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VTBIX vs. VWEHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTBIX vs. VWEHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX). The values are adjusted to include any dividend payments, if applicable.

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VTBIX vs. VWEHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTBIX
Vanguard Total Bond Market II Index Fund Investor Shares
-0.61%7.11%1.25%5.03%-13.18%-1.88%7.47%8.62%-0.32%3.53%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
-1.70%9.38%6.33%11.66%-9.04%2.97%5.30%15.81%-2.93%7.05%

Returns By Period

In the year-to-date period, VTBIX achieves a -0.61% return, which is significantly higher than VWEHX's -1.70% return. Over the past 10 years, VTBIX has underperformed VWEHX with an annualized return of 1.45%, while VWEHX has yielded a comparatively higher 5.12% annualized return.


VTBIX

1D
0.42%
1M
-2.26%
YTD
-0.61%
6M
0.37%
1Y
3.55%
3Y*
3.14%
5Y*
0.05%
10Y*
1.45%

VWEHX

1D
0.18%
1M
-2.34%
YTD
-1.70%
6M
0.00%
1Y
5.88%
3Y*
7.35%
5Y*
3.81%
10Y*
5.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTBIX vs. VWEHX - Expense Ratio Comparison

VTBIX has a 0.09% 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%.


Return for Risk

VTBIX vs. VWEHX — Risk / Return Rank

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

VTBIX
VTBIX Risk / Return Rank: 5353
Overall Rank
VTBIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VTBIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
VTBIX Omega Ratio Rank: 3636
Omega Ratio Rank
VTBIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
VTBIX Martin Ratio Rank: 5151
Martin Ratio Rank

VWEHX
VWEHX Risk / Return Rank: 9191
Overall Rank
VWEHX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VWEHX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VWEHX Omega Ratio Rank: 9393
Omega Ratio Rank
VWEHX Calmar Ratio Rank: 9090
Calmar Ratio Rank
VWEHX Martin Ratio Rank: 9090
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.

VTBIX vs. VWEHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) 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.


VTBIXVWEHXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.90

-0.94

Sortino ratio

Return per unit of downside risk

1.39

2.84

-1.45

Omega ratio

Gain probability vs. loss probability

1.17

1.46

-0.29

Calmar ratio

Return relative to maximum drawdown

1.75

2.48

-0.73

Martin ratio

Return relative to average drawdown

4.93

10.27

-5.34

VTBIX vs. VWEHX - Sharpe Ratio Comparison

The current VTBIX Sharpe Ratio is 0.96, which is lower than the VWEHX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of VTBIX 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.


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Sharpe Ratios by Period


VTBIXVWEHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.90

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.79

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.98

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.86

-0.61

Correlation

The correlation between VTBIX and VWEHX is 0.24, 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.


Dividends

VTBIX vs. VWEHX - Dividend Comparison

VTBIX's dividend yield for the trailing twelve months is around 3.62%, less than VWEHX's 5.81% yield.


TTM20252024202320222021202020192018201720162015
VTBIX
Vanguard Total Bond Market II Index Fund Investor Shares
3.62%3.88%3.70%2.53%2.47%1.75%3.20%2.72%2.51%2.43%2.48%2.64%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
5.81%6.15%6.11%5.68%5.11%3.43%4.62%5.24%5.94%5.29%5.41%6.42%

Drawdowns

VTBIX vs. VWEHX - Drawdown Comparison

The maximum VTBIX drawdown since its inception was -18.72%, smaller than the maximum VWEHX drawdown of -30.17%. Use the drawdown chart below to compare losses from any high point for VTBIX and VWEHX.


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Drawdown Indicators


VTBIXVWEHXDifference

Max Drawdown

Largest peak-to-trough decline

-18.72%

-30.17%

+11.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-2.52%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

-13.83%

-4.28%

Max Drawdown (10Y)

Largest decline over 10 years

-18.72%

-19.69%

+0.97%

Current Drawdown

Current decline from peak

-3.87%

-2.34%

-1.53%

Average Drawdown

Average peak-to-trough decline

-4.43%

-4.31%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.61%

+0.34%

Volatility

VTBIX vs. VWEHX - Volatility Comparison

Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) has a higher volatility of 1.52% compared to Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) at 1.23%. This indicates that VTBIX'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.


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Volatility by Period


VTBIXVWEHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

1.23%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

2.24%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

3.42%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.91%

4.85%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

5.26%

-0.35%