VGWIX vs. VSCGX
VGWIX (Vanguard Global Wellesley Income Fund Investor Shares) and VSCGX (Vanguard LifeStrategy 40/60 Fund) are both Diversified Portfolio funds from Vanguard. Over the past 5 years, VGWIX returned 5.09%/yr vs 4.93%/yr for VSCGX. Their correlation of 0.87 means they have usually moved in the same direction. VGWIX charges 0.41%/yr vs 0.10%/yr for VSCGX.
Performance
VGWIX vs. VSCGX - Performance Comparison
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Returns By Period
In the year-to-date period, VGWIX achieves a 5.69% return, which is significantly higher than VSCGX's 4.33% return.
VGWIX
- 1D
- 0.21%
- 1M
- 0.41%
- 6M
- 3.57%
- YTD
- 5.69%
- 1Y
- 11.81%
- 3Y*
- 9.52%
- 5Y*
- 5.09%
- 10Y*
- —
- ALL TIME*
- 5.20%
VSCGX
- 1D
- 0.90%
- 1M
- -0.66%
- 6M
- 2.82%
- YTD
- 4.33%
- 1Y
- 10.37%
- 3Y*
- 10.94%
- 5Y*
- 4.93%
- 10Y*
- 6.24%
- ALL TIME*
- 6.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VGWIX vs. VSCGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGWIX Vanguard Global Wellesley Income Fund Investor Shares | 5.69% | 13.18% | 6.02% | 8.78% | -8.15% | 6.41% | 5.41% | 13.82% | -4.38% | 0.94% |
VSCGX Vanguard LifeStrategy 40/60 Fund | 4.33% | 12.87% | 11.65% | 12.72% | -15.00% | 6.04% | 11.51% | 15.69% | -2.95% | 0.91% |
Correlation
The correlation between VGWIX and VSCGX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2017 | 0.87 |
The correlation between VGWIX and VSCGX shifts across timeframes, from 0.75 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VGWIX vs. VSCGX — Risk / Return Rank
VGWIX
VSCGX
VGWIX vs. VSCGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) and Vanguard LifeStrategy 40/60 Fund (VSCGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VGWIX | VSCGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.28 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 1.94 | +0.59 |
| Martin ratioReturn relative to average drawdown | 9.52 | 8.03 | +1.49 |
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Drawdowns
VGWIX vs. VSCGX - Drawdown Comparison
The maximum VGWIX drawdown since its inception was -17.74%, smaller than the maximum VSCGX drawdown of -30.62%. Use the drawdown chart below to compare losses from any high point for VGWIX and VSCGX.
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Drawdown Indicators
| VGWIX | VSCGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.74% | -30.62% | +12.88% |
Max Drawdown (1Y)Largest decline over 1 year | -4.59% | -5.19% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -4.59% | -6.17% | +1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -15.95% | -20.15% | +4.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.15% | — |
Current DrawdownCurrent decline from peak | -0.12% | -1.25% | +1.13% |
Average DrawdownAverage peak-to-trough decline | -2.65% | -2.99% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 1.25% | -0.03% |
Volatility
VGWIX vs. VSCGX - Volatility Comparison
The current volatility for Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) is 1.34%, while Vanguard LifeStrategy 40/60 Fund (VSCGX) has a volatility of 2.06%. This indicates that VGWIX experiences smaller price fluctuations and is considered to be less risky than VSCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGWIX | VSCGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.34% | 2.06% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 4.30% | 5.77% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.18% | 6.75% | -1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.27% | 7.81% | -1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.77% | 7.40% | -0.63% |
VGWIX vs. VSCGX - Expense Ratio Comparison
VGWIX has a 0.41% expense ratio, which is higher than VSCGX's 0.10% expense ratio.
Dividends
VGWIX vs. VSCGX - Dividend Comparison
VGWIX's dividend yield for the trailing twelve months is around 3.80%, less than VSCGX's 5.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGWIX Vanguard Global Wellesley Income Fund Investor Shares | 3.80% | 3.88% | 3.77% | 3.03% | 1.41% | 2.27% | 1.89% | 2.17% | 4.25% | 0.29% | 0.00% | 0.00% |
VSCGX Vanguard LifeStrategy 40/60 Fund | 5.33% | 5.50% | 11.03% | 5.23% | 2.79% | 4.18% | 3.28% | 2.62% | 3.81% | 1.65% | 2.43% | 3.21% |
Frequently Asked Questions
VGWIX and VSCGX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSCGX has higher volatility (2.06%) compared to VGWIX (1.34%). In terms of maximum drawdown, VGWIX dropped -17.74% vs VSCGX's -30.62%.
VGWIX currently has the higher Sharpe Ratio (2.25 vs 1.49), 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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