IBM vs. VWELX
IBM (International Business Machines Corporation) is a stock, while VWELX (Vanguard Wellington Fund Investor Shares) is Diversified Portfolio fund actively managed by Vanguard. Over the past 10 years, IBM returned 7.64%/yr vs 9.74%/yr for VWELX. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
IBM vs. VWELX - Performance Comparison
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Returns By Period
In the year-to-date period, IBM achieves a -27.15% return, which is significantly lower than VWELX's 5.15% return. Over the past 10 years, IBM has underperformed VWELX with an annualized return of 7.64%, while VWELX has yielded a comparatively higher 9.74% annualized return.
IBM
- 1D
- 0.16%
- 1M
- -14.49%
- 6M
- -29.40%
- YTD
- -27.15%
- 1Y
- -23.58%
- 3Y*
- 19.09%
- 5Y*
- 13.91%
- 10Y*
- 7.64%
- ALL TIME*
- 7.00%
VWELX
- 1D
- -0.77%
- 1M
- -1.29%
- 6M
- 4.49%
- YTD
- 5.15%
- 1Y
- 14.17%
- 3Y*
- 13.78%
- 5Y*
- 8.11%
- 10Y*
- 9.74%
- ALL TIME*
- 9.39%
IBM vs. VWELX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | -27.15% | 38.23% | 39.27% | 21.85% | 10.64% | 16.65% | -1.16% | 23.58% | -22.56% | -3.99% |
VWELX Vanguard Wellington Fund Investor Shares | 5.15% | 16.54% | 14.73% | 14.29% | -14.36% | 18.99% | 10.57% | 22.51% | -3.43% | 13.98% |
Correlation
The correlation between IBM and VWELX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1980 | 0.54 |
Over the past year, the correlation between IBM and VWELX has dropped to 0.24 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
IBM vs. VWELX — Risk / Return Rank
IBM
VWELX
IBM vs. VWELX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for International Business Machines Corporation (IBM) 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.
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.
| IBM | VWELX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.29 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 2.12 | -2.78 |
| Martin ratioReturn relative to average drawdown | -1.53 | 9.34 | -10.87 |
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Drawdowns
IBM vs. VWELX - Drawdown Comparison
The maximum IBM drawdown since its inception was -69.40%, which is greater than VWELX's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for IBM and VWELX.
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Drawdown Indicators
| IBM | VWELX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.40% | -36.12% | -33.28% |
Max Drawdown (1Y)Largest decline over 1 year | -35.85% | -6.78% | -29.07% |
Max Drawdown (3Y)Largest decline over 3 years | -35.85% | -11.98% | -23.87% |
Max Drawdown (5Y)Largest decline over 5 years | -35.85% | -20.88% | -14.97% |
Max Drawdown (10Y)Largest decline over 10 years | -40.59% | -25.33% | -15.26% |
Current DrawdownCurrent decline from peak | -35.30% | -1.83% | -33.47% |
Average DrawdownAverage peak-to-trough decline | -20.12% | -3.92% | -16.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.44% | 1.54% | +13.90% |
Volatility
IBM vs. VWELX - Volatility Comparison
International Business Machines Corporation (IBM) has a higher volatility of 32.02% compared to Vanguard Wellington Fund Investor Shares (VWELX) at 2.58%. This indicates that IBM's price experiences larger fluctuations and is considered to be riskier than VWELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBM | VWELX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 32.02% | 2.58% | +29.44% |
Volatility (6M)Calculated over the trailing 6-month period | 46.34% | 7.52% | +38.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.36% | 9.07% | +39.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.86% | 11.24% | +18.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.97% | 11.53% | +16.44% |
Dividends
IBM vs. VWELX - Dividend Comparison
IBM's dividend yield for the trailing twelve months is around 3.16%, less than VWELX's 11.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | 3.16% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
VWELX Vanguard Wellington Fund Investor Shares | 11.00% | 11.46% | 10.76% | 6.01% | 8.19% | 8.64% | 7.77% | 4.67% | 9.49% | 5.82% | 4.44% | 7.03% |
Frequently Asked Questions
IBM and VWELX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBM has higher volatility (32.02%) compared to VWELX (2.58%). In terms of maximum drawdown, IBM dropped -69.40% vs VWELX's -36.12%.
VWELX currently has the higher Sharpe Ratio (1.59 vs -0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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