MDT vs. VWELX
MDT (Medtronic plc) is a stock, while VWELX (Vanguard Wellington Fund Investor Shares) is Diversified Portfolio fund actively managed by Vanguard. Over the past 10 years, MDT returned 2.24%/yr vs 9.74%/yr for VWELX. At a 0.44 correlation, their price movements are largely independent.
Performance
MDT vs. VWELX - Performance Comparison
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Returns By Period
In the year-to-date period, MDT achieves a -11.80% return, which is significantly lower than VWELX's 5.15% return. Over the past 10 years, MDT has underperformed VWELX with an annualized return of 2.24%, while VWELX has yielded a comparatively higher 9.74% annualized return.
MDT
- 1D
- 0.11%
- 1M
- 5.93%
- 6M
- -12.44%
- YTD
- -11.80%
- 1Y
- -4.03%
- 3Y*
- 1.10%
- 5Y*
- -5.17%
- 10Y*
- 2.24%
- ALL TIME*
- 13.23%
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%
MDT vs. VWELX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDT Medtronic plc | -11.80% | 24.05% | 0.28% | 9.58% | -22.55% | -9.79% | 5.70% | 27.34% | 15.18% | 15.90% |
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 MDT and VWELX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1981 | 0.44 |
Over the past year, the correlation between MDT and VWELX has dropped to 0.16 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
MDT vs. VWELX — Risk / Return Rank
MDT
VWELX
MDT vs. VWELX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Medtronic plc (MDT) 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.
| MDT | VWELX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.29 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 2.12 | -2.26 |
| Martin ratioReturn relative to average drawdown | -0.30 | 9.34 | -9.64 |
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Drawdowns
MDT vs. VWELX - Drawdown Comparison
The maximum MDT drawdown since its inception was -57.63%, which is greater than VWELX's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for MDT and VWELX.
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Drawdown Indicators
| MDT | VWELX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.63% | -36.12% | -21.51% |
Max Drawdown (1Y)Largest decline over 1 year | -28.90% | -6.78% | -22.12% |
Max Drawdown (3Y)Largest decline over 3 years | -28.90% | -11.98% | -16.92% |
Max Drawdown (5Y)Largest decline over 5 years | -45.10% | -20.88% | -24.22% |
Max Drawdown (10Y)Largest decline over 10 years | -45.10% | -25.33% | -19.77% |
Current DrawdownCurrent decline from peak | -27.93% | -1.83% | -26.10% |
Average DrawdownAverage peak-to-trough decline | -16.57% | -3.92% | -12.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.24% | 1.54% | +11.70% |
Volatility
MDT vs. VWELX - Volatility Comparison
Medtronic plc (MDT) has a higher volatility of 10.04% compared to Vanguard Wellington Fund Investor Shares (VWELX) at 2.58%. This indicates that MDT'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
| MDT | VWELX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.04% | 2.58% | +7.46% |
Volatility (6M)Calculated over the trailing 6-month period | 18.91% | 7.52% | +11.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.34% | 9.07% | +14.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 11.24% | +11.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.45% | 11.53% | +11.92% |
Dividends
MDT vs. VWELX - Dividend Comparison
MDT's dividend yield for the trailing twelve months is around 3.42%, less than VWELX's 11.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDT Medtronic plc | 3.42% | 2.95% | 3.49% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% |
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
MDT and VWELX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDT has higher volatility (10.04%) compared to VWELX (2.58%). In terms of maximum drawdown, MDT dropped -57.63% vs VWELX's -36.12%.
VWELX currently has the higher Sharpe Ratio (1.59 vs -0.17), 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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