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VWALX vs. ATOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWALX vs. ATOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High-Yield Tax-Exempt Fund Admiral Shares (VWALX) and abrdn Ultra Short Municipal Income Fund (ATOIX). The values are adjusted to include any dividend payments, if applicable.

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VWALX vs. ATOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWALX
Vanguard High-Yield Tax-Exempt Fund Admiral Shares
-0.64%5.06%4.08%8.45%-11.69%3.42%5.49%9.58%1.38%7.96%
ATOIX
abrdn Ultra Short Municipal Income Fund
0.35%3.33%3.14%3.27%0.87%-0.04%0.88%1.40%1.54%2.24%

Returns By Period

In the year-to-date period, VWALX achieves a -0.64% return, which is significantly lower than ATOIX's 0.35% return. Over the past 10 years, VWALX has outperformed ATOIX with an annualized return of 3.04%, while ATOIX has yielded a comparatively lower 1.73% annualized return.


VWALX

1D
0.19%
1M
-2.87%
YTD
-0.64%
6M
1.07%
1Y
4.06%
3Y*
4.50%
5Y*
1.49%
10Y*
3.04%

ATOIX

1D
0.00%
1M
-0.10%
YTD
0.35%
6M
1.37%
1Y
2.95%
3Y*
3.07%
5Y*
2.17%
10Y*
1.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWALX vs. ATOIX - Expense Ratio Comparison

VWALX has a 0.09% expense ratio, which is lower than ATOIX's 0.44% expense ratio.


Return for Risk

VWALX vs. ATOIX — Risk / Return Rank

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

VWALX
VWALX Risk / Return Rank: 4343
Overall Rank
VWALX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VWALX Sortino Ratio Rank: 3939
Sortino Ratio Rank
VWALX Omega Ratio Rank: 6868
Omega Ratio Rank
VWALX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VWALX Martin Ratio Rank: 2828
Martin Ratio Rank

ATOIX
ATOIX Risk / Return Rank: 100100
Overall Rank
ATOIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ATOIX Sortino Ratio Rank: 100100
Sortino Ratio Rank
ATOIX Omega Ratio Rank: 100100
Omega Ratio Rank
ATOIX Calmar Ratio Rank: 100100
Calmar Ratio Rank
ATOIX Martin Ratio Rank: 100100
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.

VWALX vs. ATOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High-Yield Tax-Exempt Fund Admiral Shares (VWALX) and abrdn Ultra Short Municipal Income Fund (ATOIX). 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.


VWALXATOIXDifference

Sharpe ratio

Return per unit of total volatility

0.89

3.51

-2.62

Sortino ratio

Return per unit of downside risk

1.22

18.38

-17.16

Omega ratio

Gain probability vs. loss probability

1.25

11.59

-10.34

Calmar ratio

Return relative to maximum drawdown

0.97

32.23

-31.26

Martin ratio

Return relative to average drawdown

3.02

93.42

-90.40

VWALX vs. ATOIX - Sharpe Ratio Comparison

The current VWALX Sharpe Ratio is 0.89, which is lower than the ATOIX Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of VWALX and ATOIX, 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


VWALXATOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

3.51

-2.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

2.69

-2.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

2.24

-1.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

2.45

-1.39

Correlation

The correlation between VWALX and ATOIX 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

VWALX vs. ATOIX - Dividend Comparison

VWALX's dividend yield for the trailing twelve months is around 4.15%, more than ATOIX's 2.90% yield.


TTM20252024202320222021202020192018201720162015
VWALX
Vanguard High-Yield Tax-Exempt Fund Admiral Shares
4.15%5.04%4.47%3.59%3.44%3.04%3.40%4.03%3.85%3.77%3.86%3.75%
ATOIX
abrdn Ultra Short Municipal Income Fund
2.90%3.27%3.09%3.02%1.07%0.06%0.88%1.39%1.42%2.20%0.61%0.52%

Drawdowns

VWALX vs. ATOIX - Drawdown Comparison

The maximum VWALX drawdown since its inception was -17.24%, which is greater than ATOIX's maximum drawdown of -1.46%. Use the drawdown chart below to compare losses from any high point for VWALX and ATOIX.


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Drawdown Indicators


VWALXATOIXDifference

Max Drawdown

Largest peak-to-trough decline

-17.24%

-1.46%

-15.78%

Max Drawdown (1Y)

Largest decline over 1 year

-5.63%

-0.10%

-5.53%

Max Drawdown (5Y)

Largest decline over 5 years

-17.24%

-0.37%

-16.87%

Max Drawdown (10Y)

Largest decline over 10 years

-17.24%

-0.43%

-16.81%

Current Drawdown

Current decline from peak

-2.87%

-0.10%

-2.77%

Average Drawdown

Average peak-to-trough decline

-2.18%

-0.06%

-2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

0.03%

+1.78%

Volatility

VWALX vs. ATOIX - Volatility Comparison

Vanguard High-Yield Tax-Exempt Fund Admiral Shares (VWALX) has a higher volatility of 1.19% compared to abrdn Ultra Short Municipal Income Fund (ATOIX) at 0.10%. This indicates that VWALX's price experiences larger fluctuations and is considered to be riskier than ATOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWALXATOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

0.10%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

1.96%

0.65%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

5.71%

0.92%

+4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.76%

0.81%

+3.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.62%

0.78%

+3.84%