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VASVX vs. VWELX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VASVX vs. VWELX

Last updated Jun 4, 2026

VASVX (Vanguard Selected Value Fund) and VWELX (Vanguard Wellington Fund Investor Shares) are both mutual funds - VASVX is a Mid Cap Value Equities fund managed by Vanguard, while VWELX is a Diversified Portfolio fund actively managed by Vanguard. Over the past 10 years, VASVX returned 10.67%/yr vs 10.20%/yr for VWELX. Their correlation of 0.81 suggests significant overlap in exposure. VASVX charges 0.32%/yr vs 0.24%/yr for VWELX.

Performance

VASVX vs. VWELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Selected Value Fund (VASVX) and Vanguard Wellington Fund Investor Shares (VWELX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VASVX achieves a 8.86% return, which is significantly higher than VWELX's 7.11% return. Both investments have delivered pretty close results over the past 10 years, with VASVX having a 10.67% annualized return and VWELX not far behind at 10.20%.

VASVX

1D
0.28%
1M
3.11%
YTD
8.86%
6M
10.46%
1Y
20.29%
3Y*
15.35%
5Y*
8.74%
10Y*
10.67%

VWELX

1D
0.06%
1M
3.86%
YTD
7.11%
6M
7.36%
1Y
21.02%
3Y*
15.61%
5Y*
8.97%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VASVX vs. VWELX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VASVX
Vanguard Selected Value Fund		8.86%10.99%6.68%25.45%-7.55%27.54%5.79%29.55%-19.75%18.01%
VWELX
Vanguard Wellington Fund Investor Shares		7.11%16.54%14.73%14.29%-14.36%18.99%10.57%22.51%-3.43%13.98%

Correlation

The correlation between VASVX and VWELX is 0.61, 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

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Feb 16, 1996

0.81

Over the past year, the correlation between VASVX and VWELX has dropped to 0.61 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

VASVX vs. VWELX - Sectors Allocation Comparison

Sectors
VASVX
VWELX

Financial Services

26.4%
10.6%

Industrials

17.7%
8.5%

Consumer Cyclical

13.2%
10.9%

Basic Materials

9.8%
2.1%

Healthcare

9.5%
9.8%

Technology

8.3%
31.8%

Real Estate

5.1%
2.6%

Consumer Defensive

4.5%
4.4%

Energy

3.7%
4.4%

Communication Services

1.8%
12.3%

Utilities

0.5%
2.5%

Financial Services

VASVX
26.4%
VWELX
10.6%

Industrials

VASVX
17.7%
VWELX
8.5%

Consumer Cyclical

VASVX
13.2%
VWELX
10.9%

Basic Materials

VASVX
9.8%
VWELX
2.1%

Healthcare

VASVX
9.5%
VWELX
9.8%

Technology

VASVX
8.3%
VWELX
31.8%

Real Estate

VASVX
5.1%
VWELX
2.6%

Consumer Defensive

VASVX
4.5%
VWELX
4.4%

Energy

VASVX
3.7%
VWELX
4.4%

Communication Services

VASVX
1.8%
VWELX
12.3%

Utilities

VASVX
0.5%
VWELX
2.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard Selected Value Fund

Vanguard Wellington Fund Investor Shares

Often compared with VASVX:
VASVX vs. VEXAXVASVX vs. VTSAXVASVX vs. MOATVASVX vs. VEVFXVASVX vs. VFIAXVASVX vs. IVVVASVX vs. VOOV
Often compared with VWELX:
VWELX vs. VWINXVWELX vs. VWENXVWELX vs. VBIAXVWELX vs. FBALXVWELX vs. VOOVWELX vs. PRWCXVWELX vs. VGWLX

Return for Risk

VASVX vs. VWELX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VASVX
VASVX Risk / Return Rank: 2525
Overall Rank
VASVX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VASVX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VASVX Omega Ratio Rank: 2424
Omega Ratio Rank
VASVX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VASVX Martin Ratio Rank: 2424
Martin Ratio Rank
VWELX
VWELX Risk / Return Rank: 7474
Overall Rank
VWELX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VWELX Sortino Ratio Rank: 7575
Sortino Ratio Rank
VWELX Omega Ratio Rank: 7373
Omega Ratio Rank
VWELX Calmar Ratio Rank: 6868
Calmar Ratio Rank
VWELX Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VASVX vs. VWELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Selected Value Fund (VASVX) 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.

VASVXVWELXDifference
Sharpe ratioReturn per unit of total volatility
1.42
2.56

-1.14

Sortino ratioReturn per unit of downside risk
2.17
3.60

-1.44

Omega ratioGain probability vs. loss probability

1.25

1.48

-0.23

Calmar ratioReturn relative to maximum drawdown

1.87

3.17

-1.30

Martin ratioReturn relative to average drawdown

6.08

14.69

-8.61

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VASVX vs. VWELX - Sharpe Ratio Comparison

The current VASVX Sharpe Ratio is 1.42, which is lower than the VWELX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of VASVX and VWELX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

VASVXVWELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

2.56

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.81

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.89

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.84

-0.39

Drawdowns

VASVX vs. VWELX - Drawdown Comparison

The maximum VASVX drawdown since its inception was -55.70%, which is greater than VWELX's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for VASVX and VWELX.

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Drawdown Indicators

VASVXVWELXDifference

Max Drawdown

Largest peak-to-trough decline

-55.70%

-36.12%

-19.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-6.78%

-4.96%

Max Drawdown (3Y)

Largest decline over 3 years

-25.98%

-11.98%

-14.00%

Max Drawdown (5Y)

Largest decline over 5 years

-25.98%

-20.88%

-5.10%

Max Drawdown (10Y)

Largest decline over 10 years

-48.19%

-25.33%

-22.86%

Current Drawdown

Current decline from peak

-0.93%

0.00%

-0.93%

Average Drawdown

Average peak-to-trough decline

-9.53%

-3.92%

-5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

1.46%

+2.14%

Volatility

VASVX vs. VWELX - Volatility Comparison

Vanguard Selected Value Fund (VASVX) has a higher volatility of 4.12% compared to Vanguard Wellington Fund Investor Shares (VWELX) at 2.52%. This indicates that VASVX'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

VASVXVWELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

2.52%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

6.67%

+4.46%

Volatility (1Y)

Calculated over the trailing 1-year period

15.44%

8.38%

+7.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.53%

11.13%

+9.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.46%

11.53%

+10.93%

VASVX vs. VWELX - Expense Ratio Comparison

VASVX has a 0.32% expense ratio, which is higher than VWELX's 0.24% expense ratio.

Dividends

VASVX vs. VWELX - Dividend Comparison

VASVX's dividend yield for the trailing twelve months is around 12.24%, more than VWELX's 10.76% yield.

PositionTTM20252024202320222021202020192018201720162015
VASVX
Vanguard Selected Value Fund		12.24%13.32%14.35%8.29%13.22%7.77%10.19%7.44%11.90%8.59%4.51%5.68%
VWELX
Vanguard Wellington Fund Investor Shares		10.76%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

VASVX and VWELX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VASVX has higher volatility (4.12%) compared to VWELX (2.52%). In terms of maximum drawdown, VASVX dropped -55.70% vs VWELX's -36.12%.

VWELX currently has the higher Sharpe Ratio (2.56 vs 1.42), 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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