VTEX vs. FALN
VTEX (VTEX) is a stock, while FALN (iShares Fallen Angels USD Bond ETF) is High Yield Bonds fund tracking the Bloomberg US High Yield Fallen Angel 3% Capped Index. Over the past 3 years, VTEX returned -1.33%/yr vs 9.18%/yr for FALN. At a 0.36 correlation, their price movements are largely independent.
Performance
VTEX vs. FALN - Performance Comparison
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Returns By Period
In the year-to-date period, VTEX achieves a 3.99% return, which is significantly higher than FALN's 1.56% return.
VTEX
- 1D
- 1.03%
- 1M
- 2.62%
- YTD
- 3.99%
- 6M
- -5.33%
- 1Y
- -40.94%
- 3Y*
- -1.33%
- 5Y*
- —
- 10Y*
- —
FALN
- 1D
- -0.22%
- 1M
- 0.68%
- YTD
- 1.56%
- 6M
- 1.36%
- 1Y
- 8.66%
- 3Y*
- 9.18%
- 5Y*
- 3.78%
- 10Y*
- —
VTEX vs. FALN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VTEX VTEX | 3.99% | -36.16% | -14.39% | 83.47% | -65.02% | -51.67% |
FALN iShares Fallen Angels USD Bond ETF | 1.56% | 8.92% | 7.68% | 13.47% | -13.79% | 1.46% |
Correlation
The correlation between VTEX and FALN is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2021 | 0.36 |
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Return for Risk
VTEX vs. FALN — Risk / Return Rank
VTEX
FALN
VTEX vs. FALN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VTEX (VTEX) and iShares Fallen Angels USD Bond ETF (FALN). 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.
| VTEX | FALN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.71 | ||
| Sortino ratioReturn per unit of downside risk | -3.70 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.37 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 2.20 | -2.91 |
| Martin ratioReturn relative to average drawdown | -1.05 | 9.17 | -10.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTEX | FALN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | 1.91 | -2.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.49 | 0.74 | -1.23 |
Drawdowns
VTEX vs. FALN - Drawdown Comparison
The maximum VTEX drawdown since its inception was -91.38%, which is greater than FALN's maximum drawdown of -29.22%. Use the drawdown chart below to compare losses from any high point for VTEX and FALN.
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Drawdown Indicators
| VTEX | FALN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.38% | -29.22% | -62.16% |
Max Drawdown (1Y)Largest decline over 1 year | -57.54% | -3.96% | -53.58% |
Max Drawdown (3Y)Largest decline over 3 years | -69.50% | -5.92% | -63.58% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.78% | — |
Current DrawdownCurrent decline from peak | -87.88% | -0.26% | -87.62% |
Average DrawdownAverage peak-to-trough decline | -79.04% | -3.32% | -75.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.88% | 0.95% | +37.93% |
Volatility
VTEX vs. FALN - Volatility Comparison
VTEX (VTEX) has a higher volatility of 17.95% compared to iShares Fallen Angels USD Bond ETF (FALN) at 1.38%. This indicates that VTEX's price experiences larger fluctuations and is considered to be riskier than FALN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTEX | FALN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.95% | 1.38% | +16.57% |
Volatility (6M)Calculated over the trailing 6-month period | 32.89% | 3.64% | +29.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.83% | 4.54% | +47.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.06% | 7.31% | +53.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.06% | 8.95% | +52.11% |
Dividends
VTEX vs. FALN - Dividend Comparison
VTEX has not paid dividends to shareholders, while FALN's dividend yield for the trailing twelve months is around 6.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FALN iShares Fallen Angels USD Bond ETF | 6.46% | 6.31% | 6.24% | 5.37% | 5.08% | 3.40% | 5.14% | 5.35% | 5.97% | 6.98% | 3.55% |
VTEX VTEX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VTEX and FALN have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTEX has higher volatility (17.95%) compared to FALN (1.38%). In terms of maximum drawdown, VTEX dropped -91.38% vs FALN's -29.22%.
FALN currently has the higher Sharpe Ratio (1.91 vs -0.79), 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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