VWEHX vs. CRDOX
Compare and contrast key facts about Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) and Six Circles Credit Opportunities Fund (CRDOX).
VWEHX is managed by Vanguard. It was launched on Dec 27, 1978. CRDOX is managed by Six Circles. It was launched on Nov 22, 2020.
Performance
VWEHX vs. CRDOX - Performance Comparison
Loading graphics...
VWEHX vs. CRDOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | -0.79% | 9.38% | 6.33% | 11.66% | -9.04% | 2.97% | 1.92% |
CRDOX Six Circles Credit Opportunities Fund | -1.00% | 7.48% | 8.69% | 8.06% | -10.62% | 2.66% | 1.71% |
Returns By Period
In the year-to-date period, VWEHX achieves a -0.79% return, which is significantly higher than CRDOX's -1.00% return.
VWEHX
- 1D
- 0.37%
- 1M
- -1.08%
- YTD
- -0.79%
- 6M
- 0.93%
- 1Y
- 6.66%
- 3Y*
- 7.68%
- 5Y*
- 3.96%
- 10Y*
- 5.22%
CRDOX
- 1D
- 0.45%
- 1M
- -1.66%
- YTD
- -1.00%
- 6M
- 0.55%
- 1Y
- 6.88%
- 3Y*
- 6.72%
- 5Y*
- 2.79%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VWEHX vs. CRDOX - Expense Ratio Comparison
VWEHX has a 0.23% expense ratio, which is lower than CRDOX's 0.29% expense ratio.
Return for Risk
VWEHX vs. CRDOX — Risk / Return Rank
VWEHX
CRDOX
VWEHX vs. CRDOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) and Six Circles Credit Opportunities Fund (CRDOX). 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.
| VWEHX | CRDOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 2.10 | -0.09 |
Sortino ratioReturn per unit of downside risk | 3.02 | 2.89 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.49 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.72 | 2.23 | +0.49 |
Martin ratioReturn relative to average drawdown | 10.98 | 9.74 | +1.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VWEHX | CRDOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.10 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.68 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.99 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.74 | +0.13 |
Correlation
The correlation between VWEHX and CRDOX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VWEHX vs. CRDOX - Dividend Comparison
VWEHX's dividend yield for the trailing twelve months is around 5.76%, less than CRDOX's 6.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | 5.76% | 6.15% | 6.11% | 5.68% | 5.11% | 3.43% | 4.62% | 5.24% | 5.94% | 5.29% | 5.41% | 6.42% |
CRDOX Six Circles Credit Opportunities Fund | 6.31% | 5.18% | 6.96% | 6.86% | 5.82% | 2.73% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VWEHX vs. CRDOX - Drawdown Comparison
The maximum VWEHX drawdown since its inception was -30.17%, which is greater than CRDOX's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for VWEHX and CRDOX.
Loading graphics...
Drawdown Indicators
| VWEHX | CRDOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.17% | -15.92% | -14.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.52% | -3.14% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -13.83% | -15.92% | +2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -19.69% | — | — |
Current DrawdownCurrent decline from peak | -1.44% | -2.37% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -3.63% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 0.72% | -0.09% |
Volatility
VWEHX vs. CRDOX - Volatility Comparison
Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) and Six Circles Credit Opportunities Fund (CRDOX) have volatilities of 1.46% and 1.52%, 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.
Loading graphics...
Volatility by Period
| VWEHX | CRDOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 1.52% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.27% | 2.23% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.43% | 3.31% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.86% | 4.11% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.26% | 4.04% | +1.22% |