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VWEHX vs. VICSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWEHX vs. VICSX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VWEHX achieves a 1.16% return, which is significantly higher than VICSX's 0.36% return. Over the past 10 years, VWEHX has outperformed VICSX with an annualized return of 5.15%, while VICSX has yielded a comparatively lower 2.98% annualized return.


VWEHX

1D
0.00%
1M
0.53%
YTD
1.16%
6M
1.86%
1Y
7.01%
3Y*
8.17%
5Y*
4.09%
10Y*
5.15%

VICSX

1D
0.04%
1M
0.59%
YTD
0.36%
6M
0.32%
1Y
6.40%
3Y*
6.24%
5Y*
1.40%
10Y*
2.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWEHX vs. VICSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
1.16%9.38%6.33%11.66%-9.04%2.97%5.30%15.81%-2.93%7.05%
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
0.36%9.36%3.66%8.88%-14.09%-1.56%9.52%13.99%-1.73%5.47%

Correlation

The correlation between VWEHX and VICSX is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

0.27

Over the past year, VWEHX and VICSX have become more correlated (0.50) than their long-term average of 0.27, meaning their price movements have been converging.

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Return for Risk

VWEHX vs. VICSX — Risk / Return Rank

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

VWEHX
VWEHX Risk / Return Rank: 6969
Overall Rank
VWEHX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VWEHX Sortino Ratio Rank: 7979
Sortino Ratio Rank
VWEHX Omega Ratio Rank: 8282
Omega Ratio Rank
VWEHX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VWEHX Martin Ratio Rank: 7575
Martin Ratio Rank

VICSX
VICSX Risk / Return Rank: 3333
Overall Rank
VICSX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VICSX Sortino Ratio Rank: 3434
Sortino Ratio Rank
VICSX Omega Ratio Rank: 3232
Omega Ratio Rank
VICSX Calmar Ratio Rank: 3434
Calmar Ratio Rank
VICSX Martin Ratio Rank: 3131
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. VICSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) and Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX). 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.


VWEHXVICSXDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.55

1.30

+0.25

Calmar ratioReturn relative to maximum drawdown

2.79

2.19

+0.60

Martin ratioReturn relative to average drawdown

14.22

7.29

+6.94

VWEHX vs. VICSX - Sharpe Ratio Comparison

The current VWEHX Sharpe Ratio is 2.18, which is higher than the VICSX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of VWEHX and VICSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VWEHXVICSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

1.67

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.23

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

0.56

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.85

+0.02

Drawdowns

VWEHX vs. VICSX - Drawdown Comparison

The maximum VWEHX drawdown since its inception was -30.17%, which is greater than VICSX's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for VWEHX and VICSX.


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Drawdown Indicators


VWEHXVICSXDifference

Max Drawdown

Largest peak-to-trough decline

-30.17%

-20.53%

-9.64%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-2.98%

+0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-3.33%

-6.02%

+2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-13.83%

-20.53%

+6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-19.69%

-20.53%

+0.84%

Current Drawdown

Current decline from peak

0.00%

-1.17%

+1.17%

Average Drawdown

Average peak-to-trough decline

-4.29%

-3.16%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

0.89%

-0.40%

Volatility

VWEHX vs. VICSX - Volatility Comparison

The current volatility for Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) is 0.98%, while Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) has a volatility of 1.37%. This indicates that VWEHX experiences smaller price fluctuations and is considered to be less risky than VICSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWEHXVICSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

1.37%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

2.90%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

3.24%

3.93%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.90%

6.17%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.27%

5.34%

-0.07%

VWEHX vs. VICSX - Expense Ratio Comparison

VWEHX has a 0.23% expense ratio, which is higher than VICSX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VWEHX vs. VICSX - Dividend Comparison

VWEHX's dividend yield for the trailing twelve months is around 6.26%, more than VICSX's 4.76% yield.


PositionTTM20252024202320222021202020192018201720162015
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
4.76%4.59%4.77%3.70%3.00%2.76%2.77%3.35%3.62%3.22%3.03%3.36%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
6.26%6.15%6.11%5.68%5.11%3.43%4.62%5.24%5.94%5.29%5.41%6.42%

Frequently Asked Questions


VWEHX and VICSX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VICSX has higher volatility (1.37%) compared to VWEHX (0.98%). In terms of maximum drawdown, VWEHX dropped -30.17% vs VICSX's -20.53%.

VWEHX currently has the higher Sharpe Ratio (2.18 vs 1.67), 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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