VFIJX vs. VWIAX
Compare and contrast key facts about Vanguard GNMA Fund Admiral Shares (VFIJX) and Vanguard Wellesley Income Fund Admiral Shares (VWIAX).
VFIJX is managed by Vanguard. It was launched on Feb 12, 2001. VWIAX is managed by Vanguard. It was launched on May 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFIJX or VWIAX.
Performance
VFIJX vs. VWIAX - Performance Comparison
Returns By Period
In the year-to-date period, VFIJX achieves a 0.86% return, which is significantly lower than VWIAX's 7.00% return. Over the past 10 years, VFIJX has underperformed VWIAX with an annualized return of 0.91%, while VWIAX has yielded a comparatively higher 3.33% annualized return.
VFIJX
0.86%
-1.94%
2.52%
6.83%
-0.45%
0.91%
VWIAX
7.00%
-1.60%
4.22%
14.85%
2.56%
3.33%
Key characteristics
| VFIJX | VWIAX | |
|---|---|---|
| Sharpe Ratio | 1.23 | 2.30 |
| Sortino Ratio | 1.78 | 3.50 |
| Omega Ratio | 1.22 | 1.47 |
| Calmar Ratio | 0.61 | 1.00 |
| Martin Ratio | 4.08 | 14.56 |
| Ulcer Index | 1.82% | 1.03% |
| Daily Std Dev | 6.05% | 6.56% |
| Max Drawdown | -15.95% | -23.93% |
| Current Drawdown | -6.25% | -2.54% |
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VFIJX vs. VWIAX - Expense Ratio Comparison
VFIJX has a 0.11% expense ratio, which is lower than VWIAX's 0.16% 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%.
Correlation
The correlation between VFIJX and VWIAX is 0.28, 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.
Risk-Adjusted Performance
VFIJX vs. VWIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard GNMA Fund Admiral Shares (VFIJX) 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.
Dividends
VFIJX vs. VWIAX - Dividend Comparison
VFIJX's dividend yield for the trailing twelve months is around 3.63%, less than VWIAX's 5.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIJX Vanguard GNMA Fund Admiral Shares | 3.63% | 3.34% | 2.46% | 0.85% | 1.98% | 2.86% | 3.00% | 2.75% | 2.41% | 2.44% | 2.68% | 2.39% |
VWIAX Vanguard Wellesley Income Fund Admiral Shares | 5.88% | 5.80% | 3.25% | 2.55% | 2.72% | 2.97% | 3.38% | 2.92% | 3.02% | 3.18% | 3.23% | 3.13% |
Drawdowns
VFIJX vs. VWIAX - Drawdown Comparison
The maximum VFIJX drawdown since its inception was -15.95%, smaller than the maximum VWIAX drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for VFIJX and VWIAX. For additional features, visit the drawdowns tool.
Volatility
VFIJX vs. VWIAX - Volatility Comparison
Vanguard GNMA Fund Admiral Shares (VFIJX) and Vanguard Wellesley Income Fund Admiral Shares (VWIAX) have volatilities of 1.57% and 1.60%, 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.