THYF vs VFVA

Comparison between T. ROWE PRICE U.S. HIGH YIELD ETF (THYF, ETF) and VANGUARD U.S. VALUE FACTOR ETF ETF SHARES (VFVA, ETF).

THYF vs VFVA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	THYF(ETF)	VFVA(ETF)
Net Assets	$844M	$845M
Expense Ratio	0.50%	0.13%
Max Drawdown	9.22%	50.67%
Sharpe Ratio	0.42	1.62
5Y Beta	0.20	0.89
P/E Ratio	N/A	44.19
Forward P/E	N/A	10.71
5Y Dividends CAGR	N/A	12.25%
5Y EPS CAGR	N/A	6.87%
Debt to Equity	N/A	30.40%
P/S Ratio	N/A	0.74
P/B Ratio	N/A	1.51

Net Assets

THYF

$844M

Winner

VFVA

$845M

Expense Ratio

THYF

0.50%

Winner

VFVA

0.13%

Max Drawdown

Winner

THYF

9.22%

VFVA

50.67%

Sharpe Ratio

THYF

0.42

Winner

VFVA

1.62

5Y Beta

Winner

THYF

0.20

VFVA

0.89

P/E Ratio

THYF

N/A

VFVA

44.19

Forward P/E

THYF

N/A

VFVA

10.71

5Y Dividends CAGR

THYF

N/A

VFVA

12.25%

5Y EPS CAGR

THYF

N/A

VFVA

6.87%

Debt to Equity

THYF

N/A

VFVA

30.40%

P/S Ratio

THYF

N/A

VFVA

0.74

P/B Ratio

THYF

N/A

VFVA

1.51

THYF vs VFVA - Historical Returns

Returns include dividend reinvestment.

Period	THYF	VFVA
1 month	-0.17%	+4.46%
3 months	+0.96%	+7.22%
6 months	+1.10%	+11.19%
1 year	+4.91%	+25.23%
5 years(CAGR)	N/A	+12.01%
10 years(CAGR)	N/A	+10.87%
Max(CAGR)	+8.22%	+10.87%

THYF

-0.17%

Winner

VFVA

+4.46%

THYF

+0.96%

Winner

VFVA

+7.22%

THYF

+1.10%

Winner

VFVA

+11.19%

THYF

+4.91%

Winner

VFVA

+25.23%

5Y(CAGR)

THYF

N/A

VFVA

+12.01%

10Y(CAGR)

THYF

N/A

VFVA

+10.87%

Max(CAGR)

THYF

+8.22%

Winner

VFVA

+10.87%

THYF vs VFVA - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

Year	THYF	VFVA
2026	+1.62%	+14.94%
2025	+7.53%	+14.87%
2024	+9.22%	+7.29%
2023	+11.09%	+17.94%
2022	+1.52%	-5.31%
2021	N/A	+38.41%
2020	N/A	+2.38%
2019	N/A	+23.22%
2018	N/A	-15.60%

THYF vs VFVA Drawdown Comparison

The maximum drawdown for THYF was -5.24%, occurring on Mar 20, 2023. Recovery took 110 trading sessions.

The maximum drawdown for VFVA was -48.55%, occurring on Mar 23, 2020. Recovery took 560 trading sessions.

The current THYF drawdown is -0.71%. The current VFVA drawdown is -2.22%.

Rank	THYF	VFVA
#1	-5.24% Feb 2, 2023 - Jul 13, 2023	-48.55% Sep 20, 2018 - Dec 10, 2020
#2	-5.07% Feb 28, 2025 - May 30, 2025	-24.07% Nov 25, 2024 - Aug 22, 2025
#3	-4.20% Sep 1, 2023 - Nov 22, 2023	-20.18% Mar 29, 2022 - Feb 1, 2023
#4	-3.58% Dec 13, 2022 - Jan 6, 2023	-17.03% Feb 2, 2023 - Dec 13, 2023
#5	-2.80% Feb 19, 2026 - Apr 14, 2026	-9.52% Jun 8, 2021 - Oct 20, 2021
#6	-2.58% Oct 28, 2022 - Nov 11, 2022	-9.09% Jul 31, 2024 - Oct 16, 2024
#7	-1.47% Mar 27, 2024 - May 3, 2024	-8.55% Feb 6, 2026 - Apr 20, 2026
#8	-1.40% Jul 31, 2023 - Aug 31, 2023	-8.29% Nov 12, 2021 - Jan 4, 2022
#9	-1.38% Sep 22, 2025 - Oct 27, 2025	-7.43% Jan 14, 2022 - Mar 29, 2022
#10	-1.32% Dec 27, 2023 - Jan 25, 2024	-7.16% Mar 28, 2024 - Jul 16, 2024
#11	-1.25% Nov 23, 2022 - Nov 30, 2022	-6.35% Mar 12, 2018 - May 17, 2018
#12	-1.23% Jan 13, 2023 - Feb 1, 2023	-5.35% Mar 15, 2021 - Apr 16, 2021
#13	-1.06% Jan 7, 2025 - Jan 21, 2025	-5.31% Oct 3, 2025 - Nov 25, 2025
#14	-1.01% Dec 2, 2022 - Dec 13, 2022	-4.79% Jan 14, 2021 - Feb 5, 2021
#15	-1.01% Oct 27, 2025 - Nov 28, 2025	-4.72% Dec 26, 2023 - Jan 30, 2024