PortfoliosLab logoPortfoliosLab logo
VTEL vs. HYMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTEL vs. HYMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Tax-Exempt Bond ETF (VTEL) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VTEL achieves a 1.94% return, which is significantly lower than HYMB's 3.07% return.


VTEL

1D
0.14%
1M
0.96%
YTD
1.94%
6M
2.21%
1Y
8.46%
3Y*
5Y*
10Y*

HYMB

1D
0.20%
1M
1.19%
YTD
3.07%
6M
3.18%
1Y
7.38%
3Y*
5.23%
5Y*
0.46%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTEL vs. HYMB - Yearly Performance Comparison


Correlation

The correlation between VTEL and HYMB is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

Correlation (All Time)
Calculated using the full available price history since May 23, 2025

0.78

The correlation between VTEL and HYMB has been stable across timeframes, ranging from 0.77 to 0.78 - a consistent structural relationship.

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

VTEL vs. HYMB — Risk / Return Rank

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

VTEL
VTEL Risk / Return Rank: 6868
Overall Rank
VTEL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VTEL Sortino Ratio Rank: 7878
Sortino Ratio Rank
VTEL Omega Ratio Rank: 8181
Omega Ratio Rank
VTEL Calmar Ratio Rank: 5454
Calmar Ratio Rank
VTEL Martin Ratio Rank: 5555
Martin Ratio Rank

HYMB
HYMB Risk / Return Rank: 5555
Overall Rank
HYMB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HYMB Sortino Ratio Rank: 5656
Sortino Ratio Rank
HYMB Omega Ratio Rank: 6262
Omega Ratio Rank
HYMB Calmar Ratio Rank: 4949
Calmar Ratio Rank
HYMB Martin Ratio Rank: 5151
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.

VTEL vs. HYMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Tax-Exempt Bond ETF (VTEL) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). 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.


VTELHYMBDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.48

1.37

+0.10

Calmar ratioReturn relative to maximum drawdown

2.63

2.39

+0.25

Martin ratioReturn relative to average drawdown

9.40

8.46

+0.94

VTEL vs. HYMB - Sharpe Ratio Comparison

The current VTEL Sharpe Ratio is 2.28, which is comparable to the HYMB Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of VTEL and HYMB, 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


VTELHYMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.83

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

2.26

0.45

+1.81

Drawdowns

VTEL vs. HYMB - Drawdown Comparison

The maximum VTEL drawdown since its inception was -3.22%, smaller than the maximum HYMB drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for VTEL and HYMB.


Loading charts...

Drawdown Indicators


VTELHYMBDifference

Max Drawdown

Largest peak-to-trough decline

-3.22%

-29.57%

+26.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-3.11%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-7.44%

Max Drawdown (5Y)

Largest decline over 5 years

-20.15%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-0.13%

0.00%

-0.13%

Average Drawdown

Average peak-to-trough decline

-0.59%

-3.80%

+3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.88%

+0.02%

Volatility

VTEL vs. HYMB - Volatility Comparison

The current volatility for Vanguard Long-Term Tax-Exempt Bond ETF (VTEL) is 1.25%, while SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB) has a volatility of 1.35%. This indicates that VTEL experiences smaller price fluctuations and is considered to be less risky than HYMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VTELHYMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.35%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

3.14%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.74%

4.06%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.76%

6.66%

-2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.76%

11.35%

-7.59%

VTEL vs. HYMB - Expense Ratio Comparison

VTEL has a 0.09% expense ratio, which is lower than HYMB's 0.35% expense ratio.


Dividends

VTEL vs. HYMB - Dividend Comparison

VTEL's dividend yield for the trailing twelve months is around 3.81%, less than HYMB's 4.54% yield.


PositionTTM20252024202320222021202020192018201720162015
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
4.54%4.55%4.29%4.07%3.77%3.19%3.55%3.95%4.03%3.78%4.08%4.54%
VTEL
Vanguard Long-Term Tax-Exempt Bond ETF
3.81%2.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VTEL and HYMB have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYMB has higher volatility (1.35%) compared to VTEL (1.25%). In terms of maximum drawdown, VTEL dropped -3.22% vs HYMB's -29.57%.

On 1-year performance, VTEL leads with 8.46% vs 7.38% for HYMB. On fees, VTEL is cheaper at 0.09% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VTEL has performed better with a 8.46% return vs 7.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTEL is cheaper with a 0.09% expense ratio, compared with 0.35% for HYMB.

HYMB has the higher dividend yield at 4.54%, compared with 3.81% for VTEL.

VTEL tracks S&P 10+ Year National AMT-Free Municipal Bond Index, while HYMB tracks Bloomberg Municipal Yield. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.09% for VTEL and 0.35% for HYMB.

VTEL currently has the higher Sharpe Ratio (2.28 vs 1.83), 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 VTEL and HYMB

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