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VWETX vs. HYD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWETX vs. HYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Investment-Grade Fund Admiral Shares (VWETX) and VanEck Vectors High-Yield Municipal Index ETF (HYD). The values are adjusted to include any dividend payments, if applicable.

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VWETX vs. HYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWETX
Vanguard Long-Term Investment-Grade Fund Admiral Shares
-0.99%7.31%-2.70%8.92%-25.54%-2.79%15.50%20.56%-6.17%12.08%
HYD
VanEck Vectors High-Yield Municipal Index ETF
0.04%2.83%4.94%6.52%-15.97%5.05%0.17%9.34%2.19%9.78%

Returns By Period

In the year-to-date period, VWETX achieves a -0.99% return, which is significantly lower than HYD's 0.04% return. Over the past 10 years, VWETX has underperformed HYD with an annualized return of 1.85%, while HYD has yielded a comparatively higher 2.09% annualized return.


VWETX

1D
0.27%
1M
-2.71%
YTD
-0.99%
6M
-1.79%
1Y
2.73%
3Y*
2.13%
5Y*
-2.22%
10Y*
1.85%

HYD

1D
0.39%
1M
-0.26%
YTD
0.04%
6M
1.89%
1Y
3.42%
3Y*
3.69%
5Y*
-0.03%
10Y*
2.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWETX vs. HYD - Expense Ratio Comparison

VWETX has a 0.12% expense ratio, which is lower than HYD's 0.35% expense ratio.


Return for Risk

VWETX vs. HYD — Risk / Return Rank

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

VWETX
VWETX Risk / Return Rank: 99
Overall Rank
VWETX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VWETX Sortino Ratio Rank: 88
Sortino Ratio Rank
VWETX Omega Ratio Rank: 77
Omega Ratio Rank
VWETX Calmar Ratio Rank: 1414
Calmar Ratio Rank
VWETX Martin Ratio Rank: 1010
Martin Ratio Rank

HYD
HYD Risk / Return Rank: 2525
Overall Rank
HYD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
HYD Sortino Ratio Rank: 2323
Sortino Ratio Rank
HYD Omega Ratio Rank: 3030
Omega Ratio Rank
HYD Calmar Ratio Rank: 2424
Calmar Ratio Rank
HYD Martin Ratio Rank: 2121
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.

VWETX vs. HYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Investment-Grade Fund Admiral Shares (VWETX) and VanEck Vectors High-Yield Municipal Index ETF (HYD). 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.


VWETXHYDDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.58

-0.26

Sortino ratio

Return per unit of downside risk

0.49

0.74

-0.25

Omega ratio

Gain probability vs. loss probability

1.06

1.14

-0.07

Calmar ratio

Return relative to maximum drawdown

0.63

0.70

-0.07

Martin ratio

Return relative to average drawdown

1.51

1.69

-0.18

VWETX vs. HYD - Sharpe Ratio Comparison

The current VWETX Sharpe Ratio is 0.32, which is lower than the HYD Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of VWETX and HYD, 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


VWETXHYDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.58

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

-0.01

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.17

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.44

+0.04

Correlation

The correlation between VWETX and HYD is 0.42, 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

VWETX vs. HYD - Dividend Comparison

VWETX's dividend yield for the trailing twelve months is around 4.74%, more than HYD's 4.36% yield.


TTM20252024202320222021202020192018201720162015
VWETX
Vanguard Long-Term Investment-Grade Fund Admiral Shares
4.74%5.06%5.10%4.26%4.54%4.86%6.99%5.11%4.40%5.60%6.25%7.49%
HYD
VanEck Vectors High-Yield Municipal Index ETF
4.36%4.29%4.29%4.13%3.96%3.50%4.01%4.08%4.43%4.29%4.58%4.82%

Drawdowns

VWETX vs. HYD - Drawdown Comparison

The maximum VWETX drawdown since its inception was -36.04%, roughly equal to the maximum HYD drawdown of -35.61%. Use the drawdown chart below to compare losses from any high point for VWETX and HYD.


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Drawdown Indicators


VWETXHYDDifference

Max Drawdown

Largest peak-to-trough decline

-36.04%

-35.61%

-0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-5.44%

-4.42%

-1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-34.42%

-20.72%

-13.70%

Max Drawdown (10Y)

Largest decline over 10 years

-36.04%

-35.61%

-0.43%

Current Drawdown

Current decline from peak

-20.04%

-4.03%

-16.01%

Average Drawdown

Average peak-to-trough decline

-7.12%

-4.34%

-2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

1.83%

+0.43%

Volatility

VWETX vs. HYD - Volatility Comparison

Vanguard Long-Term Investment-Grade Fund Admiral Shares (VWETX) has a higher volatility of 3.44% compared to VanEck Vectors High-Yield Municipal Index ETF (HYD) at 2.26%. This indicates that VWETX's price experiences larger fluctuations and is considered to be riskier than HYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWETXHYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

2.26%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

5.30%

2.86%

+2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

8.94%

5.89%

+3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.08%

6.44%

+5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.85%

12.60%

-1.75%