PortfoliosLab logoPortfoliosLab logo
VTC vs. VYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTC vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Corporate Bond ETF (VTC) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VTC achieves a 0.60% return, which is significantly lower than VYM's 12.47% return.


VTC

1D
-0.22%
1M
0.63%
YTD
0.60%
6M
0.33%
1Y
5.99%
3Y*
5.22%
5Y*
0.51%
10Y*

VYM

1D
-0.43%
1M
3.38%
YTD
12.47%
6M
12.01%
1Y
26.16%
3Y*
18.88%
5Y*
11.48%
10Y*
11.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTC vs. VYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTC
Vanguard Total Corporate Bond ETF
0.60%7.58%2.15%8.58%-15.68%-1.41%9.30%14.60%-2.55%0.84%
VYM
Vanguard High Dividend Yield ETF
12.47%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%4.42%

Correlation

The correlation between VTC and VYM is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.31

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

0.25

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2017

0.16

Over the past year, VTC and VYM have become more correlated (0.39) than their long-term average of 0.16, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VTC vs. VYM — Risk / Return Rank

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

VTC
VTC Risk / Return Rank: 3939
Overall Rank
VTC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VTC Sortino Ratio Rank: 3838
Sortino Ratio Rank
VTC Omega Ratio Rank: 3535
Omega Ratio Rank
VTC Calmar Ratio Rank: 4141
Calmar Ratio Rank
VTC Martin Ratio Rank: 4141
Martin Ratio Rank

VYM
VYM Risk / Return Rank: 7777
Overall Rank
VYM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8080
Sortino Ratio Rank
VYM Omega Ratio Rank: 7676
Omega Ratio Rank
VYM Calmar Ratio Rank: 7676
Calmar Ratio Rank
VYM Martin Ratio Rank: 7575
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.

VTC vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Corporate Bond ETF (VTC) and Vanguard High Dividend Yield ETF (VYM). 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.


VTCVYMDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.24

1.46

-0.22

Calmar ratioReturn relative to maximum drawdown

2.09

3.93

-1.84

Martin ratioReturn relative to average drawdown

6.63

14.76

-8.13

VTC vs. VYM - Sharpe Ratio Comparison

The current VTC Sharpe Ratio is 1.38, which is lower than the VYM Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of VTC and VYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VTCVYMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

2.56

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.83

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.51

-0.19

Drawdowns

VTC vs. VYM - Drawdown Comparison

The maximum VTC drawdown since its inception was -22.05%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for VTC and VYM.


Loading charts...

Drawdown Indicators


VTCVYMDifference

Max Drawdown

Largest peak-to-trough decline

-22.05%

-56.98%

+34.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-6.69%

+3.81%

Max Drawdown (3Y)

Largest decline over 3 years

-6.46%

-14.46%

+8.00%

Max Drawdown (5Y)

Largest decline over 5 years

-22.05%

-15.84%

-6.21%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

Current Drawdown

Current decline from peak

-0.99%

-0.43%

-0.56%

Average Drawdown

Average peak-to-trough decline

-5.84%

-7.19%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.78%

-0.88%

Volatility

VTC vs. VYM - Volatility Comparison

The current volatility for Vanguard Total Corporate Bond ETF (VTC) is 1.43%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 2.77%. This indicates that VTC experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VTCVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

2.77%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

7.67%

-4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

10.28%

-5.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.08%

13.96%

-6.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.68%

16.34%

-8.66%

VTC vs. VYM - Expense Ratio Comparison

Both VTC and VYM have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VTC vs. VYM - Dividend Comparison

VTC's dividend yield for the trailing twelve months is around 4.93%, more than VYM's 2.19% yield.


PositionTTM20252024202320222021202020192018201720162015
VTC
Vanguard Total Corporate Bond ETF
4.93%4.76%4.50%3.80%3.13%2.36%2.69%3.34%3.53%0.55%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.19%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Frequently Asked Questions


VTC and VYM have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VYM has higher volatility (2.77%) compared to VTC (1.43%). In terms of maximum drawdown, VTC dropped -22.05% vs VYM's -56.98%.

On 5-year performance, VYM leads with 11.48% vs 0.51% for VTC. Both ETFs have the same 0.04% expense ratio. On volatility, VTC has been the lower-risk option at 1.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VYM has performed better with a 11.48% return vs 0.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTC and VYM have the same expense ratio: 0.04% per year.

VTC has the higher dividend yield at 4.93%, compared with 2.19% for VYM.

VTC is categorized as Corporate Bonds, while VYM is Dividend. VTC tracks Bloomberg Barclays U.S. Corporate Bond Index, while VYM tracks FTSE High Dividend Yield Index.

VYM currently has the higher Sharpe Ratio (2.56 vs 1.38), 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.

Portfolio Optimizer

Find the right allocation for VTC and VYM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer