VGWIX vs. VYM

In the year-to-date period, VGWIX achieves a 4.16% return, which is significantly higher than VYM's 1.59% return.

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VGWIX has a 0.41% expense ratio, which is higher than VYM's 0.06% expense ratio.

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 current VGWIX Sharpe Ratio is 1.32, which is higher than the VYM Sharpe Ratio of 0.67. 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.

VGWIX has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.86%.

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.

The current volatility for Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) is 1.66%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 4.71%. 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.