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VWEHX vs. RITGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWEHX vs. RITGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) and American Funds American High-Income Trust® Class R-6 (RITGX). The values are adjusted to include any dividend payments, if applicable.

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VWEHX vs. RITGX - 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%
RITGX
American Funds American High-Income Trust® Class R-6
-0.47%8.69%9.91%12.54%-10.10%8.74%7.44%12.28%-1.46%7.70%

Returns By Period

In the year-to-date period, VWEHX achieves a -1.15% return, which is significantly lower than RITGX's -0.47% return. Over the past 10 years, VWEHX has underperformed RITGX with an annualized return of 5.18%, while RITGX has yielded a comparatively higher 6.57% annualized return.


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%

RITGX

1D
0.62%
1M
-1.61%
YTD
-0.47%
6M
0.81%
1Y
6.69%
3Y*
9.12%
5Y*
4.93%
10Y*
6.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWEHX vs. RITGX - Expense Ratio Comparison

VWEHX has a 0.23% expense ratio, which is lower than RITGX's 0.32% expense ratio.


Return for Risk

VWEHX vs. RITGX — 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

RITGX
RITGX Risk / Return Rank: 8484
Overall Rank
RITGX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
RITGX Sortino Ratio Rank: 8080
Sortino Ratio Rank
RITGX Omega Ratio Rank: 8888
Omega Ratio Rank
RITGX Calmar Ratio Rank: 8484
Calmar Ratio Rank
RITGX Martin Ratio Rank: 8686
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. RITGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) and American Funds American High-Income Trust® Class R-6 (RITGX). 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.


VWEHXRITGXDifference

Sharpe ratio

Return per unit of total volatility

1.90

1.60

+0.30

Sortino ratio

Return per unit of downside risk

2.86

2.09

+0.76

Omega ratio

Gain probability vs. loss probability

1.46

1.38

+0.08

Calmar ratio

Return relative to maximum drawdown

2.79

2.15

+0.63

Martin ratio

Return relative to average drawdown

11.37

9.13

+2.23

VWEHX vs. RITGX - Sharpe Ratio Comparison

The current VWEHX Sharpe Ratio is 1.90, which is comparable to the RITGX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of VWEHX and RITGX, 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


VWEHXRITGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

1.60

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.99

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

1.20

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

1.18

-0.32

Correlation

The correlation between VWEHX and RITGX is 0.80, 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. RITGX - Dividend Comparison

VWEHX's dividend yield for the trailing twelve months is around 5.78%, less than RITGX's 6.21% 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%
RITGX
American Funds American High-Income Trust® Class R-6
6.21%6.63%6.66%6.80%4.50%4.65%6.19%6.56%6.68%6.36%5.36%7.29%

Drawdowns

VWEHX vs. RITGX - Drawdown Comparison

The maximum VWEHX drawdown since its inception was -30.17%, which is greater than RITGX's maximum drawdown of -21.20%. Use the drawdown chart below to compare losses from any high point for VWEHX and RITGX.


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Drawdown Indicators


VWEHXRITGXDifference

Max Drawdown

Largest peak-to-trough decline

-30.17%

-21.20%

-8.97%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-3.38%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-13.83%

-13.75%

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-19.69%

-21.20%

+1.51%

Current Drawdown

Current decline from peak

-1.80%

-1.81%

+0.01%

Average Drawdown

Average peak-to-trough decline

-4.30%

-2.25%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.80%

-0.18%

Volatility

VWEHX vs. RITGX - Volatility Comparison

Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) and American Funds American High-Income Trust® Class R-6 (RITGX) have volatilities of 1.39% and 1.37%, 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


VWEHXRITGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

1.37%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

2.39%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.45%

4.34%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

4.98%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

5.52%

-0.26%