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VGAVX vs. VWIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGAVX vs. VWIAX - Performance Comparison

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

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VGAVX vs. VWIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGAVX
Vanguard Emerging Markets Government Bond Index Fund Admiral Shares
-1.88%12.98%6.27%10.44%-16.68%-1.74%5.82%14.01%-2.77%8.45%
VWIAX
Vanguard Wellesley Income Fund Admiral Shares
0.28%11.08%5.92%7.07%-9.04%8.55%8.52%16.47%-2.49%9.37%

Returns By Period

In the year-to-date period, VGAVX achieves a -1.88% return, which is significantly lower than VWIAX's 0.28% return. Over the past 10 years, VGAVX has underperformed VWIAX with an annualized return of 3.59%, while VWIAX has yielded a comparatively higher 5.75% annualized return.


VGAVX

1D
0.36%
1M
-3.00%
YTD
-1.88%
6M
0.74%
1Y
8.07%
3Y*
8.36%
5Y*
2.22%
10Y*
3.59%

VWIAX

1D
0.72%
1M
-2.79%
YTD
0.28%
6M
1.95%
1Y
8.21%
3Y*
7.63%
5Y*
4.20%
10Y*
5.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGAVX vs. VWIAX - Expense Ratio Comparison

VGAVX has a 0.20% 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%.


Return for Risk

VGAVX vs. VWIAX — Risk / Return Rank

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

VGAVX
VGAVX Risk / Return Rank: 8787
Overall Rank
VGAVX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VGAVX Sortino Ratio Rank: 9191
Sortino Ratio Rank
VGAVX Omega Ratio Rank: 8888
Omega Ratio Rank
VGAVX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VGAVX Martin Ratio Rank: 8484
Martin Ratio Rank

VWIAX
VWIAX Risk / Return Rank: 6969
Overall Rank
VWIAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VWIAX Sortino Ratio Rank: 6969
Sortino Ratio Rank
VWIAX Omega Ratio Rank: 6363
Omega Ratio Rank
VWIAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
VWIAX Martin Ratio Rank: 7272
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.

VGAVX vs. VWIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Government Bond Index Fund Admiral Shares (VGAVX) 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.


VGAVXVWIAXDifference

Sharpe ratio

Return per unit of total volatility

1.88

1.24

+0.64

Sortino ratio

Return per unit of downside risk

2.66

1.75

+0.92

Omega ratio

Gain probability vs. loss probability

1.39

1.25

+0.14

Calmar ratio

Return relative to maximum drawdown

2.16

1.75

+0.41

Martin ratio

Return relative to average drawdown

8.81

6.90

+1.91

VGAVX vs. VWIAX - Sharpe Ratio Comparison

The current VGAVX Sharpe Ratio is 1.88, which is higher than the VWIAX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of VGAVX 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.


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Sharpe Ratios by Period


VGAVXVWIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

1.24

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.61

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.84

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.92

-0.28

Correlation

The correlation between VGAVX and VWIAX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VGAVX vs. VWIAX - Dividend Comparison

VGAVX's dividend yield for the trailing twelve months is around 5.42%, less than VWIAX's 8.01% yield.


TTM20252024202320222021202020192018201720162015
VGAVX
Vanguard Emerging Markets Government Bond Index Fund Admiral Shares
5.42%5.88%6.56%5.50%5.29%4.27%4.20%4.60%4.54%4.62%4.73%4.94%
VWIAX
Vanguard Wellesley Income Fund Admiral Shares
8.01%7.93%6.69%4.80%7.75%6.11%4.37%4.00%7.64%3.25%4.07%5.66%

Drawdowns

VGAVX vs. VWIAX - Drawdown Comparison

The maximum VGAVX drawdown since its inception was -26.77%, which is greater than VWIAX's maximum drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for VGAVX and VWIAX.


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Drawdown Indicators


VGAVXVWIAXDifference

Max Drawdown

Largest peak-to-trough decline

-26.77%

-21.64%

-5.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.97%

-5.00%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-26.77%

-15.26%

-11.51%

Max Drawdown (10Y)

Largest decline over 10 years

-26.77%

-17.41%

-9.36%

Current Drawdown

Current decline from peak

-3.57%

-3.11%

-0.46%

Average Drawdown

Average peak-to-trough decline

-4.73%

-2.23%

-2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

1.27%

-0.30%

Volatility

VGAVX vs. VWIAX - Volatility Comparison

The current volatility for Vanguard Emerging Markets Government Bond Index Fund Admiral Shares (VGAVX) is 1.91%, while Vanguard Wellesley Income Fund Admiral Shares (VWIAX) has a volatility of 2.26%. This indicates that VGAVX experiences smaller price fluctuations and is considered to be less risky than VWIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGAVXVWIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

2.26%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

3.75%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.52%

6.71%

-2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.27%

6.96%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.35%

6.90%

-0.55%