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

Correlation

The correlation between VICSX and VWEHX 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. VWEHX - 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 Investor Shares (VWEHX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
1.08%
2.78%
VICSX
VWEHX

Key characteristics

Sharpe Ratio

VICSX:

0.59

VWEHX:

2.01

Sortino Ratio

VICSX:

0.86

VWEHX:

3.17

Omega Ratio

VICSX:

1.10

VWEHX:

1.46

Calmar Ratio

VICSX:

0.27

VWEHX:

3.43

Martin Ratio

VICSX:

1.82

VWEHX:

10.24

Ulcer Index

VICSX:

1.70%

VWEHX:

0.62%

Daily Std Dev

VICSX:

5.28%

VWEHX:

3.18%

Max Drawdown

VICSX:

-21.03%

VWEHX:

-30.17%

Current Drawdown

VICSX:

-6.20%

VWEHX:

-1.09%

Returns By Period

In the year-to-date period, VICSX achieves a -0.32% return, which is significantly lower than VWEHX's 0.18% return. Over the past 10 years, VICSX has underperformed VWEHX with an annualized return of 2.43%, while VWEHX has yielded a comparatively higher 4.47% annualized return.


VICSX

YTD

-0.32%

1M

-1.30%

6M

0.80%

1Y

3.80%

5Y*

0.45%

10Y*

2.43%

VWEHX

YTD

0.18%

1M

-0.73%

6M

2.78%

1Y

6.77%

5Y*

3.24%

10Y*

4.47%

*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. VWEHX - Expense Ratio Comparison

VICSX has a 0.07% expense ratio, which is lower than VWEHX's 0.23% 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%.


VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
Expense ratio chart for VWEHX: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%
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. VWEHX — 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 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of VICSX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of VICSX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VICSX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of VICSX is 3535
Martin Ratio Rank

VWEHX
The Risk-Adjusted Performance Rank of VWEHX is 9191
Overall Rank
The Sharpe Ratio Rank of VWEHX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of VWEHX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of VWEHX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of VWEHX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of VWEHX is 8989
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. VWEHX - 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 Investor Shares (VWEHX). 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 0.59, compared to the broader market-1.000.001.002.003.004.000.592.01
The chart of Sortino ratio for VICSX, currently valued at 0.86, compared to the broader market0.002.004.006.008.0010.000.863.17
The chart of Omega ratio for VICSX, currently valued at 1.10, compared to the broader market1.002.003.004.001.101.46
The chart of Calmar ratio for VICSX, currently valued at 0.27, compared to the broader market0.005.0010.0015.0020.000.273.43
The chart of Martin ratio for VICSX, currently valued at 1.82, compared to the broader market0.0020.0040.0060.0080.001.8210.24
VICSX
VWEHX

The current VICSX Sharpe Ratio is 0.59, which is lower than the VWEHX Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of VICSX and VWEHX, 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
0.59
2.01
VICSX
VWEHX

Dividends

VICSX vs. VWEHX - Dividend Comparison

VICSX's dividend yield for the trailing twelve months is around 4.42%, less than VWEHX's 5.60% yield.


TTM20242023202220212020201920182017201620152014
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
4.42%4.40%3.70%3.00%2.20%2.56%3.36%3.62%3.22%3.30%3.36%3.20%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
5.60%5.61%5.68%5.11%4.15%4.62%5.25%5.93%5.30%5.39%5.88%5.59%

Drawdowns

VICSX vs. VWEHX - Drawdown Comparison

The maximum VICSX drawdown since its inception was -21.03%, smaller than the maximum VWEHX drawdown of -30.17%. Use the drawdown chart below to compare losses from any high point for VICSX and VWEHX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.20%
-1.09%
VICSX
VWEHX

Volatility

VICSX vs. VWEHX - 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 Investor Shares (VWEHX) at 0.92%. This indicates that VICSX's price experiences larger fluctuations and is considered to be riskier than VWEHX 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%
0.92%
VICSX
VWEHX
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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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