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VWEHX vs. BUFHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWEHX vs. BUFHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) and Buffalo High Yield Fund (BUFHX). The values are adjusted to include any dividend payments, if applicable.

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VWEHX vs. BUFHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
-1.15%9.38%6.33%11.66%-9.04%2.97%5.30%15.81%-2.93%7.05%
BUFHX
Buffalo High Yield Fund
-0.09%5.11%10.35%11.68%-5.53%5.52%9.26%12.33%-2.26%5.98%

Returns By Period

In the year-to-date period, VWEHX achieves a -1.15% return, which is significantly lower than BUFHX's -0.09% return. Both investments have delivered pretty close results over the past 10 years, with VWEHX having a 5.18% annualized return and BUFHX not far ahead at 5.40%.


VWEHX

1D
0.55%
1M
-1.62%
YTD
-1.15%
6M
0.56%
1Y
6.47%
3Y*
7.55%
5Y*
3.89%
10Y*
5.18%

BUFHX

1D
0.48%
1M
-0.90%
YTD
-0.09%
6M
0.43%
1Y
4.45%
3Y*
8.13%
5Y*
4.79%
10Y*
5.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWEHX vs. BUFHX - Expense Ratio Comparison

VWEHX has a 0.23% expense ratio, which is lower than BUFHX's 1.02% expense ratio.


Return for Risk

VWEHX vs. BUFHX — Risk / Return Rank

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

VWEHX
VWEHX Risk / Return Rank: 9292
Overall Rank
VWEHX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VWEHX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VWEHX Omega Ratio Rank: 9393
Omega Ratio Rank
VWEHX Calmar Ratio Rank: 9292
Calmar Ratio Rank
VWEHX Martin Ratio Rank: 9292
Martin Ratio Rank

BUFHX
BUFHX Risk / Return Rank: 7070
Overall Rank
BUFHX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BUFHX Sortino Ratio Rank: 7373
Sortino Ratio Rank
BUFHX Omega Ratio Rank: 8080
Omega Ratio Rank
BUFHX Calmar Ratio Rank: 5959
Calmar Ratio Rank
BUFHX Martin Ratio Rank: 6161
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.

VWEHX vs. BUFHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) and Buffalo High Yield Fund (BUFHX). 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.


VWEHXBUFHXDifference

Sharpe ratio

Return per unit of total volatility

1.90

1.42

+0.48

Sortino ratio

Return per unit of downside risk

2.86

1.88

+0.98

Omega ratio

Gain probability vs. loss probability

1.46

1.32

+0.14

Calmar ratio

Return relative to maximum drawdown

2.79

1.45

+1.34

Martin ratio

Return relative to average drawdown

11.37

6.01

+5.36

VWEHX vs. BUFHX - Sharpe Ratio Comparison

The current VWEHX Sharpe Ratio is 1.90, which is higher than the BUFHX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of VWEHX and BUFHX, 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


VWEHXBUFHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

1.42

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

1.54

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

1.34

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

1.51

-0.64

Correlation

The correlation between VWEHX and BUFHX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VWEHX vs. BUFHX - Dividend Comparison

VWEHX's dividend yield for the trailing twelve months is around 5.78%, less than BUFHX's 7.08% yield.


TTM20252024202320222021202020192018201720162015
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
5.78%6.15%6.11%5.68%5.11%3.43%4.62%5.24%5.94%5.29%5.41%6.42%
BUFHX
Buffalo High Yield Fund
7.08%6.84%8.03%6.41%8.05%7.24%4.11%4.21%5.17%4.57%3.85%5.51%

Drawdowns

VWEHX vs. BUFHX - Drawdown Comparison

The maximum VWEHX drawdown since its inception was -30.17%, which is greater than BUFHX's maximum drawdown of -26.01%. Use the drawdown chart below to compare losses from any high point for VWEHX and BUFHX.


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Drawdown Indicators


VWEHXBUFHXDifference

Max Drawdown

Largest peak-to-trough decline

-30.17%

-26.01%

-4.16%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-3.00%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-13.83%

-9.98%

-3.85%

Max Drawdown (10Y)

Largest decline over 10 years

-19.69%

-18.74%

-0.95%

Current Drawdown

Current decline from peak

-1.80%

-1.37%

-0.43%

Average Drawdown

Average peak-to-trough decline

-4.30%

-2.04%

-2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.72%

-0.10%

Volatility

VWEHX vs. BUFHX - Volatility Comparison

Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) and Buffalo High Yield Fund (BUFHX) have volatilities of 1.39% and 1.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWEHXBUFHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

1.39%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

1.95%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

3.45%

3.21%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

3.14%

+1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

4.04%

+1.22%