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 -6.90%/yr vs 9.42%/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 -2.13% return, which is significantly lower than FALN's 2.31% return.
VTEX
- 1D
- 5.14%
- 1M
- 2.79%
- YTD
- -2.13%
- 6M
- -1.34%
- 1Y
- -44.33%
- 3Y*
- -6.90%
- 5Y*
- —
- 10Y*
- —
FALN
- 1D
- 0.07%
- 1M
- 1.15%
- YTD
- 2.31%
- 6M
- 2.27%
- 1Y
- 7.72%
- 3Y*
- 9.42%
- 5Y*
- 3.73%
- 10Y*
- 6.61%
VTEX vs. FALN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VTEX VTEX | -2.13% | -36.16% | -14.39% | 83.47% | -65.02% | -57.29% |
FALN iShares Fallen Angels USD Bond ETF | 2.31% | 8.92% | 7.68% | 13.47% | -13.79% | 1.70% |
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 21, 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.
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.
| VTEX | FALN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.54 | ||
| Sortino ratioReturn per unit of downside risk | -3.51 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.32 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 1.96 | -2.73 |
| Martin ratioReturn relative to average drawdown | -1.10 | 8.15 | -9.25 |
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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% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.22% | — |
Current DrawdownCurrent decline from peak | -88.59% | -0.04% | -88.55% |
Average DrawdownAverage peak-to-trough decline | -79.10% | -3.30% | -75.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.40% | 0.95% | +39.45% |
Volatility
VTEX vs. FALN - Volatility Comparison
VTEX (VTEX) has a higher volatility of 14.83% compared to iShares Fallen Angels USD Bond ETF (FALN) at 1.17%. 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 | 14.83% | 1.17% | +13.66% |
Volatility (6M)Calculated over the trailing 6-month period | 33.43% | 3.72% | +29.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.08% | 4.60% | +47.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.03% | 7.33% | +53.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.03% | 8.92% | +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 6.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FALN iShares Fallen Angels USD Bond ETF | 6.42% | 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 (14.83%) compared to FALN (1.17%). In terms of maximum drawdown, VTEX dropped -91.38% vs FALN's -29.22%.
FALN currently has the higher Sharpe Ratio (1.69 vs -0.85), 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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