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VCORX vs. VWELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCORX vs. VWELX - Performance Comparison

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

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VCORX vs. VWELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCORX
Vanguard Core Bond Fund Investor Shares
-0.29%7.68%2.10%5.90%-13.27%-0.80%10.19%9.47%-0.92%4.34%
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, VCORX achieves a -0.29% return, which is significantly higher than VWELX's -5.26% return. Over the past 10 years, VCORX has underperformed VWELX with an annualized return of 2.20%, while VWELX has yielded a comparatively higher 9.10% annualized return.


VCORX

1D
0.56%
1M
-2.05%
YTD
-0.29%
6M
0.77%
1Y
4.32%
3Y*
4.10%
5Y*
0.55%
10Y*
2.20%

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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VCORX vs. VWELX - Expense Ratio Comparison

VCORX has a 0.20% 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

VCORX vs. VWELX — Risk / Return Rank

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

VCORX
VCORX Risk / Return Rank: 6161
Overall Rank
VCORX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VCORX Sortino Ratio Rank: 6060
Sortino Ratio Rank
VCORX Omega Ratio Rank: 4747
Omega Ratio Rank
VCORX Calmar Ratio Rank: 7878
Calmar Ratio Rank
VCORX Martin Ratio Rank: 5959
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.

VCORX vs. VWELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond Fund Investor Shares (VCORX) 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.


VCORXVWELXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.10

-0.03

Sortino ratio

Return per unit of downside risk

1.53

1.61

-0.08

Omega ratio

Gain probability vs. loss probability

1.19

1.24

-0.05

Calmar ratio

Return relative to maximum drawdown

1.85

1.45

+0.40

Martin ratio

Return relative to average drawdown

5.65

6.63

-0.97

VCORX vs. VWELX - Sharpe Ratio Comparison

The current VCORX Sharpe Ratio is 1.06, which is comparable to the VWELX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of VCORX 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


VCORXVWELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.10

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.67

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.80

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.82

-0.35

Correlation

The correlation between VCORX and VWELX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VCORX vs. VWELX - Dividend Comparison

VCORX's dividend yield for the trailing twelve months is around 4.27%, less than VWELX's 12.16% yield.


TTM20252024202320222021202020192018201720162015
VCORX
Vanguard Core Bond Fund Investor Shares
4.27%4.70%4.93%3.99%2.90%1.91%2.95%2.93%2.98%2.62%2.20%0.00%
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

VCORX vs. VWELX - Drawdown Comparison

The maximum VCORX drawdown since its inception was -18.14%, smaller than the maximum VWELX drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for VCORX and VWELX.


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Drawdown Indicators


VCORXVWELXDifference

Max Drawdown

Largest peak-to-trough decline

-18.14%

-36.12%

+17.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-8.03%

+5.28%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-20.88%

+2.74%

Max Drawdown (10Y)

Largest decline over 10 years

-18.14%

-25.33%

+7.19%

Current Drawdown

Current decline from peak

-2.05%

-6.78%

+4.73%

Average Drawdown

Average peak-to-trough decline

-4.31%

-3.93%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.75%

-0.85%

Volatility

VCORX vs. VWELX - Volatility Comparison

The current volatility for Vanguard Core Bond Fund Investor Shares (VCORX) is 1.64%, while Vanguard Wellington Fund Investor Shares (VWELX) has a volatility of 3.37%. This indicates that VCORX experiences smaller price fluctuations and is considered to be less risky 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


VCORXVWELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

3.37%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

6.36%

-3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

11.74%

-7.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.78%

11.08%

-5.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.79%

11.48%

-6.69%