^VIX vs. ANGL

In the year-to-date period, ^VIX achieves a 5.01% return, which is significantly higher than ANGL's 1.97% return. Over the past 10 years, ^VIX has underperformed ANGL with an annualized return of 3.92%, while ANGL has yielded a comparatively higher 5.89% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for CBOE Volatility Index (^VIX) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). 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.

The current ^VIX Sharpe Ratio is 0.19, which is lower than the ANGL Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of ^VIX and ANGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^VIX drawdown since its inception was -88.70%, which is greater than ANGL's maximum drawdown of -35.07%. Use the drawdown chart below to compare losses from any high point for ^VIX and ANGL. For additional features, visit the drawdowns tool.

CBOE Volatility Index (^VIX) has a higher volatility of 35.53% compared to VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) at 1.90%. This indicates that ^VIX's price experiences larger fluctuations and is considered to be riskier than ANGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.