MSMR vs. VWENX
Compare and contrast key facts about McElhenny Sheffield Managed Risk ETF (MSMR) and Vanguard Wellington Fund Admiral Shares (VWENX).
MSMR is an actively managed fund by McElhenny Sheffield. It was launched on Nov 16, 2021. VWENX is managed by Vanguard. It was launched on May 14, 2001.
Performance
MSMR vs. VWENX - Performance Comparison
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MSMR vs. VWENX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MSMR McElhenny Sheffield Managed Risk ETF | 0.53% | 17.06% | 21.58% | 18.77% | -11.88% | -1.12% |
VWENX Vanguard Wellington Fund Admiral Shares | -3.33% | 16.63% | 14.82% | 14.40% | -14.31% | 1.87% |
Returns By Period
In the year-to-date period, MSMR achieves a 0.53% return, which is significantly higher than VWENX's -3.33% return.
MSMR
- 1D
- 0.74%
- 1M
- -3.19%
- YTD
- 0.53%
- 6M
- 3.64%
- 1Y
- 19.34%
- 3Y*
- 18.37%
- 5Y*
- —
- 10Y*
- —
VWENX
- 1D
- 2.01%
- 1M
- -3.95%
- YTD
- -3.33%
- 6M
- -0.41%
- 1Y
- 14.24%
- 3Y*
- 12.74%
- 5Y*
- 7.66%
- 10Y*
- 9.40%
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MSMR vs. VWENX - Expense Ratio Comparison
MSMR has a 0.97% expense ratio, which is higher than VWENX's 0.16% expense ratio.
Return for Risk
MSMR vs. VWENX — Risk / Return Rank
MSMR
VWENX
MSMR vs. VWENX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McElhenny Sheffield Managed Risk ETF (MSMR) and Vanguard Wellington Fund Admiral Shares (VWENX). 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.
| MSMR | VWENX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 1.24 | +0.34 |
Sortino ratioReturn per unit of downside risk | 2.17 | 1.82 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.27 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.75 | 1.89 | +0.86 |
Martin ratioReturn relative to average drawdown | 10.13 | 8.54 | +1.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSMR | VWENX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.24 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.69 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.65 | +0.27 |
Correlation
The correlation between MSMR and VWENX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MSMR vs. VWENX - Dividend Comparison
MSMR's dividend yield for the trailing twelve months is around 1.94%, less than VWENX's 12.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSMR McElhenny Sheffield Managed Risk ETF | 1.94% | 1.51% | 2.26% | 0.81% | 0.65% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWENX Vanguard Wellington Fund Admiral Shares | 12.01% | 11.55% | 10.85% | 6.08% | 8.28% | 8.72% | 7.85% | 4.74% | 9.58% | 5.88% | 4.53% | 6.58% |
Drawdowns
MSMR vs. VWENX - Drawdown Comparison
The maximum MSMR drawdown since its inception was -14.86%, smaller than the maximum VWENX drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for MSMR and VWENX.
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Drawdown Indicators
| MSMR | VWENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.86% | -36.02% | +21.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.05% | -8.02% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.33% | — |
Current DrawdownCurrent decline from peak | -3.62% | -4.90% | +1.28% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -4.38% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.78% | +0.13% |
Volatility
MSMR vs. VWENX - Volatility Comparison
McElhenny Sheffield Managed Risk ETF (MSMR) has a higher volatility of 4.72% compared to Vanguard Wellington Fund Admiral Shares (VWENX) at 4.06%. This indicates that MSMR's price experiences larger fluctuations and is considered to be riskier than VWENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSMR | VWENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 4.06% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 6.66% | +3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.28% | 11.88% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.32% | 11.12% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.32% | 11.50% | -1.18% |