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Vanguard Global Wellington Fund Admiral Shares (VG...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9219107664

CUSIP

921910766

Issuer

Vanguard

Inception Date

Nov 2, 2017

Min. Investment

$50,000

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Value

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VGWAX vs. VWENX VGWAX vs. VWICX VGWAX vs. VDEQX VGWAX vs. ATRFX VGWAX vs. VFIAX VGWAX vs. VBIAX VGWAX vs. BNDX VGWAX vs. VTWAX VGWAX vs. AOA VGWAX vs. VDIGX
Popular comparisons:
VGWAX vs. VWENX VGWAX vs. VWICX VGWAX vs. VDEQX VGWAX vs. ATRFX VGWAX vs. VFIAX VGWAX vs. VBIAX VGWAX vs. BNDX VGWAX vs. VTWAX VGWAX vs. AOA VGWAX vs. VDIGX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Global Wellington Fund Admiral Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.40%
12.33%
VGWAX (Vanguard Global Wellington Fund Admiral Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Global Wellington Fund Admiral Shares had a return of 7.59% year-to-date (YTD) and 12.79% in the last 12 months.


VGWAX

YTD

7.59%

1M

-1.88%

6M

2.46%

1Y

12.79%

5Y (annualized)

7.11%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of VGWAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.03%0.79%3.27%-2.10%2.67%-0.83%3.51%2.08%0.40%-2.08%7.59%
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%
2020-0.96%-4.61%-10.61%6.61%2.92%1.24%2.82%3.30%-1.96%-2.31%9.77%2.62%7.51%
20194.99%2.18%1.28%2.43%-2.98%4.47%1.02%0.45%1.67%1.29%1.24%2.36%22.16%
20183.23%-3.39%-0.73%0.68%-0.55%-0.39%3.47%-0.12%0.71%-4.36%1.67%-4.64%-4.71%
20170.00%0.88%1.02%1.91%

Expense Ratio

VGWAX features an expense ratio of 0.29%, falling within the medium range.


Expense ratio chart for VGWAX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VGWAX is 60, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VGWAX is 6060
Combined Rank
The Sharpe Ratio Rank of VGWAX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VGWAX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of VGWAX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of VGWAX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VGWAX is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Global Wellington Fund Admiral Shares (VGWAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VGWAX, currently valued at 1.87, compared to the broader market-1.000.001.002.003.004.005.001.872.46
The chart of Sortino ratio for VGWAX, currently valued at 2.62, compared to the broader market0.005.0010.002.623.31
The chart of Omega ratio for VGWAX, currently valued at 1.34, compared to the broader market1.002.003.004.001.341.46
The chart of Calmar ratio for VGWAX, currently valued at 3.43, compared to the broader market0.005.0010.0015.0020.0025.003.433.55
The chart of Martin ratio for VGWAX, currently valued at 10.63, compared to the broader market0.0020.0040.0060.0080.00100.0010.6315.76
VGWAX
^GSPC

The current Vanguard Global Wellington Fund Admiral Shares Sharpe ratio is 1.87. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Global Wellington Fund Admiral Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.87
2.46
VGWAX (Vanguard Global Wellington Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Global Wellington Fund Admiral Shares provided a 3.15% dividend yield over the last twelve months, with an annual payout of $1.05 per share. The fund has been increasing its distributions for 3 consecutive years.


0.50%1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.802017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$1.05$0.83$0.60$0.59$0.49$0.54$0.57$0.06

Dividend yield

3.15%2.62%2.05%1.80%1.64%1.92%2.42%0.23%

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
2024$0.00$0.00$0.25$0.00$0.00$0.30$0.00$0.00$0.28$0.00$0.00$0.82
2023$0.00$0.00$0.16$0.00$0.00$0.27$0.00$0.00$0.17$0.00$0.00$0.23$0.83
2022$0.00$0.00$0.12$0.00$0.00$0.17$0.00$0.00$0.13$0.00$0.00$0.18$0.60
2021$0.00$0.00$0.11$0.00$0.00$0.17$0.00$0.00$0.18$0.00$0.00$0.13$0.59
2020$0.00$0.00$0.10$0.00$0.00$0.14$0.00$0.00$0.09$0.00$0.00$0.17$0.49
2019$0.00$0.00$0.11$0.00$0.00$0.15$0.00$0.00$0.14$0.00$0.00$0.14$0.54
2018$0.00$0.00$0.10$0.00$0.00$0.19$0.00$0.00$0.15$0.00$0.00$0.14$0.57
2017$0.06$0.06

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.65%
-1.40%
VGWAX (Vanguard Global Wellington Fund Admiral Shares)
Benchmark (^GSPC)

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 2.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.28%Feb 13, 202027Mar 23, 2020161Nov 9, 2020188
-17.46%Jan 13, 2022180Sep 30, 2022294Dec 1, 2023474
-11.6%Jan 29, 2018229Dec 24, 201871Apr 8, 2019300
-4.22%Nov 10, 202115Dec 1, 202119Dec 29, 202134
-3.68%Apr 1, 202412Apr 16, 202417May 9, 202429

Volatility

Volatility Chart

The current Vanguard Global Wellington Fund Admiral Shares volatility is 1.64%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.64%
4.07%
VGWAX (Vanguard Global Wellington Fund Admiral Shares)
Benchmark (^GSPC)