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VBINX vs. VWENX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VBINX and VWENX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 1.0

Performance

VBINX vs. VWENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Balanced Index Fund (VBINX) and Vanguard Wellington Fund Admiral Shares (VWENX). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%550.00%NovemberDecember2025FebruaryMarchApril
336.79%
509.93%
VBINX
VWENX

Key characteristics

Sharpe Ratio

VBINX:

0.38

VWENX:

0.73

Sortino Ratio

VBINX:

0.61

VWENX:

1.10

Omega Ratio

VBINX:

1.09

VWENX:

1.16

Calmar Ratio

VBINX:

0.32

VWENX:

0.78

Martin Ratio

VBINX:

1.14

VWENX:

3.31

Ulcer Index

VBINX:

4.24%

VWENX:

2.81%

Daily Std Dev

VBINX:

12.56%

VWENX:

12.71%

Max Drawdown

VBINX:

-35.97%

VWENX:

-36.02%

Current Drawdown

VBINX:

-9.93%

VWENX:

-5.88%

Returns By Period

In the year-to-date period, VBINX achieves a -4.40% return, which is significantly lower than VWENX's -2.55% return. Over the past 10 years, VBINX has underperformed VWENX with an annualized return of 6.28%, while VWENX has yielded a comparatively higher 7.88% annualized return.


VBINX

YTD

-4.40%

1M

-4.18%

6M

-6.32%

1Y

4.05%

5Y*

6.57%

10Y*

6.28%

VWENX

YTD

-2.55%

1M

-2.52%

6M

-1.71%

1Y

8.58%

5Y*

9.51%

10Y*

7.88%

*Annualized

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VBINX vs. VWENX - Expense Ratio Comparison

VBINX has a 0.18% expense ratio, which is higher than VWENX's 0.16% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VBINX: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBINX: 0.18%
Expense ratio chart for VWENX: current value is 0.16%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWENX: 0.16%

Risk-Adjusted Performance

VBINX vs. VWENX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VBINX
The Risk-Adjusted Performance Rank of VBINX is 4848
Overall Rank
The Sharpe Ratio Rank of VBINX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of VBINX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VBINX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VBINX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of VBINX is 4646
Martin Ratio Rank

VWENX
The Risk-Adjusted Performance Rank of VWENX is 7373
Overall Rank
The Sharpe Ratio Rank of VWENX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VWENX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VWENX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VWENX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VWENX is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VBINX vs. VWENX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Balanced Index Fund (VBINX) 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.


The chart of Sharpe ratio for VBINX, currently valued at 0.38, compared to the broader market-1.000.001.002.003.00
VBINX: 0.38
VWENX: 0.73
The chart of Sortino ratio for VBINX, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.00
VBINX: 0.61
VWENX: 1.10
The chart of Omega ratio for VBINX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
VBINX: 1.09
VWENX: 1.16
The chart of Calmar ratio for VBINX, currently valued at 0.32, compared to the broader market0.002.004.006.008.0010.00
VBINX: 0.32
VWENX: 0.78
The chart of Martin ratio for VBINX, currently valued at 1.14, compared to the broader market0.0010.0020.0030.0040.0050.00
VBINX: 1.14
VWENX: 3.31

The current VBINX Sharpe Ratio is 0.38, which is lower than the VWENX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of VBINX and VWENX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.38
0.73
VBINX
VWENX

Dividends

VBINX vs. VWENX - Dividend Comparison

VBINX's dividend yield for the trailing twelve months is around 5.08%, less than VWENX's 11.24% yield.


TTM20242023202220212020201920182017201620152014
VBINX
Vanguard Balanced Index Fund
5.08%5.15%4.25%2.71%2.71%2.54%2.19%2.20%1.83%1.97%1.95%1.79%
VWENX
Vanguard Wellington Fund Admiral Shares
11.24%10.85%6.08%8.28%8.72%7.85%4.74%9.58%6.55%4.53%6.58%6.47%

Drawdowns

VBINX vs. VWENX - Drawdown Comparison

The maximum VBINX drawdown since its inception was -35.97%, roughly equal to the maximum VWENX drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for VBINX and VWENX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.93%
-5.88%
VBINX
VWENX

Volatility

VBINX vs. VWENX - Volatility Comparison

Vanguard Balanced Index Fund (VBINX) and Vanguard Wellington Fund Admiral Shares (VWENX) have volatilities of 8.65% and 8.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.65%
8.94%
VBINX
VWENX