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ISIN
US9219107664
CUSIP
921910766
Issuer
Vanguard
Inception Date
Nov 2, 2017
Min. Investment
$50,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$3B

Share Price Chart


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Performance

VGWAX Performance Chart

Vanguard Global Wellington Fund Admiral Shares (VGWAX) is up 10.0% since the beginning of the year. VGWAX is currently trading at $37 per share. Investors who bought $1,000 worth of VGWAX shares 5 years ago would now be looking at an investment worth $1,511.


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S&P 500 Index

Returns By Period

Vanguard Global Wellington Fund Admiral Shares (VGWAX) has returned 10.00% so far this year and 20.91% over the past 12 months.


Vanguard Global Wellington Fund Admiral Shares

1D
0.30%
1M
1.00%
YTD
10.00%
6M
10.57%
1Y
20.91%
3Y*
13.46%
5Y*
8.60%
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.17%
YTD
8.39%
6M
8.57%
1Y
24.06%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGWAX Monthly Returns History

Based on dividend-adjusted daily data since Mar 14, 2018, VGWAX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +9.8%, while the worst month was Mar 2020 at -10.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, VGWAX closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +5.7%, while the worst single day was Mar 16, 2020 at -7.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.28%3.58%-4.94%5.22%2.40%-0.57%10.00%
20252.48%1.39%0.23%-0.77%2.73%2.18%-0.66%2.58%1.43%1.25%2.30%1.15%17.48%
2024-0.03%0.79%3.27%-2.10%2.67%-0.83%3.51%2.08%0.40%-2.08%1.67%-3.00%6.27%
20233.78%-2.52%1.76%1.61%-2.21%3.20%2.18%-1.58%-2.11%-1.32%5.85%3.68%12.54%
2022-1.01%-1.79%0.12%-4.73%1.82%-5.60%3.88%-3.40%-6.79%5.54%7.61%-1.86%-7.07%
2021-0.91%2.27%2.91%2.52%2.17%-0.29%0.75%0.93%-1.96%3.13%-2.67%4.15%13.51%

Benchmark Metrics

Vanguard Global Wellington Fund Admiral Shares has an annualized alpha of 2.14%, beta of 0.51, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since March 14, 2018.

  • This fund participated in 60.77% of S&P 500 Index downside but only 55.94% of its upside - more exposed to losses than it benefited from rallies.
  • This fund generated an annualized alpha of 2.14% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.51 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
2.14%
Beta
0.51
0.82
Upside Capture
55.94%
Downside Capture
60.77%

Expense Ratio

VGWAX has an expense ratio of 0.29%, placing it in the medium range.


Return for Risk

Risk / Return Rank

VGWAX ranks 78 for risk / return — better than 78% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VGWAX Risk / Return Rank: 7878
Overall Rank
VGWAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VGWAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
VGWAX Omega Ratio Rank: 8181
Omega Ratio Rank
VGWAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
VGWAX Martin Ratio Rank: 7171
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Global Wellington Fund Admiral Shares (VGWAX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGWAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.48

1.35

+0.13

Calmar ratioReturn relative to maximum drawdown

3.15

2.66

+0.49

Martin ratioReturn relative to average drawdown

12.75

11.86

+0.89

Dividends

Dividend History

Vanguard Global Wellington Fund Admiral Shares provided a 6.97% dividend yield over the last twelve months, with an annual payout of $2.61 per share.


2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$2.61$2.34$2.35$0.85$1.31$1.10$0.49$0.59$0.62

Dividend yield

6.97%6.78%7.47%2.66%4.50%3.36%1.64%2.08%2.62%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Global Wellington Fund Admiral Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.23$0.00$0.00$0.29$0.53
2025$0.00$0.00$0.26$0.00$0.00$0.30$0.00$0.00$0.31$0.00$0.00$1.48$2.34
2024$0.00$0.00$0.25$0.00$0.00$0.30$0.00$0.00$0.28$0.00$0.00$1.53$2.35
2023$0.00$0.00$0.16$0.00$0.00$0.27$0.00$0.00$0.17$0.00$0.00$0.25$0.85
2022$0.00$0.00$0.12$0.00$0.00$0.17$0.00$0.00$0.13$0.00$0.00$0.89$1.31
2021$0.00$0.00$0.11$0.00$0.00$0.17$0.00$0.00$0.18$0.00$0.00$0.64$1.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Global Wellington Fund Admiral Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Global Wellington Fund Admiral Shares was 25.28%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Vanguard Global Wellington Fund Admiral Shares drawdown is 0.96%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-25.28%Mar 2020
1mo 9d7mo 21d
9moFeb 2020 - Nov 2020
Bear market2022
-17.46%Sep 2022
8mo 20d1y 2mo
1y 10moJan 2022 - Dec 2023
Rate-hike selloffLate 2018
-10.61%Dec 2018
3mo 1d2mo 27d
5mo 28dSep 2018 - Mar 2019
2025 selloff2025
-7.69%Apr 2025
19d1mo 8d
1mo 27dMar 2025 - May 2025
2026 pullback2026
-6.67%Mar 2026
25d1mo 4d
1mo 29dMar 2026 - Apr 2026

Drawdown Indicators


VGWAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.28%

-56.78%

+31.50%

Max Drawdown (1Y)

Largest decline over 1 year

-6.67%

-9.10%

+2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-7.69%

-18.90%

+11.21%

Max Drawdown (5Y)

Largest decline over 5 years

-17.46%

-25.43%

+7.97%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.96%

-2.49%

+1.53%

Average Drawdown

Average peak-to-trough decline

-2.89%

-10.72%

+7.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

2.03%

-0.39%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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