MO vs. VWELX
MO (Altria Group, Inc.) is a stock, while VWELX (Vanguard Wellington Fund Investor Shares) is Diversified Portfolio fund actively managed by Vanguard. Over the past 10 years, MO returned 7.92%/yr vs 9.74%/yr for VWELX. At a 0.40 correlation, their price movements are largely independent.
Performance
MO vs. VWELX - Performance Comparison
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Returns By Period
In the year-to-date period, MO achieves a 33.62% return, which is significantly higher than VWELX's 5.15% return. Over the past 10 years, MO has underperformed VWELX with an annualized return of 7.92%, while VWELX has yielded a comparatively higher 9.74% annualized return.
MO
- 1D
- 0.61%
- 1M
- 8.02%
- 6M
- 24.75%
- YTD
- 33.62%
- 1Y
- 37.41%
- 3Y*
- 27.19%
- 5Y*
- 18.35%
- 10Y*
- 7.92%
- ALL TIME*
- 18.00%
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%
MO vs. VWELX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 33.62% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
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 MO and VWELX is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1980 | 0.40 |
The correlation between MO and VWELX shifts across timeframes, from -0.24 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MO vs. VWELX — Risk / Return Rank
MO
VWELX
MO vs. VWELX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) 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.
| MO | VWELX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.29 | 2.12 | +0.17 |
| Martin ratioReturn relative to average drawdown | 5.75 | 9.34 | -3.59 |
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Drawdowns
MO vs. VWELX - Drawdown Comparison
The maximum MO drawdown since its inception was -65.43%, which is greater than VWELX's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for MO and VWELX.
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Drawdown Indicators
| MO | VWELX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.43% | -36.12% | -29.31% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -6.78% | -9.62% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -11.98% | -4.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -20.88% | -4.95% |
Max Drawdown (10Y)Largest decline over 10 years | -53.69% | -25.33% | -28.36% |
Current DrawdownCurrent decline from peak | 0.00% | -1.83% | +1.83% |
Average DrawdownAverage peak-to-trough decline | -11.91% | -3.92% | -7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.53% | 1.54% | +4.99% |
Volatility
MO vs. VWELX - Volatility Comparison
Altria Group, Inc. (MO) has a higher volatility of 7.16% compared to Vanguard Wellington Fund Investor Shares (VWELX) at 2.58%. This indicates that MO'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
| MO | VWELX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 2.58% | +4.58% |
Volatility (6M)Calculated over the trailing 6-month period | 18.14% | 7.52% | +10.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.27% | 9.07% | +14.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.82% | 11.24% | +9.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.09% | 11.53% | +11.56% |
Dividends
MO vs. VWELX - Dividend Comparison
MO's dividend yield for the trailing twelve months is around 5.68%, less than VWELX's 11.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 5.68% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
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
MO 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.
MO has higher volatility (7.16%) compared to VWELX (2.58%). In terms of maximum drawdown, MO dropped -65.43% vs VWELX's -36.12%.
MO currently has the higher Sharpe Ratio (1.62 vs 1.59), 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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