TD vs. VWELX
TD (The Toronto-Dominion Bank) is a stock, while VWELX (Vanguard Wellington Fund Investor Shares) is Diversified Portfolio fund actively managed by Vanguard. Over the past 10 years, TD returned 15.43%/yr vs 9.74%/yr for VWELX. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
TD vs. VWELX - Performance Comparison
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Returns By Period
In the year-to-date period, TD achieves a 30.87% return, which is significantly higher than VWELX's 5.15% return. Over the past 10 years, TD has outperformed VWELX with an annualized return of 15.43%, while VWELX has yielded a comparatively lower 9.74% annualized return.
TD
- 1D
- -2.51%
- 1M
- 1.69%
- 6M
- 30.27%
- YTD
- 30.87%
- 1Y
- 69.13%
- 3Y*
- 28.36%
- 5Y*
- 17.86%
- 10Y*
- 15.43%
- ALL TIME*
- 15.67%
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%
TD vs. VWELX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TD The Toronto-Dominion Bank | 30.87% | 85.32% | -13.40% | 5.04% | -12.19% | 41.25% | 5.58% | 17.45% | -12.10% | 22.85% |
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 TD and VWELX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 1996 | 0.56 |
The correlation between TD and VWELX has been stable across timeframes, ranging from 0.49 to 0.58 - a consistent structural relationship.
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Return for Risk
TD vs. VWELX — Risk / Return Rank
TD
VWELX
TD vs. VWELX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Toronto-Dominion Bank (TD) 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.
| TD | VWELX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.43 | ||
| Sortino ratioReturn per unit of downside risk | +2.70 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.29 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 9.26 | 2.12 | +7.14 |
| Martin ratioReturn relative to average drawdown | 35.62 | 9.34 | +26.29 |
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Drawdowns
TD vs. VWELX - Drawdown Comparison
The maximum TD drawdown since its inception was -64.18%, which is greater than VWELX's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for TD and VWELX.
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Drawdown Indicators
| TD | VWELX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.18% | -36.12% | -28.06% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -6.78% | -0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -19.19% | -11.98% | -7.21% |
Max Drawdown (5Y)Largest decline over 5 years | -30.93% | -20.88% | -10.05% |
Max Drawdown (10Y)Largest decline over 10 years | -41.98% | -25.33% | -16.65% |
Current DrawdownCurrent decline from peak | -3.45% | -1.83% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -11.19% | -3.92% | -7.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.54% | +0.41% |
Volatility
TD vs. VWELX - Volatility Comparison
The Toronto-Dominion Bank (TD) has a higher volatility of 5.94% compared to Vanguard Wellington Fund Investor Shares (VWELX) at 2.58%. This indicates that TD'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
| TD | VWELX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 2.58% | +3.36% |
Volatility (6M)Calculated over the trailing 6-month period | 13.41% | 7.52% | +5.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.32% | 9.07% | +8.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.81% | 11.24% | +8.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.72% | 11.53% | +10.19% |
Dividends
TD vs. VWELX - Dividend Comparison
TD's dividend yield for the trailing twelve months is around 2.57%, less than VWELX's 11.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TD The Toronto-Dominion Bank | 2.57% | 3.17% | 5.65% | 4.80% | 4.24% | 3.27% | 4.10% | 3.89% | 4.08% | 3.03% | 3.58% | 5.11% |
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
TD and VWELX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TD has higher volatility (5.94%) compared to VWELX (2.58%). In terms of maximum drawdown, TD dropped -64.18% vs VWELX's -36.12%.
TD currently has the higher Sharpe Ratio (4.02 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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