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VGWIX vs. STDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGWIX vs. STDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX). The values are adjusted to include any dividend payments, if applicable.

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VGWIX vs. STDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGWIX
Vanguard Global Wellesley Income Fund Investor Shares
0.48%13.18%6.02%8.78%-8.15%6.41%5.41%13.82%-4.38%0.94%
STDAX
SEI Asset Allocation Trust Defensive Strategy Allocation Fund
0.36%4.46%5.35%4.45%-1.58%1.56%-19.54%19.83%-3.32%2.00%

Returns By Period

In the year-to-date period, VGWIX achieves a 0.48% return, which is significantly higher than STDAX's 0.36% return.


VGWIX

1D
0.39%
1M
-4.14%
YTD
0.48%
6M
3.54%
1Y
9.92%
3Y*
8.39%
5Y*
4.84%
10Y*

STDAX

1D
0.09%
1M
-0.18%
YTD
0.36%
6M
1.30%
1Y
3.90%
3Y*
4.41%
5Y*
2.77%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGWIX vs. STDAX - Expense Ratio Comparison

VGWIX has a 0.41% expense ratio, which is higher than STDAX's 0.35% expense ratio.


Return for Risk

VGWIX vs. STDAX — Risk / Return Rank

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

VGWIX
VGWIX Risk / Return Rank: 8686
Overall Rank
VGWIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VGWIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
VGWIX Omega Ratio Rank: 8585
Omega Ratio Rank
VGWIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
VGWIX Martin Ratio Rank: 8686
Martin Ratio Rank

STDAX
STDAX Risk / Return Rank: 9999
Overall Rank
STDAX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
STDAX Sortino Ratio Rank: 9999
Sortino Ratio Rank
STDAX Omega Ratio Rank: 9999
Omega Ratio Rank
STDAX Calmar Ratio Rank: 9999
Calmar Ratio Rank
STDAX Martin Ratio Rank: 9999
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.

VGWIX vs. STDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX). 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.


VGWIXSTDAXDifference

Sharpe ratio

Return per unit of total volatility

1.72

4.24

-2.52

Sortino ratio

Return per unit of downside risk

2.32

7.10

-4.78

Omega ratio

Gain probability vs. loss probability

1.35

2.50

-1.15

Calmar ratio

Return relative to maximum drawdown

2.21

6.50

-4.29

Martin ratio

Return relative to average drawdown

8.95

31.36

-22.41

VGWIX vs. STDAX - Sharpe Ratio Comparison

The current VGWIX Sharpe Ratio is 1.72, which is lower than the STDAX Sharpe Ratio of 4.24. The chart below compares the historical Sharpe Ratios of VGWIX and STDAX, 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


VGWIXSTDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

4.24

-2.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

1.42

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

-0.00

+0.71

Correlation

The correlation between VGWIX and STDAX is 0.51, 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

VGWIX vs. STDAX - Dividend Comparison

VGWIX's dividend yield for the trailing twelve months is around 3.93%, less than STDAX's 4.47% yield.


TTM20252024202320222021202020192018201720162015
VGWIX
Vanguard Global Wellesley Income Fund Investor Shares
3.93%3.88%3.77%3.03%1.41%2.27%1.89%2.17%4.25%0.29%0.00%0.00%
STDAX
SEI Asset Allocation Trust Defensive Strategy Allocation Fund
4.47%4.49%4.97%4.77%3.54%0.87%1.71%5.19%8.53%6.92%10.19%3.84%

Drawdowns

VGWIX vs. STDAX - Drawdown Comparison

The maximum VGWIX drawdown since its inception was -17.74%, smaller than the maximum STDAX drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for VGWIX and STDAX.


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Drawdown Indicators


VGWIXSTDAXDifference

Max Drawdown

Largest peak-to-trough decline

-17.74%

-76.81%

+59.07%

Max Drawdown (1Y)

Largest decline over 1 year

-4.59%

-0.59%

-4.00%

Max Drawdown (5Y)

Largest decline over 5 years

-15.95%

-2.91%

-13.04%

Max Drawdown (10Y)

Largest decline over 10 years

-26.89%

Current Drawdown

Current decline from peak

-4.14%

-9.55%

+5.41%

Average Drawdown

Average peak-to-trough decline

-2.72%

-31.95%

+29.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

0.12%

+1.01%

Volatility

VGWIX vs. STDAX - Volatility Comparison

Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) has a higher volatility of 2.52% compared to SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) at 0.39%. This indicates that VGWIX's price experiences larger fluctuations and is considered to be riskier than STDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGWIXSTDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

0.39%

+2.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.66%

0.64%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

5.89%

0.93%

+4.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.19%

1.95%

+4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.81%

6.69%

+0.12%