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VGTSX vs. VWELX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGTSX vs. VWELX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VGTSX achieves a 14.44% return, which is significantly higher than VWELX's 6.39% return. Both investments have delivered pretty close results over the past 10 years, with VGTSX having a 9.70% annualized return and VWELX not far ahead at 10.12%.


VGTSX

1D
-0.79%
1M
3.55%
YTD
14.44%
6M
16.95%
1Y
31.37%
3Y*
19.38%
5Y*
8.37%
10Y*
9.70%

VWELX

1D
-0.67%
1M
2.71%
YTD
6.39%
6M
6.66%
1Y
19.88%
3Y*
15.35%
5Y*
8.69%
10Y*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGTSX vs. VWELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGTSX
Vanguard Total International Stock Index Fund Investor Shares
14.44%32.05%5.30%15.18%-16.07%8.58%11.15%21.44%-14.47%27.39%
VWELX
Vanguard Wellington Fund Investor Shares
6.39%16.54%14.73%14.29%-14.36%18.99%10.57%22.51%-3.43%13.98%

Correlation

The correlation between VGTSX and VWELX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Apr 30, 1996

0.71

The correlation between VGTSX and VWELX has been stable across timeframes, ranging from 0.71 to 0.81 - a consistent structural relationship.

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Return for Risk

VGTSX vs. VWELX — Risk / Return Rank

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

VGTSX
VGTSX Risk / Return Rank: 5656
Overall Rank
VGTSX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VGTSX Sortino Ratio Rank: 5454
Sortino Ratio Rank
VGTSX Omega Ratio Rank: 5757
Omega Ratio Rank
VGTSX Calmar Ratio Rank: 5656
Calmar Ratio Rank
VGTSX Martin Ratio Rank: 5656
Martin Ratio Rank

VWELX
VWELX Risk / Return Rank: 6666
Overall Rank
VWELX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VWELX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VWELX Omega Ratio Rank: 6565
Omega Ratio Rank
VWELX Calmar Ratio Rank: 6060
Calmar Ratio Rank
VWELX Martin Ratio Rank: 7373
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.

VGTSX vs. VWELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Investor Shares (VGTSX) 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.


VGTSXVWELXDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.42

1.45

-0.03

Calmar ratioReturn relative to maximum drawdown

2.86

2.99

-0.13

Martin ratioReturn relative to average drawdown

11.29

13.88

-2.59

VGTSX vs. VWELX - Sharpe Ratio Comparison

The current VGTSX Sharpe Ratio is 2.27, which is comparable to the VWELX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of VGTSX and VWELX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VGTSXVWELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

2.41

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.78

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.88

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.84

-0.52

Drawdowns

VGTSX vs. VWELX - Drawdown Comparison

The maximum VGTSX drawdown since its inception was -61.48%, which is greater than VWELX's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for VGTSX and VWELX.


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Drawdown Indicators


VGTSXVWELXDifference

Max Drawdown

Largest peak-to-trough decline

-61.48%

-36.12%

-25.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-6.78%

-4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-13.11%

-11.98%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-29.61%

-20.88%

-8.73%

Max Drawdown (10Y)

Largest decline over 10 years

-35.93%

-25.33%

-10.60%

Current Drawdown

Current decline from peak

-0.79%

-0.67%

-0.12%

Average Drawdown

Average peak-to-trough decline

-13.97%

-3.92%

-10.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

1.46%

+1.40%

Volatility

VGTSX vs. VWELX - Volatility Comparison

Vanguard Total International Stock Index Fund Investor Shares (VGTSX) has a higher volatility of 4.89% compared to Vanguard Wellington Fund Investor Shares (VWELX) at 2.61%. This indicates that VGTSX's price experiences larger fluctuations and is considered to be riskier 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


VGTSXVWELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

2.61%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

6.68%

+5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

14.22%

8.41%

+5.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.03%

11.14%

+3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.93%

11.53%

+4.40%

VGTSX vs. VWELX - Expense Ratio Comparison

VGTSX has a 0.17% 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%.


Dividends

VGTSX vs. VWELX - Dividend Comparison

VGTSX's dividend yield for the trailing twelve months is around 2.55%, less than VWELX's 10.83% yield.


PositionTTM20252024202320222021202020192018201720162015
VGTSX
Vanguard Total International Stock Index Fund Investor Shares
2.55%3.08%3.26%3.16%2.98%2.99%2.05%2.98%3.09%2.68%2.86%2.77%
VWELX
Vanguard Wellington Fund Investor Shares
10.83%11.46%10.76%6.01%8.19%8.64%7.77%4.67%9.49%5.82%4.44%7.03%

Frequently Asked Questions


VGTSX and VWELX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VGTSX has higher volatility (4.89%) compared to VWELX (2.61%). In terms of maximum drawdown, VGTSX dropped -61.48% vs VWELX's -36.12%.

VWELX currently has the higher Sharpe Ratio (2.41 vs 2.27), 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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