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CUSIP
921910758
Issuer
Vanguard
Inception Date
Nov 2, 2017
Min. Investment
$3,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$745M

Share Price Chart


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Performance

VGWIX Performance Chart

Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) is up 4.4% since the beginning of the year. VGWIX is currently trading at $24 per share. Investors who bought $1,000 worth of VGWIX shares 5 years ago would now be looking at an investment worth $1,281.


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S&P 500 Index

Returns By Period

Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) has returned 4.39% so far this year and 11.12% over the past 12 months.


Vanguard Global Wellesley Income Fund Investor Shares

1D
0.12%
1M
0.32%
YTD
4.39%
6M
4.57%
1Y
11.12%
3Y*
9.48%
5Y*
5.08%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGWIX Monthly Returns History

Based on dividend-adjusted daily data since Oct 18, 2017, VGWIX's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, an investment would double in approximately 13.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +6.4%, while the worst month was Mar 2020 at -8.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, VGWIX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +2.9%, while the worst single day was Mar 12, 2020 at -5.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.05%2.72%-3.24%1.87%0.87%0.16%4.39%
20251.48%1.60%0.34%0.72%1.53%1.57%-0.53%1.86%0.89%0.22%2.08%0.72%13.18%
2024-0.38%-0.14%2.26%-1.74%2.82%-0.34%3.02%2.11%1.28%-2.14%1.64%-2.31%6.02%
20233.95%-2.50%1.63%1.27%-2.31%1.77%1.27%-1.45%-2.33%-1.36%5.12%3.78%8.78%
2022-0.86%-1.51%-0.55%-3.88%1.61%-3.99%2.65%-3.32%-5.73%2.36%6.44%-1.05%-8.15%
2021-1.08%0.52%1.76%1.73%1.33%-0.17%1.00%0.41%-1.59%1.38%-1.23%2.25%6.41%

Benchmark Metrics

Vanguard Global Wellesley Income Fund Investor Shares has an annualized alpha of 1.25%, beta of 0.28, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since October 18, 2017.

  • This fund participated in 45.39% of S&P 500 Index downside but only 34.47% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.28 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
1.25%
Beta
0.28
0.62
Upside Capture
34.47%
Downside Capture
45.39%

Expense Ratio

VGWIX has an expense ratio of 0.41%, placing it in the medium range.


Return for Risk

Risk / Return Rank

VGWIX ranks 57 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


VGWIX Risk / Return Rank: 5757
Overall Rank
VGWIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VGWIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
VGWIX Omega Ratio Rank: 6666
Omega Ratio Rank
VGWIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
VGWIX Martin Ratio Rank: 4646
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 Wellesley Income Fund Investor Shares (VGWIX) 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.


VGWIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

2.40

2.78

-0.38

Martin ratioReturn relative to average drawdown

9.05

12.44

-3.39

Dividends

Dividend History

Vanguard Global Wellesley Income Fund Investor Shares provided a 3.85% dividend yield over the last twelve months, with an annual payout of $0.92 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.92$0.91$0.81$0.64$0.28$0.50$0.40$0.45$0.78$0.06

Dividend yield

3.85%3.88%3.77%3.03%1.41%2.27%1.89%2.17%4.25%0.29%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Global Wellesley Income Fund Investor 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$0.20$0.00$0.00$0.23$0.43
2025$0.00$0.00$0.20$0.00$0.00$0.22$0.00$0.00$0.25$0.00$0.00$0.25$0.91
2024$0.00$0.00$0.19$0.00$0.00$0.22$0.00$0.00$0.21$0.00$0.00$0.20$0.81
2023$0.00$0.00$0.14$0.00$0.00$0.20$0.00$0.00$0.12$0.00$0.00$0.18$0.64
2022$0.00$0.00$0.09$0.00$0.00$0.07$0.00$0.00$0.04$0.00$0.00$0.09$0.28
2021$0.00$0.00$0.09$0.00$0.00$0.12$0.00$0.00$0.18$0.00$0.00$0.11$0.50

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 Wellesley Income Fund Investor 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 Wellesley Income Fund Investor Shares was 17.74%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Vanguard Global Wellesley Income Fund Investor Shares drawdown is 0.50%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-17.74%Mar 2020
1mo 2d7mo 21d
8mo 23dFeb 2020 - Nov 2020
Bear market2022
-15.95%Oct 2022
9mo 3d1y 4mo
2y 1moJan 2022 - Mar 2024
Rate-hike selloffLate 2018
-7.39%Dec 2018
10mo 29d3mo 11d
1y 2moJan 2018 - Apr 2019
2026 pullback2026
-4.59%Mar 2026
18d2mo 28d
3mo 16dMar 2026 - Jun 2026
2025 selloff2025
-4.17%Apr 2025
18d20d
1mo 8dMar 2025 - Apr 2025

Drawdown Indicators


VGWIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-17.74%

-56.78%

+39.04%

Max Drawdown (1Y)

Largest decline over 1 year

-4.59%

-9.10%

+4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-5.35%

-18.90%

+13.55%

Max Drawdown (5Y)

Largest decline over 5 years

-15.95%

-25.43%

+9.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.50%

-1.80%

+1.30%

Average Drawdown

Average peak-to-trough decline

-2.68%

-10.71%

+8.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

2.03%

-0.81%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with VGWIX

Add Vanguard Global Wellesley Income Fund Investor Shares to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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