
145.04%
VICSX
VWEAX

Key characteristics

Sharpe Ratio

VICSX:

0.84

VWEAX:

2.58

Sortino Ratio

VICSX:

1.22

VWEAX:

4.17

Omega Ratio

VICSX:

1.15

VWEAX:

1.62

Calmar Ratio

VICSX:

0.38

VWEAX:

4.41

Martin Ratio

VICSX:

2.55

VWEAX:

13.98

Ulcer Index

VICSX:

1.72%

VWEAX:

0.59%

Daily Std Dev

VICSX:

5.23%

VWEAX:

3.18%

Max Drawdown

VICSX:

-21.03%

VWEAX:

-30.03%

Current Drawdown

VICSX:

-5.94%

VWEAX:

-0.21%

Returns By Period

In the year-to-date period, VICSX achieves a -0.05% return, which is significantly lower than VWEAX's 0.55% return. Over the past 10 years, VICSX has underperformed VWEAX with an annualized return of 2.44%, while VWEAX has yielded a comparatively higher 4.68% annualized return.


VICSX

YTD

-0.05%

1M

-0.26%

6M

1.59%

1Y

4.48%

5Y*

0.51%

10Y*

2.44%

VWEAX

YTD

0.55%

1M

0.70%

6M

3.93%

1Y

8.19%

5Y*

3.51%

10Y*

4.68%

*Annualized

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%.


VWEAX
Vanguard High-Yield Corporate Fund Admiral Shares
Expense ratio chart for VWEAX: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for VICSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VICSX vs. VWEAX — Risk-Adjusted Performance Rank

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

VICSX
The Risk-Adjusted Performance Rank of VICSX is 3535
Overall Rank
The Sharpe Ratio Rank of VICSX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VICSX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of VICSX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VICSX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of VICSX is 3333
Martin Ratio Rank

VWEAX
The Risk-Adjusted Performance Rank of VWEAX is 9393
Overall Rank
The Sharpe Ratio Rank of VWEAX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of VWEAX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of VWEAX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of VWEAX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VWEAX is 9292
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.

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.


Sharpe ratio
The chart of Sharpe ratio for VICSX, currently valued at 0.84, compared to the broader market-1.000.001.002.003.004.000.842.58
The chart of Sortino ratio for VICSX, currently valued at 1.22, compared to the broader market0.005.0010.001.224.17
The chart of Omega ratio for VICSX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.62
The chart of Calmar ratio for VICSX, currently valued at 0.38, compared to the broader market0.005.0010.0015.0020.000.384.41
The chart of Martin ratio for VICSX, currently valued at 2.55, compared to the broader market0.0020.0040.0060.0080.002.5513.98
VICSX
VWEAX

The current VICSX Sharpe Ratio is 0.84, which is lower than the VWEAX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of VICSX and VWEAX, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.84
2.58
VICSX
VWEAX

Dividends

VICSX vs. VWEAX - Dividend Comparison

VICSX's dividend yield for the trailing twelve months is around 4.41%, less than VWEAX's 6.15% yield.


TTM20242023202220212020201920182017201620152014
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
4.41%4.40%3.70%3.00%2.20%2.56%3.36%3.62%3.22%3.30%3.36%3.20%
VWEAX
Vanguard High-Yield Corporate Fund Admiral Shares
6.15%6.18%5.79%5.20%4.24%4.72%5.32%6.10%5.42%5.49%5.99%5.71%

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.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.94%
-0.21%
VICSX
VWEAX

Volatility

VICSX vs. VWEAX - Volatility Comparison

Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) has a higher volatility of 1.70% compared to Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX) at 1.10%. 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.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%AugustSeptemberOctoberNovemberDecember2025
1.70%
1.10%
VICSX
VWEAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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