Key characteristics
| VWINX | VWELX | |
|---|---|---|
| YTD Return | -1.00% | 2.10% |
| 1Y Return | 4.37% | 12.00% |
| 3Y Return (Ann) | 1.88% | 5.42% |
| 5Y Return (Ann) | 5.18% | 9.02% |
| 10Y Return (Ann) | 5.43% | 8.29% |
| Sharpe Ratio | 0.61 | 1.15 |
| Daily Std Dev | 7.34% | 11.08% |
| Max Drawdown | -21.72% | -36.12% |
| Current Drawdown | -2.78% | -1.08% |
Correlation
0.84
-1.001.00
The correlation between VWINX and VWELX is 0.84, 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.
VWINX vs. VWELX - Performance Comparison
In the year-to-date period, VWINX achieves a -1.00% return, which is significantly lower than VWELX's 2.10% return. Over the past 10 years, VWINX has underperformed VWELX with an annualized return of 5.43%, while VWELX has yielded a comparatively higher 8.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
VWINX
VWELX
Compare stocks, funds, or ETFs
VWINX vs. VWELX - Dividend Comparison
VWINX's dividend yield for the trailing twelve months is around 4.78%, more than VWELX's 2.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWINX Vanguard Wellesley Income Fund Investor Shares | 4.78% | 4.73% | 7.67% | 6.03% | 4.30% | 3.94% | 7.56% | 4.00% | 4.00% | 5.60% | 4.92% | 5.79% |
VWELX Vanguard Wellington Fund Investor Shares | 2.21% | 2.26% | 8.19% | 8.64% | 7.77% | 4.67% | 9.49% | 6.47% | 4.44% | 7.03% | 6.39% | 6.55% |
VWINX vs. VWELX - Expense Ratio Comparison
VWINX has a 0.23% expense ratio, which is lower than VWELX's 0.24% expense ratio.
0.24%
0.00%2.15%
0.23%
0.00%2.15%
VWINX vs. VWELX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellesley Income Fund Investor Shares (VWINX) and Vanguard Wellington Fund Investor Shares (VWELX). 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VWINX Vanguard Wellesley Income Fund Investor Shares | 0.61 | ||||
VWELX Vanguard Wellington Fund Investor Shares | 1.15 |
VWINX vs. VWELX - Sharpe Ratio Comparison
The current VWINX Sharpe Ratio is 0.61, which is lower than the VWELX Sharpe Ratio of 1.15. The chart below compares the 12-month rolling Sharpe Ratio of VWINX and VWELX.
VWINX
VWELX
VWINX vs. VWELX - Drawdown Comparison
The maximum VWINX drawdown for the period was -12.16%, roughly equal to the maximum VWELX drawdown of -12.77%. The drawdown chart below compares losses from any high point along the way for VWINX and VWELX
VWINX
VWELX
VWINX vs. VWELX - Volatility Comparison
The current volatility for Vanguard Wellesley Income Fund Investor Shares (VWINX) is 1.95%, while Vanguard Wellington Fund Investor Shares (VWELX) has a volatility of 2.25%. This indicates that VWINX experiences smaller price fluctuations and is considered to be less risky than VWELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
VWINX
VWELX
