VGWIX vs. VWINX
Compare and contrast key facts about Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) and Vanguard Wellesley Income Fund Investor Shares (VWINX).
VGWIX is managed by Vanguard. It was launched on Nov 2, 2017. VWINX is managed by Vanguard. It was launched on Jul 1, 1970.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGWIX or VWINX.
Key characteristics
| VGWIX | VWINX | |
|---|---|---|
| YTD Return | 7.56% | 8.24% |
| 1Y Return | 15.16% | 18.00% |
| 3Y Return (Ann) | 2.63% | -0.30% |
| 5Y Return (Ann) | 4.14% | 2.80% |
| Sharpe Ratio | 2.87 | 2.78 |
| Sortino Ratio | 4.27 | 4.30 |
| Omega Ratio | 1.56 | 1.59 |
| Calmar Ratio | 2.17 | 1.12 |
| Martin Ratio | 17.50 | 18.03 |
| Ulcer Index | 0.89% | 1.03% |
| Daily Std Dev | 5.43% | 6.67% |
| Max Drawdown | -17.74% | -24.01% |
| Current Drawdown | -1.60% | -1.56% |
Correlation
The correlation between VGWIX and VWINX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VGWIX vs. VWINX - Performance Comparison
In the year-to-date period, VGWIX achieves a 7.56% return, which is significantly lower than VWINX's 8.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VGWIX vs. VWINX - Expense Ratio Comparison
VGWIX has a 0.41% expense ratio, which is higher than VWINX's 0.23% expense ratio.
Risk-Adjusted Performance
VGWIX vs. VWINX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) and Vanguard Wellesley Income Fund Investor Shares (VWINX). 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.
Dividends
VGWIX vs. VWINX - Dividend Comparison
VGWIX's dividend yield for the trailing twelve months is around 3.62%, less than VWINX's 5.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGWIX Vanguard Global Wellesley Income Fund Investor Shares | 3.62% | 3.03% | 1.41% | 2.27% | 1.89% | 2.16% | 2.74% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 5.73% | 5.71% | 3.17% | 2.48% | 2.65% | 2.90% | 3.30% | 2.85% | 2.94% | 3.11% | 3.16% | 3.05% |
Drawdowns
VGWIX vs. VWINX - Drawdown Comparison
The maximum VGWIX drawdown since its inception was -17.74%, smaller than the maximum VWINX drawdown of -24.01%. Use the drawdown chart below to compare losses from any high point for VGWIX and VWINX. For additional features, visit the drawdowns tool.
Volatility
VGWIX vs. VWINX - Volatility Comparison
Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) and Vanguard Wellesley Income Fund Investor Shares (VWINX) have volatilities of 1.44% and 1.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.