VGTSX vs. VWELX
VGTSX (Vanguard Total International Stock Index Fund Investor Shares) and VWELX (Vanguard Wellington Fund Investor Shares) are both mutual funds - VGTSX is a Foreign Large Cap Equities fund managed by Vanguard, while VWELX is a Diversified Portfolio fund actively managed by Vanguard. Over the past 10 years, VGTSX returned 9.70%/yr vs 10.12%/yr for VWELX. A 0.71 correlation means they provide meaningful diversification when combined. VGTSX charges 0.17%/yr vs 0.24%/yr for VWELX.
Performance
VGTSX vs. VWELX - Performance Comparison
Loading charts...
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%
VGTSX vs. VWELX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VGTSX vs. VWELX — Risk / Return Rank
VGTSX
VWELX
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.
| VGTSX | VWELX | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VGTSX | VWELX | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| VGTSX | VWELX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.79% | -0.67% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -13.97% | -3.92% | -10.05% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| VGTSX | VWELX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for VGTSX and VWELX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer