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VGWIX vs. IRTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGWIX and IRTR is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

VGWIX vs. IRTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) and Ishares Lifepath Retirement ETF (IRTR). The values are adjusted to include any dividend payments, if applicable.

14.00%16.00%18.00%20.00%22.00%NovemberDecember2025FebruaryMarchApril
19.03%
18.86%
VGWIX
IRTR

Key characteristics

Sharpe Ratio

VGWIX:

1.59

IRTR:

1.05

Sortino Ratio

VGWIX:

2.22

IRTR:

1.55

Omega Ratio

VGWIX:

1.31

IRTR:

1.21

Calmar Ratio

VGWIX:

2.31

IRTR:

1.32

Martin Ratio

VGWIX:

6.85

IRTR:

5.58

Ulcer Index

VGWIX:

1.40%

IRTR:

1.49%

Daily Std Dev

VGWIX:

6.05%

IRTR:

7.90%

Max Drawdown

VGWIX:

-17.74%

IRTR:

-6.29%

Current Drawdown

VGWIX:

-0.83%

IRTR:

-2.91%

Returns By Period

In the year-to-date period, VGWIX achieves a 2.85% return, which is significantly higher than IRTR's -0.14% return.


VGWIX

YTD

2.85%

1M

-0.50%

6M

1.25%

1Y

8.84%

5Y*

5.72%

10Y*

N/A

IRTR

YTD

-0.14%

1M

-2.16%

6M

-0.66%

1Y

7.29%

5Y*

N/A

10Y*

N/A

*Annualized

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VGWIX vs. IRTR - Expense Ratio Comparison

VGWIX has a 0.41% expense ratio, which is higher than IRTR's 0.08% expense ratio.


Expense ratio chart for VGWIX: current value is 0.41%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGWIX: 0.41%
Expense ratio chart for IRTR: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IRTR: 0.08%

Risk-Adjusted Performance

VGWIX vs. IRTR — Risk-Adjusted Performance Rank

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

VGWIX
The Risk-Adjusted Performance Rank of VGWIX is 9090
Overall Rank
The Sharpe Ratio Rank of VGWIX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VGWIX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VGWIX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of VGWIX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VGWIX is 9090
Martin Ratio Rank

IRTR
The Risk-Adjusted Performance Rank of IRTR is 8585
Overall Rank
The Sharpe Ratio Rank of IRTR is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of IRTR is 8383
Sortino Ratio Rank
The Omega Ratio Rank of IRTR is 8383
Omega Ratio Rank
The Calmar Ratio Rank of IRTR is 8888
Calmar Ratio Rank
The Martin Ratio Rank of IRTR is 8787
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.

VGWIX vs. IRTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) and Ishares Lifepath Retirement ETF (IRTR). 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 VGWIX, currently valued at 1.59, compared to the broader market-1.000.001.002.003.00
VGWIX: 1.59
IRTR: 1.05
The chart of Sortino ratio for VGWIX, currently valued at 2.22, compared to the broader market-2.000.002.004.006.008.00
VGWIX: 2.22
IRTR: 1.55
The chart of Omega ratio for VGWIX, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.00
VGWIX: 1.31
IRTR: 1.21
The chart of Calmar ratio for VGWIX, currently valued at 2.31, compared to the broader market0.002.004.006.008.0010.00
VGWIX: 2.31
IRTR: 1.32
The chart of Martin ratio for VGWIX, currently valued at 6.85, compared to the broader market0.0010.0020.0030.0040.0050.00
VGWIX: 6.85
IRTR: 5.58

The current VGWIX Sharpe Ratio is 1.59, which is higher than the IRTR Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of VGWIX and IRTR, 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 Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
1.59
1.05
VGWIX
IRTR

Dividends

VGWIX vs. IRTR - Dividend Comparison

VGWIX's dividend yield for the trailing twelve months is around 3.72%, more than IRTR's 3.20% yield.


TTM20242023202220212020201920182017
VGWIX
Vanguard Global Wellesley Income Fund Investor Shares
3.72%3.77%3.03%1.41%2.27%1.89%2.16%2.74%0.28%
IRTR
Ishares Lifepath Retirement ETF
3.20%3.02%0.85%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VGWIX vs. IRTR - Drawdown Comparison

The maximum VGWIX drawdown since its inception was -17.74%, which is greater than IRTR's maximum drawdown of -6.29%. Use the drawdown chart below to compare losses from any high point for VGWIX and IRTR. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.83%
-2.91%
VGWIX
IRTR

Volatility

VGWIX vs. IRTR - Volatility Comparison

The current volatility for Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) is 3.62%, while Ishares Lifepath Retirement ETF (IRTR) has a volatility of 5.31%. This indicates that VGWIX experiences smaller price fluctuations and is considered to be less risky than IRTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2025FebruaryMarchApril
3.62%
5.31%
VGWIX
IRTR