VDIGX vs. VWENX
VDIGX (Vanguard Dividend Growth Fund) and VWENX (Vanguard Wellington Fund Admiral Shares) are both mutual funds - VDIGX is a Dividend fund actively managed by Vanguard, while VWENX is a Diversified Portfolio fund actively managed by Vanguard. Both are actively managed. Over the past 10 years, VDIGX returned 12.20%/yr vs 9.90%/yr for VWENX. Their correlation of 0.88 means they have usually moved in the same direction. VDIGX charges 0.20%/yr vs 0.16%/yr for VWENX.
Performance
VDIGX vs. VWENX - Performance Comparison
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Returns By Period
In the year-to-date period, VDIGX achieves a 5.63% return, which is significantly lower than VWENX's 6.50% return. Over the past 10 years, VDIGX has outperformed VWENX with an annualized return of 12.20%, while VWENX has yielded a comparatively lower 9.90% annualized return.
VDIGX
- 1D
- 0.53%
- 1M
- 0.16%
- 6M
- 4.68%
- YTD
- 5.63%
- 1Y
- 11.26%
- 3Y*
- 14.29%
- 5Y*
- 9.72%
- 10Y*
- 12.20%
- ALL TIME*
- 9.36%
VWENX
- 1D
- 1.02%
- 1M
- 0.35%
- 6M
- 5.87%
- YTD
- 6.50%
- 1Y
- 14.28%
- 3Y*
- 14.79%
- 5Y*
- 8.09%
- 10Y*
- 9.90%
- ALL TIME*
- 8.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VDIGX vs. VWENX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDIGX Vanguard Dividend Growth Fund | 5.63% | 11.11% | 20.84% | 8.11% | -4.89% | 24.86% | 12.04% | 30.94% | 0.08% | 19.32% |
VWENX Vanguard Wellington Fund Admiral Shares | 6.50% | 16.63% | 14.82% | 14.40% | -14.31% | 19.09% | 10.66% | 22.61% | -3.35% | 14.05% |
Correlation
The correlation between VDIGX and VWENX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 14, 2001 | 0.88 |
The correlation between VDIGX and VWENX shifts across timeframes, from 0.69 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VDIGX vs. VWENX — Risk / Return Rank
VDIGX
VWENX
VDIGX vs. VWENX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Growth Fund (VDIGX) 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.
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.
| VDIGX | VWENX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.30 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 2.29 | -0.90 |
| Martin ratioReturn relative to average drawdown | 5.50 | 9.69 | -4.19 |
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Drawdowns
VDIGX vs. VWENX - Drawdown Comparison
The maximum VDIGX drawdown since its inception was -45.23%, which is greater than VWENX's maximum drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for VDIGX and VWENX.
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Drawdown Indicators
| VDIGX | VWENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.23% | -36.02% | -9.21% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -6.77% | -2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -10.23% | -11.98% | +1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -16.18% | -20.84% | +4.66% |
Max Drawdown (10Y)Largest decline over 10 years | -32.98% | -25.33% | -7.65% |
Current DrawdownCurrent decline from peak | -0.19% | -0.61% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -6.62% | -4.34% | -2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 1.60% | +0.69% |
Volatility
VDIGX vs. VWENX - Volatility Comparison
The current volatility for Vanguard Dividend Growth Fund (VDIGX) is 2.64%, while Vanguard Wellington Fund Admiral Shares (VWENX) has a volatility of 3.04%. This indicates that VDIGX experiences smaller price fluctuations and is considered to be less risky than VWENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDIGX | VWENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 3.04% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.91% | 7.68% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.21% | 9.37% | +0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.86% | 11.27% | +2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 11.56% | +4.12% |
VDIGX vs. VWENX - Expense Ratio Comparison
VDIGX has a 0.20% 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%.
Dividends
VDIGX vs. VWENX - Dividend Comparison
VDIGX's dividend yield for the trailing twelve months is around 23.24%, more than VWENX's 10.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDIGX Vanguard Dividend Growth Fund | 23.24% | 21.90% | 21.94% | 2.29% | 6.06% | 5.45% | 2.83% | 4.70% | 8.72% | 5.16% | 2.86% | 5.70% |
VWENX Vanguard Wellington Fund Admiral Shares | 10.95% | 11.55% | 10.85% | 6.08% | 8.28% | 8.72% | 7.85% | 4.74% | 9.58% | 5.88% | 4.53% | 6.58% |
Frequently Asked Questions
VDIGX and VWENX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VWENX has higher volatility (3.04%) compared to VDIGX (2.64%). In terms of maximum drawdown, VDIGX dropped -45.23% vs VWENX's -36.02%.
VWENX currently has the higher Sharpe Ratio (1.66 vs 1.24), 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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