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VBLLX vs. VWELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBLLX vs. VWELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Bond Index Fund Institutional Shares (VBLLX) and Vanguard Wellington Fund Investor Shares (VWELX). The values are adjusted to include any dividend payments, if applicable.

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VBLLX vs. VWELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBLLX
Vanguard Long-Term Bond Index Fund Institutional Shares
-1.24%6.60%-4.12%7.13%-27.20%-3.08%16.27%19.15%-4.71%10.89%
VWELX
Vanguard Wellington Fund Investor Shares
-5.26%16.54%14.73%14.29%-14.36%18.99%10.57%22.51%-3.43%13.98%

Returns By Period

In the year-to-date period, VBLLX achieves a -1.24% return, which is significantly higher than VWELX's -5.26% return. Over the past 10 years, VBLLX has underperformed VWELX with an annualized return of 1.00%, while VWELX has yielded a comparatively higher 9.10% annualized return.


VBLLX

1D
1.07%
1M
-4.25%
YTD
-1.24%
6M
-1.49%
1Y
1.54%
3Y*
0.60%
5Y*
-3.06%
10Y*
1.00%

VWELX

1D
-0.02%
1M
-5.91%
YTD
-5.26%
6M
-2.21%
1Y
12.29%
3Y*
11.90%
5Y*
7.34%
10Y*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBLLX vs. VWELX - Expense Ratio Comparison

VBLLX has a 0.05% expense ratio, which is lower than VWELX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VBLLX vs. VWELX — Risk / Return Rank

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

VBLLX
VBLLX Risk / Return Rank: 1212
Overall Rank
VBLLX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
VBLLX Sortino Ratio Rank: 99
Sortino Ratio Rank
VBLLX Omega Ratio Rank: 99
Omega Ratio Rank
VBLLX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VBLLX Martin Ratio Rank: 1414
Martin Ratio Rank

VWELX
VWELX Risk / Return Rank: 6666
Overall Rank
VWELX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VWELX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VWELX Omega Ratio Rank: 6666
Omega Ratio Rank
VWELX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VWELX Martin Ratio Rank: 7070
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.

VBLLX vs. VWELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Bond Index Fund Institutional Shares (VBLLX) 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.


VBLLXVWELXDifference

Sharpe ratio

Return per unit of total volatility

0.28

1.10

-0.82

Sortino ratio

Return per unit of downside risk

0.43

1.61

-1.18

Omega ratio

Gain probability vs. loss probability

1.05

1.24

-0.19

Calmar ratio

Return relative to maximum drawdown

0.52

1.45

-0.92

Martin ratio

Return relative to average drawdown

1.28

6.63

-5.35

VBLLX vs. VWELX - Sharpe Ratio Comparison

The current VBLLX Sharpe Ratio is 0.28, which is lower than the VWELX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of VBLLX and VWELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VBLLXVWELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

1.10

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.67

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.80

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.82

-0.47

Correlation

The correlation between VBLLX and VWELX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VBLLX vs. VWELX - Dividend Comparison

VBLLX's dividend yield for the trailing twelve months is around 4.37%, less than VWELX's 12.16% yield.


TTM20252024202320222021202020192018201720162015
VBLLX
Vanguard Long-Term Bond Index Fund Institutional Shares
4.37%4.66%4.64%3.75%4.16%2.89%5.84%3.62%3.82%3.69%4.19%4.98%
VWELX
Vanguard Wellington Fund Investor Shares
12.16%11.46%10.76%6.01%8.19%8.64%7.77%4.67%9.49%5.82%4.44%7.03%

Drawdowns

VBLLX vs. VWELX - Drawdown Comparison

The maximum VBLLX drawdown since its inception was -38.42%, which is greater than VWELX's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for VBLLX and VWELX.


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Drawdown Indicators


VBLLXVWELXDifference

Max Drawdown

Largest peak-to-trough decline

-38.42%

-36.12%

-2.30%

Max Drawdown (1Y)

Largest decline over 1 year

-6.87%

-8.03%

+1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-36.29%

-20.88%

-15.41%

Max Drawdown (10Y)

Largest decline over 10 years

-38.42%

-25.33%

-13.09%

Current Drawdown

Current decline from peak

-25.79%

-6.78%

-19.01%

Average Drawdown

Average peak-to-trough decline

-9.06%

-3.93%

-5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

1.75%

+1.06%

Volatility

VBLLX vs. VWELX - Volatility Comparison

Vanguard Long-Term Bond Index Fund Institutional Shares (VBLLX) and Vanguard Wellington Fund Investor Shares (VWELX) have volatilities of 3.42% and 3.37%, 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.


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Volatility by Period


VBLLXVWELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

3.37%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

5.49%

6.36%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

9.55%

11.74%

-2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.89%

11.08%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.58%

11.48%

+0.10%