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VIGI vs. HYGH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIGI vs. HYGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Appreciation ETF (VIGI) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with VIGI having a 3.10% return and HYGH slightly higher at 3.24%. Over the past 10 years, VIGI has outperformed HYGH with an annualized return of 8.31%, while HYGH has yielded a comparatively lower 6.50% annualized return.


VIGI

1D
-0.22%
1M
0.88%
YTD
3.10%
6M
3.92%
1Y
6.49%
3Y*
9.51%
5Y*
4.27%
10Y*
8.31%

HYGH

1D
0.17%
1M
0.74%
YTD
3.24%
6M
3.69%
1Y
8.03%
3Y*
9.63%
5Y*
7.00%
10Y*
6.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIGI vs. HYGH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIGI
Vanguard International Dividend Appreciation ETF
3.10%16.88%2.73%16.30%-16.79%12.51%14.66%27.53%-11.50%27.97%
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
3.24%6.94%11.22%12.17%-0.92%5.82%0.54%11.09%-0.85%6.38%

Correlation

The correlation between VIGI and HYGH is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2016

0.58

The correlation between VIGI and HYGH has been stable across timeframes, ranging from 0.49 to 0.59 - a consistent structural relationship.

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Return for Risk

VIGI vs. HYGH — Risk / Return Rank

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

VIGI
VIGI Risk / Return Rank: 1616
Overall Rank
VIGI Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 1515
Sortino Ratio Rank
VIGI Omega Ratio Rank: 1515
Omega Ratio Rank
VIGI Calmar Ratio Rank: 1616
Calmar Ratio Rank
VIGI Martin Ratio Rank: 1818
Martin Ratio Rank

HYGH
HYGH Risk / Return Rank: 8585
Overall Rank
HYGH Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HYGH Sortino Ratio Rank: 8484
Sortino Ratio Rank
HYGH Omega Ratio Rank: 8080
Omega Ratio Rank
HYGH Calmar Ratio Rank: 9090
Calmar Ratio Rank
HYGH Martin Ratio Rank: 9191
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.

VIGI vs. HYGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VIGIHYGHDifference
Sharpe ratioReturn per unit of total volatility

-1.77

Sortino ratioReturn per unit of downside risk

-2.65

Omega ratioGain probability vs. loss probability

1.08

1.41

-0.33

Calmar ratioReturn relative to maximum drawdown

0.48

4.88

-4.40

Martin ratioReturn relative to average drawdown

1.70

19.08

-17.38

VIGI vs. HYGH - Sharpe Ratio Comparison

The current VIGI Sharpe Ratio is 0.39, which is lower than the HYGH Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of VIGI and HYGH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VIGI vs. HYGH - Drawdown Comparison

The maximum VIGI drawdown since its inception was -31.01%, which is greater than HYGH's maximum drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for VIGI and HYGH.


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Drawdown Indicators


VIGIHYGHDifference

Max Drawdown

Largest peak-to-trough decline

-31.01%

-23.88%

-7.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-1.62%

-9.02%

Max Drawdown (3Y)

Largest decline over 3 years

-14.50%

-8.06%

-6.44%

Max Drawdown (5Y)

Largest decline over 5 years

-28.80%

-8.24%

-20.56%

Max Drawdown (10Y)

Largest decline over 10 years

-31.01%

-23.88%

-7.13%

Current Drawdown

Current decline from peak

-2.03%

0.00%

-2.03%

Average Drawdown

Average peak-to-trough decline

-6.17%

-2.22%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

0.41%

+2.63%

Volatility

VIGI vs. HYGH - Volatility Comparison

Vanguard International Dividend Appreciation ETF (VIGI) has a higher volatility of 3.35% compared to iShares Interest Rate Hedged High Yield Bond ETF (HYGH) at 0.68%. This indicates that VIGI's price experiences larger fluctuations and is considered to be riskier than HYGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIGIHYGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

0.68%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

10.40%

2.80%

+7.60%

Volatility (1Y)

Calculated over the trailing 1-year period

13.20%

3.66%

+9.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

7.07%

+7.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.87%

8.34%

+7.53%

VIGI vs. HYGH - Expense Ratio Comparison

VIGI has a 0.15% expense ratio, which is lower than HYGH's 0.53% expense ratio.


Dividends

VIGI vs. HYGH - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 2.14%, less than HYGH's 6.60% yield.


PositionTTM20252024202320222021202020192018201720162015
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
6.60%6.86%7.85%8.95%6.21%3.74%4.06%4.89%6.45%4.79%4.60%5.75%
VIGI
Vanguard International Dividend Appreciation ETF
2.14%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%0.00%

Frequently Asked Questions


VIGI and HYGH have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIGI has higher volatility (3.35%) compared to HYGH (0.68%). In terms of maximum drawdown, VIGI dropped -31.01% vs HYGH's -23.88%.

On 10-year performance, VIGI leads with 8.31% vs 6.50% for HYGH. On fees, VIGI is cheaper at 0.15% per year. On volatility, HYGH has been the lower-risk option at 0.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VIGI has performed better with a 8.31% return vs 6.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIGI is cheaper with a 0.15% expense ratio, compared with 0.53% for HYGH.

HYGH has the higher dividend yield at 6.60%, compared with 2.14% for VIGI.

VIGI is categorized as Dividend, while HYGH is High Yield Bonds. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for VIGI and 0.53% for HYGH.

HYGH currently has the higher Sharpe Ratio (2.16 vs 0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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