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VEIRX vs. VWIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEIRX and VWIAX is 0.74, 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: 0.7

Performance

VEIRX vs. VWIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Equity Income Fund Admiral Shares (VEIRX) and Vanguard Wellesley Income Fund Admiral Shares (VWIAX). The values are adjusted to include any dividend payments, if applicable.

180.00%200.00%220.00%240.00%260.00%280.00%300.00%NovemberDecember2025FebruaryMarchApril
251.16%
198.57%
VEIRX
VWIAX

Key characteristics

Sharpe Ratio

VEIRX:

0.12

VWIAX:

0.63

Sortino Ratio

VEIRX:

0.26

VWIAX:

0.83

Omega Ratio

VEIRX:

1.04

VWIAX:

1.14

Calmar Ratio

VEIRX:

0.11

VWIAX:

0.54

Martin Ratio

VEIRX:

0.35

VWIAX:

1.88

Ulcer Index

VEIRX:

5.93%

VWIAX:

2.68%

Daily Std Dev

VEIRX:

17.69%

VWIAX:

7.99%

Max Drawdown

VEIRX:

-56.75%

VWIAX:

-23.93%

Current Drawdown

VEIRX:

-11.70%

VWIAX:

-4.83%

Returns By Period

In the year-to-date period, VEIRX achieves a -0.83% return, which is significantly lower than VWIAX's 1.43% return. Over the past 10 years, VEIRX has outperformed VWIAX with an annualized return of 5.71%, while VWIAX has yielded a comparatively lower 2.96% annualized return.


VEIRX

YTD

-0.83%

1M

-3.80%

6M

-8.67%

1Y

1.28%

5Y*

8.82%

10Y*

5.71%

VWIAX

YTD

1.43%

1M

-1.34%

6M

-2.96%

1Y

4.79%

5Y*

2.47%

10Y*

2.96%

*Annualized

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VEIRX vs. VWIAX - Expense Ratio Comparison

VEIRX has a 0.19% expense ratio, which is higher than VWIAX'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 VEIRX: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEIRX: 0.19%
Expense ratio chart for VWIAX: 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%
VWIAX: 0.16%

Risk-Adjusted Performance

VEIRX vs. VWIAX — Risk-Adjusted Performance Rank

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

VEIRX
The Risk-Adjusted Performance Rank of VEIRX is 3333
Overall Rank
The Sharpe Ratio Rank of VEIRX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of VEIRX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VEIRX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VEIRX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of VEIRX is 3232
Martin Ratio Rank

VWIAX
The Risk-Adjusted Performance Rank of VWIAX is 6363
Overall Rank
The Sharpe Ratio Rank of VWIAX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIAX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VWIAX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VWIAX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VWIAX is 5757
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.

VEIRX vs. VWIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Equity Income Fund Admiral Shares (VEIRX) and Vanguard Wellesley Income Fund Admiral Shares (VWIAX). 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 VEIRX, currently valued at 0.12, compared to the broader market-1.000.001.002.003.00
VEIRX: 0.12
VWIAX: 0.63
The chart of Sortino ratio for VEIRX, currently valued at 0.26, compared to the broader market-2.000.002.004.006.008.00
VEIRX: 0.26
VWIAX: 0.83
The chart of Omega ratio for VEIRX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.00
VEIRX: 1.04
VWIAX: 1.14
The chart of Calmar ratio for VEIRX, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.00
VEIRX: 0.11
VWIAX: 0.54
The chart of Martin ratio for VEIRX, currently valued at 0.35, compared to the broader market0.0010.0020.0030.0040.0050.00
VEIRX: 0.35
VWIAX: 1.88

The current VEIRX Sharpe Ratio is 0.12, which is lower than the VWIAX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VEIRX and VWIAX, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.12
0.63
VEIRX
VWIAX

Dividends

VEIRX vs. VWIAX - Dividend Comparison

VEIRX's dividend yield for the trailing twelve months is around 3.05%, less than VWIAX's 3.89% yield.


TTM20242023202220212020201920182017201620152014
VEIRX
Vanguard Equity Income Fund Admiral Shares
3.05%2.91%3.03%3.03%2.49%2.70%2.71%3.25%2.54%2.83%3.05%2.78%
VWIAX
Vanguard Wellesley Income Fund Admiral Shares
3.89%3.83%5.80%3.25%2.55%2.72%2.97%3.38%2.92%3.02%3.18%3.23%

Drawdowns

VEIRX vs. VWIAX - Drawdown Comparison

The maximum VEIRX drawdown since its inception was -56.75%, which is greater than VWIAX's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for VEIRX and VWIAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.70%
-4.83%
VEIRX
VWIAX

Volatility

VEIRX vs. VWIAX - Volatility Comparison

Vanguard Equity Income Fund Admiral Shares (VEIRX) has a higher volatility of 11.25% compared to Vanguard Wellesley Income Fund Admiral Shares (VWIAX) at 4.51%. This indicates that VEIRX's price experiences larger fluctuations and is considered to be riskier than VWIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.25%
4.51%
VEIRX
VWIAX