PortfoliosLab logo
VGWIX vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGWIX and VYM is 0.72, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

VGWIX vs. VYM - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
32.25%
86.65%
VGWIX
VYM

Key characteristics

Sharpe Ratio

VGWIX:

1.59

VYM:

0.52

Sortino Ratio

VGWIX:

2.22

VYM:

0.83

Omega Ratio

VGWIX:

1.31

VYM:

1.12

Calmar Ratio

VGWIX:

2.31

VYM:

0.57

Martin Ratio

VGWIX:

6.85

VYM:

2.47

Ulcer Index

VGWIX:

1.40%

VYM:

3.34%

Daily Std Dev

VGWIX:

6.05%

VYM:

15.80%

Max Drawdown

VGWIX:

-17.74%

VYM:

-56.98%

Current Drawdown

VGWIX:

-0.83%

VYM:

-9.18%

Returns By Period

In the year-to-date period, VGWIX achieves a 2.85% return, which is significantly higher than VYM's -3.86% return.


VGWIX

YTD

2.85%

1M

-0.50%

6M

1.25%

1Y

8.84%

5Y*

5.72%

10Y*

N/A

VYM

YTD

-3.86%

1M

-6.07%

6M

-4.71%

1Y

6.66%

5Y*

13.27%

10Y*

9.11%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VGWIX vs. VYM - Expense Ratio Comparison

VGWIX has a 0.41% expense ratio, which is higher than VYM's 0.06% 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 VYM: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VYM: 0.06%

Risk-Adjusted Performance

VGWIX vs. VYM — 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

VYM
The Risk-Adjusted Performance Rank of VYM is 6868
Overall Rank
The Sharpe Ratio Rank of VYM is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 7171
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. VYM - 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 High Dividend Yield ETF (VYM). 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
VYM: 0.52
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
VYM: 0.83
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
VYM: 1.12
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
VYM: 0.57
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
VYM: 2.47

The current VGWIX Sharpe Ratio is 1.59, which is higher than the VYM Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of VGWIX and VYM, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.59
0.52
VGWIX
VYM

Dividends

VGWIX vs. VYM - Dividend Comparison

VGWIX's dividend yield for the trailing twelve months is around 3.72%, more than VYM's 3.03% yield.


TTM20242023202220212020201920182017201620152014
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%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
3.03%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

Drawdowns

VGWIX vs. VYM - Drawdown Comparison

The maximum VGWIX drawdown since its inception was -17.74%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for VGWIX and VYM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.83%
-9.18%
VGWIX
VYM

Volatility

VGWIX vs. VYM - Volatility Comparison

The current volatility for Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) is 3.62%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 11.25%. This indicates that VGWIX experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
3.62%
11.25%
VGWIX
VYM